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arXiv 2009.07415cs.LGstat.ML
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Meta-AAD:基于深度强化学习的主动异常检测

Meta-AAD: Active Anomaly Detection with Deep Reinforcement Learning

Texas A&M University(德克萨斯A&M大学)

Daochen Zha, Kwei-Herng Lai, Mingyang Wan, Xia Hu

摘要:

高误报率是异常检测算法长期面临的挑战,特别是在高风险应用中。为了识别真正的异常,在实践中,分析师或领域专家将被雇用来逐个调查由异常检测系统识别的异常的排名列表中的顶级实例。此验证程序生成信息标签,可用于对异常进行重新排序,以帮助分析师在给定时间预算的情况下发现更多真实的异常。已经提出了一些重新排序策略来近似上述顺序决策过程。具体而言,现有的策略已经集中在基于反馈使顶部实例更可能是异常的。然后,他们会选择前1名的实例进行查询。然而,这些贪婪策略可能是次优的,因为从长远来看,一些低排名的实例可能更有帮助。在这项工作中,我们提出了主动异常检测与元策略(元AAD),一种新的框架,学习元策略查询选择。具体而言,Meta-AAD利用深度强化学习来训练元策略,以选择最合适的实例,从而显式优化整个查询过程中发现的异常数量。Meta-AAD易于部署,因为经过训练的元策略可以直接应用于任何新数据集,而无需进一步调优。在24个基准数据集上进行的大量实验表明,Meta-AAD显著优于最先进的重排序策略和无监督基线。实证分析表明,训练后的元策略是可转移的,内在地实现了长期和短期回报之间的平衡。

英文摘要:

High false-positive rate is a long-standing challenge for anomaly detection algorithms, especially in high-stake applications. To identify the true anomalies, in practice, analysts or domain experts will be employed to investigate the top instances one by one in a ranked list of anomalies identified by an anomaly detection system. This verification procedure generates informative labels that can be leveraged to re-rank the anomalies so as to help the analyst to discover more true anomalies given a time budget. Some re-ranking strategies have been proposed to approximate the above sequential decision process. Specifically, existing strategies have been focused on making the top instances more likely to be anomalous based on the feedback. Then they greedily select the top-1 instance for query. However, these greedy strategies could be sub-optimal since some low-ranked instances could be more helpful in the long-term. In this work, we propose Active Anomaly Detection with Meta-Policy (Meta-AAD), a novel framework that learns a meta-policy for query selection. Specifically, Meta-AAD leverages deep reinforcement learning to train the meta-policy to select the most proper instance to explicitly optimize the number of discovered anomalies throughout the querying process. Meta-AAD is easy to deploy since a trained meta-policy can be directly applied to any new datasets without further tuning. Extensive experiments on 24 benchmark datasets demonstrate that Meta-AAD significantly outperforms the state-of-the-art re-ranking strategies and the unsupervised baseline. The empirical analysis shows that the trained meta-policy is transferable and inherently achieves a balance between long-term and short-term rewards.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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