arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2211.08910cs.LGcs.AIstat.ML
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异常检测中生成模型与判别模型的联系

On the Connection of Generative Models and Discriminative Models for Anomaly Detection

Zhejiang University(浙江大学);Ningbo Research Institute, Zhejiang University(浙江大学宁波研究院)

Jingxuan Pang, Chunguang Li

摘要:

异常检测(AD)在学术界和工业界都引起了相当大的关注。由于在许多实际情况下缺乏异常数据,AD通常通过首先对正常数据模式进行建模,然后确定数据是否符合该模型来解决。生成模型(GM)似乎是实现这一目的的自然工具,它学习正态数据分布并使用概率密度函数(PDF)对其进行估计。然而,一些作品已经观察到这种基于GM的AD方法的理想性能。在本文中,我们提出了一个新的角度对基于GM的AD方法的理想性能。我们指出,在这些方法中,由于正态数据的多峰分布特性,将GM的结果与AD的目标联系起来的隐含假设通常是不可信的,这在实际情况中是很常见的。我们首先定性地制定这个观点,然后专注于高斯混合模型(GMM)直观地说明的观点,这是一个典型的GM,并具有自然属性,以近似多峰分布。基于所提出的观点,为了绕过基于GMM的AD方法中的隐式假设,我们建议集成判别式思想以将GMM定向到AD任务(DiGMM)。通过DiGMM,我们建立了生成模型和判别模型的连接,这是AD的两个关键范式,通常被分开对待。这种联系为未来的工作提供了一个可能的方向,共同考虑这两种范式,并将其互补的特点AD。

英文摘要:

Anomaly detection (AD) has attracted considerable attention in both academia and industry. Due to the lack of anomalous data in many practical cases, AD is usually solved by first modeling the normal data pattern and then determining if data fit this model. Generative models (GMs) seem a natural tool to achieve this purpose, which learn the normal data distribution and estimate it using a probability density function (PDF). However, some works have observed the ideal performance of such GM-based AD methods. In this paper, we propose a new perspective on the ideal performance of GM-based AD methods. We state that in these methods, the implicit assumption that connects GMs'results to AD's goal is usually implausible due to normal data's multi-peaked distribution characteristic, which is quite common in practical cases. We first qualitatively formulate this perspective, and then focus on the Gaussian mixture model (GMM) to intuitively illustrate the perspective, which is a typical GM and has the natural property to approximate multi-peaked distributions. Based on the proposed perspective, in order to bypass the implicit assumption in the GMM-based AD method, we suggest integrating the Discriminative idea to orient GMM to AD tasks (DiGMM). With DiGMM, we establish a connection of generative and discriminative models, which are two key paradigms for AD and are usually treated separately before. This connection provides a possible direction for future works to jointly consider the two paradigms and incorporate their complementary characteristics for AD.

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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