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arXiv 2104.00543cs.LGcs.CL
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RLAD:基于强化学习和主动学习的时间序列异常检测

RLAD: Time Series Anomaly Detection through Reinforcement Learning and Active Learning

Rutgers University(罗格斯大学)

Tong Wu, Jorge Ortiz

摘要:

我们引入了一种新的半监督时间序列异常检测算法,该算法使用深度强化学习(DRL)和主动学习来有效地学习和适应真实世界时间序列数据中的异常。我们的模型-称为RLAD -不假设产生观察序列的基本机制,并根据异常模式的经验不断调整检测模型。此外,它不需要手动调整参数,并且在几个品质因数上优于我们与之相比的所有最先进的方法,无论是无监督的还是半监督的。更具体地说,我们在F1得分上比最好的无监督方法高出1.58倍,只有1%的标签,而在另一个只有0.1%标签的真实世界数据集上高达4.4倍。我们在两个常见的异常检测数据集上将RLAD与七种基于深度学习的算法进行了比较,这些数据集的数据点多达300万个,异常率在0.28%到2.65%之间。我们在几个重要的性能指标上优于所有算法。

英文摘要:

We introduce a new semi-supervised, time series anomaly detection algorithm that uses deep reinforcement learning (DRL) and active learning to efficiently learn and adapt to anomalies in real-world time series data. Our model - called RLAD - makes no assumption about the underlying mechanism that produces the observation sequence and continuously adapts the detection model based on experience with anomalous patterns. In addition, it requires no manual tuning of parameters and outperforms all state-of-art methods we compare with, both unsupervised and semi-supervised, across several figures of merit. More specifically, we outperform the best unsupervised approach by a factor of 1.58 on the F1 score, with only 1% of labels and up to around 4.4x on another real-world dataset with only 0.1% of labels. We compare RLAD with seven deep-learning based algorithms across two common anomaly detection datasets with up to around 3M data points and between 0.28% to 2.65% anomalies.We outperform all of them across several important performance metrics.

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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