Deep generative learning cannot only be used for generating new data with statistical characteristics derived from input data but also for anomaly detection, by separating nominal and anomalous instances based on their reconstruction quality. In this paper, we explore the performance of three unsupervised deep generative models—variational autoencoders (VAEs) with Gaussian, Bernoulli, and Boltzmann priors—in detecting anomalies in multivariate time series of commercial-flight operations. We created two VAE models with discrete latent variables (DVAEs), one with a factorized Bernoulli prior and one with a restricted Boltzmann machine (RBM) with novel positive-phase architecture as prior, because of the demand for discrete-variable models in machine-learning applications and because the integration of quantum devices based on two-level quantum systems requires such models. To the best of our knowledge, our work is the first that applies DVAE models to anomaly-detection tasks in the aerospace field. The DVAE with RBM prior, using a relatively simple—and classically or quantum-mechanically enhanceable—sampling technique for the evolution of the RBM’s negative phase, performed better in detecting anomalies than the Bernoulli DVAE and on par with the Gaussian model, which has a continuous latent space. The transfer of a model to an unseen dataset with the same anomaly but without re-tuning of hyperparameters or re-training noticeably impaired anomaly-detection performance, but performance could be improved by post-training on the new dataset. The RBM model was robust to change of anomaly type and phase of flight during which the anomaly occurred. Our studies demonstrate the competitiveness of a discrete deep generative model with its Gaussian counterpart on anomaly-detection problems. Moreover, the DVAE model with RBM prior can be easily integrated with quantum sampling by outsourcing its generative process to measurements of quantum states obtained from a quantum annealer or gate-model device.
Latent Outlier Exposure for Anomaly Detection with Contaminated Data
Anomaly detection aims at identifying data points that show systematic deviations from the major- ity of data in an unlabeled dataset. A common assumption is that clean training data (free of anomalies) is available, which is often violated in practice. We propose a strategy for training an anomaly detector in the presence of unlabeled anomalies that is compatible with a broad class of models. The idea is to jointly infer binary la- bels to each datum (normal vs. anomalous) while updating the model parameters. Inspired by out- lier exposure (Hendrycks et al., 2018) that con- siders synthetically created, labeled anomalies, we thereby use a combination of two losses that share parameters: one for the normal and one for the anomalous data. We then iteratively proceed with block coordinate updates on the parameters and the most likely (latent) labels. Our exper- iments with several backbone models on three image datasets, 30 tabular data sets, and a video anomaly detection benchmark showed consistent and significant improvements over the baselines.
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- NSF-PAR ID:
- 10347068
- Date Published:
- Journal Name:
- Proceedings of Machine Learning Research
- Volume:
- 162
- ISSN:
- 2640-3498
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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This paper presents GeoDMA , which processes the GPS data from multiple vehicles to detect anomalous driving maneuvers, such as rapid acceleration, sudden braking, and rapid swerving. First, an unsupervised deep auto-encoder is designed to learn a set of unique features from the normal historical GPS data of all drivers. We consider the temporal dependency of the driving data for individual drivers and the spatial correlation among different drivers. Second, to incorporate the peer dependency of drivers in local regions, we develop a geographical partitioning algorithm to partition a city into several sub-regions to do the driving anomaly detection. Specifically, we extend the vehicle-vehicle dependency to road-road dependency and formulate the geographical partitioning problem into an optimization problem. The objective of the optimization problem is to maximize the dependency of roads within each sub-region and minimize the dependency of roads between any two different sub-regions. Finally, we train a specific driving anomaly detection model for each sub-region and perform in-situ updating of these models by incremental training. We implement GeoDMA in Pytorch and evaluate its performance using a large real-world GPS trajectories. The experiment results demonstrate that GeoDMA achieves up to 8.5% higher detection accuracy than the baseline methods.more » « less
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Accepted Manuscript1.0
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