This paper explores semi-supervised anomaly detection, a more practical setting for anomaly detection where a small additional set of labeled samples are provided. Based on the analysis of Deep SAD, the state-of-the-art for semi-supervised anomaly detection, we propose a new KL-divergence based objective function and show that two factors: the mutual information between the data and latent representations, and the entropy of latent representations, constitute an integral objective function for anomaly detection. To resolve the contradiction in simultaneously optimizing the two factors, we propose a novel encoder-decoder-encoder structure, with the first encoder focusing on optimizing the mutual information and the second encoder focusing on optimizing the entropy. The two encoders are enforced to share similar encoding with a consistent constraint on their latent representations. Extensive experiments have revealed that the proposed method significantly outperforms several state-of-the-arts on multiple benchmark datasets, including medical diagnosis and several classic anomaly detection benchmarks.
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