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Register a new userA new interpretable unsupervised anomaly detection method based on residual explanation
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Added by
David F. N. Oliveira
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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Despite the superior performance in modeling complex patterns to address challenging problems, the black-box nature of Deep Learning (DL) methods impose limitations to their application in real-world critical domains. The lack of a smooth manner for enabling human reasoning about the black-box decisions hinder any preventive action to unexpected events, in which may lead to catastrophic consequences. To tackle the unclearness from black-box models, interpretability became a fundamental requirement in DL-based systems, leveraging trust and knowledge by providing ways to understand the models behavior. Although a current hot topic, further advances are still needed to overcome the existing limitations of the current interpretability methods in unsupervised DL-based models for Anomaly Detection (AD). Autoencoders (AE) are the core of unsupervised DL-based for AD applications, achieving best-in-class performance. However, due to their hybrid aspect to obtain the results (by requiring additional calculations out of network), only agnostic interpretable methods can be applied to AE-based AD. These agnostic methods are computationally expensive to process a large number of parameters. In this paper we present the RXP (Residual eXPlainer), a new interpretability method to deal with the limitations for AE-based AD in large-scale systems. It stands out for its implementation simplicity, low computational cost and deterministic behavior, in which explanations are obtained through the deviation analysis of reconstructed input features. In an experiment using data from a real heavy-haul railway line, the proposed method achieved superior performance compared to SHAP, demonstrating its potential to support decision making in large scale critical systems.
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Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on two-way data, in which a data matrix is observed at each time step. Leveraging recent advances in matrix-native recurrent neural networks, we investigated strategies for data arrangement and unsupervised training for temporal multiway anomaly detection. These include compressing-decompressing, encoding-predicting, and temporal data differencing. We conducted a comprehensive suite of experiments to evaluate model behaviors under various settings on synthetic data, moving digits, and ECG recordings. We found interesting phenomena not previously reported. These include the capacity of the compact matrix LSTM to compress noisy data near perfectly, making the strategy of compressing-decompressing data ill-suited for anomaly detection under the noise. Also, long sequence of vectors can be addressed directly by matrix models that allow very long context and multiple step prediction. Overall, the encoding-predicting strategy works very well for the matrix LSTMs in the conducted experiments, thanks to its compactness and better fit to the data dynamics.
The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive maintenance is a special case, where the anomaly represents a failure that must be prevented. Related time-series research as outlier and novelty detection or time-series classification does not apply to the concept of an anomaly in this field, because they are not single points which have not been seen previously and may not be precisely annotated. Moreover, due to the lack of annotated anomalous data, many benchmarks are adapted from supervised scenarios. To address these issues, we generalise the concept of positive and negative instances to intervals to be able to evaluate unsupervised anomaly detection algorithms. We also preserve the imbalance scheme for evaluation through the proposal of the Preceding Window ROC, a generalisation for the calculation of ROC curves for time-series scenarios. We also adapt the mechanism from a established time-series anomaly detection benchmark to the proposed generalisations to reward early detection. Therefore, the proposal represents a flexible evaluation framework for the different scenarios. To show the usefulness of this definition, we include a case study of Big Data algorithms with a real-world time-series problem provided by the company ArcelorMittal, and compare the proposal with an evaluation method.
Anomaly detection plays a crucial role in various real-world applications, including healthcare and finance systems. Owing to the limited number of anomaly labels in these complex systems, unsupervised anomaly detection methods have attracted great attention in recent years. Two major challenges faced by the existing unsupervised methods are: (i) distinguishing between normal and abnormal data in the transition field, where normal and abnormal data are highly mixed together; (ii) defining an effective metric to maximize the gap between normal and abnormal data in a hypothesis space, which is built by a representation learner. To that end, this work proposes a novel scoring network with a score-guided regularization to learn and enlarge the anomaly score disparities between normal and abnormal data. With such score-guided strategy, the representation learner can gradually learn more informative representation during the model training stage, especially for the samples in the transition field. We next propose a score-guided autoencoder (SG-AE), incorporating the scoring network into an autoencoder framework for anomaly detection, as well as other three state-of-the-art models, to further demonstrate the effectiveness and transferability of the design. Extensive experiments on both synthetic and real-world datasets demonstrate the state-of-the-art performance of these score-guided models (SGMs).
Detecting anomalous behavior in wireless spectrum is a demanding task due to the sheer complexity of the electromagnetic spectrum use. Wireless spectrum anomalies can take a wide range of forms from the presence of an unwanted signal in a licensed band to the absence of an expected signal, which makes manual labeling of anomalies difficult and suboptimal. We present, Spectrum Anomaly Detector with Interpretable FEatures (SAIFE), an Adversarial Autoencoder (AAE) based anomaly detector for wireless spectrum anomaly detection using Power Spectral Density (PSD) data which achieves good anomaly detection and localization in an unsupervised setting. In addition, we investigate the models capabilities to learn interpretable features such as signal bandwidth, class and center frequency in a semi-supervised fashion. Along with anomaly detection the model exhibits promising results for lossy PSD data compression up to 120X and semisupervised signal classification accuracy close to 100% on three datasets just using 20% labeled samples. Finally the model is tested on data from one of the distributed Electrosense sensors over a long term of 500 hours showing its anomaly detection capabilities.
Anomaly Detection is an unsupervised learning task aimed at detecting anomalous behaviours with respect to historical data. In particular, multivariate Anomaly Detection has an important role in many applications thanks to the capability of summarizing the status of a complex system or observed phenomenon with a single indicator (typically called `Anomaly Score) and thanks to the unsupervised nature of the task that does not require human tagging. The Isolation Forest is one of the most commonly adopted algorithms in the field of Anomaly Detection, due to its proven effectiveness and low computational complexity. A major problem affecting Isolation Forest is represented by the lack of interpretability, an effect of the inherent randomness governing the splits performed by the Isolation Trees, the building blocks of the Isolation Forest. In this paper we propose effective, yet computationally inexpensive, methods to define feature importance scores at both global and local level for the Isolation Forest. Moreover, we define a procedure to perform unsupervised feature selection for Anomaly Detection problems based on our interpretability method; such procedure also serves the purpose of tackling the challenging task of feature importance evaluation in unsupervised anomaly detection. We assess the performance on several synthetic and real-world datasets, including comparisons against state-of-the-art interpretability techniques, and make the code publicly available to enhance reproducibility and foster research in the field.
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