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.
Deep generative model with hierarchical latent factors for time series anomaly detection.
Multivariate time series anomaly detection has become an active area of research in recent years, with Deep Learning models outperforming previous approaches on benchmark datasets. Among reconstruction-based models, most previous work has focused on Variational Autoencoders and Generative Adversarial Networks. This work presents DGHL, a new family of generative models for time series anomaly detection, trained by maximizing the observed likelihood by posterior sampling and alternating back-propagation. A top-down Convolution Network maps a novel hierarchical latent space to time series windows, exploiting temporal dynamics to encode information efficiently. Despite relying on posterior sampling, it is computationally more efficient than current approaches, with up to 10x shorter training times than RNN based models. Our method outperformed current state-of-the-art models on four popular benchmark datasets. Finally, DGHL is robust to variable features between entities and accurate even with large proportions of missing values, settings with increasing relevance with the advent of IoT. We demonstrate the superior robustness of DGHL with novel occlusion experiments in this literature. Our code is available at https://github. com/cchallu/dghl.
more »
« less
- Award ID(s):
- 2015577
- NSF-PAR ID:
- 10351395
- Date Published:
- Journal Name:
- International Conference on Artificial Intelligence and Statistics (AISTAT 2022)
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
more » « less
Abstract -
null (Ed.)With the proliferation of low-cost sensors and the Internet-of-Things (IoT), the rate of producing data far exceeds the compute and storage capabilities of today’s infrastructure. Much of this data takes the form of time series, and in response, there has been increasing interest in the creation of time series archives in the last decade, along with the development and deployment of novel analysis methods to process the data. The general strategy has been to apply a plurality of similarity search mechanisms to various subsets and subsequences of time series data in order to identify repeated patterns and anomalies; however, the computational demands of these approaches renders them incompatible with today’s power-constrained embedded CPUs. To address this challenge, we present FA-LAMP, an FPGA-accelerated implementation of the Learned Approximate Matrix Profile (LAMP) algorithm, which predicts the correlation between streaming data sampled in real-time and a representative time series dataset used for training. FA-LAMP lends itself as a real-time solution for time series analysis problems such as classification and anomaly detection, among others. FA-LAMP provides a mechanism to integrate accelerated computation as close as possible to IoT sensors, thereby eliminating the need to transmit and store data in the cloud for posterior analysis. At its core, LAMP and FA-LAMP employ Convolution Neural Networks (CNNs) to perform prediction. This work investigates the challenges and limitations of deploying CNNs on FPGAs when using state-of-the-art commercially-supported frameworks built for this purpose, namely, the Xilinx Deep Learning Processor Unit (DPU) overlay and the Vitis AI development environment. This work exposes several technical limitations of the DPU, while providing a mechanism to overcome these limits by attaching our own hand-optimized IP block accelerators to the DPU overlay. We evaluate FA-LAMP using a low-cost Xilinx Ultra96-V2 FPGA, demonstrating performance and energy improvements of more than an order of magnitude compared to a prototypical LAMP deployment running on a Raspberry Pi 3. Our implementation is publicly available at https://github.com/fccm2021sub/fccm-lamp.more » « less
-
Abstract Pre-trained transformer language models (LMs) on large unlabeled corpus have produced state-of-the-art results in natural language processing, organic molecule design, and protein sequence generation. However, no such models have been applied to learn the composition patterns for the generative design of material compositions. Here we train a series of seven modern transformer models (GPT, GPT-2, GPT-Neo, GPT-J, BLMM, BART, and RoBERTa) for materials design using the expanded formulas of the ICSD, OQMD, and Materials Projects databases. Six different datasets with/out non-charge-neutral or EB samples are used to benchmark the generative design performances and uncover the biases of modern transformer models for the generative design of materials compositions. Our experiments show that the materials transformers based on causal LMs can generate chemically valid material compositions with as high as 97.61% to be charge neutral and 91.22% to be electronegativity balanced, which has more than six times higher enrichment compared to the baseline pseudo-random sampling algorithm. Our LMs also demonstrate high generation novelty and their potential in new materials discovery is proved by their capability to recover the leave-out materials. We also find that the properties of the generated compositions can be tailored by training the models with selected training sets such as high-bandgap samples. Our experiments also show that different models each have their own preference in terms of the properties of the generated samples and their running time complexity varies a lot. We have applied our materials transformers to discover a set of new materials as validated using density functional theory calculations. All our trained materials transformer models and code can be accessed freely at http://www.github.com/usccolumbia/MTransformer .more » « less
-
Anomaly detection is one of the frequent and important subroutines deployed in large-scale data processing applications. Even being a well-studied topic, existing techniques for unsupervised anomaly detection require storing significant amounts of data, which is prohibitive from memory, latency and privacy perspectives, especially for small mobile devices which has ultra-low memory budget and limited computational power. In this paper, we propose ACE (Arrays of (locality-sensitive) Count Estimators) algorithm that can be 60x faster than most state-of-the-art unsupervised anomaly detection algorithms. In addition, ACE has appealing privacy properties. Our experiments show that ACE algorithm has significantly smaller memory footprints (∠ 4MB in our experiments) which can exploit Level 3 cache of any modern processor. At the core of the ACE algorithm, there is a novel statistical estimator which is derived from the sampling view of Locality Sensitive Hashing (LSH). This view is significantly different and efficient than the widely popular view of LSH for near-neighbor search. We show the superiority of ACE algorithm over 11 popular baselines on 3 benchmark datasets, including the KDD-Cup99 data which is the largest available public benchmark comprising of more than half a million entries with ground truth anomaly labels.more » « less
-
With the booming of online service systems, anomaly detection on multivariate time series, such as a combination of CPU utilization, average response time, and requests per second, is important for system reliability. Although a collection of learning-based approaches have been designed for this purpose, our empirical study shows that these approaches suffer from long initialization time for sufficient training data. In this paper, we introduce the Compressed Sensing technique to multivariate time series anomaly detection for rapid initialization. To build a jump-starting anomaly detector, we propose an approach named JumpStarter. Based on domainspecific insights, we design a shape-based clustering algorithm as well as an outlier-resistant sampling algorithm for JumpStarter.With real-world multivariate time series datasets collected from two Internet companies, our results show that JumpStarter achieves an average F1 score of 94.12%, significantly outperforming the state-of-the-art anomaly detection algorithms, with a much shorter initialization time of twenty minutes. We have applied JumpStarter in online service systems and gained useful lessons in real-world scenarios.more » « less
- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Conference Paper:
- The DOI is not currently available.
