Distance Metric Learning for Conditional Anomaly Detection

International audienceAnomaly detection methods can be very useful in identifying unusual or interesting patterns in data. A recently proposed conditional anomaly detection framework extends anomaly detection to the problem of identifying anomalous patterns on a subset of attributes in the data. The anomaly always depends (is conditioned) on the value of remaining attributes. The work presented in this paper focuses on instance-based methods for detecting conditional anomalies. The methods depend heavily on the distance metric that lets us identify examples in the dataset that are most critical for detecting the anomaly. To optimize the performance of the anomaly detection methods we explore and study metric learning methods. We evaluate the quality of our methods on the Pneumonia PORT dataset by detecting unusual admission decisions for patients with the community-acquired pneumonia. The results of our metric learning methods show an improved detection performance over standard distance metrics, which is very promising for building automated anomaly detection systems for variety of intelligent monitoring applications

An Attention Free Conditional Autoencoder For Anomaly Detection in Cryptocurrencies

It is difficult to identify anomalies in time series, especially when there is a lot of noise. Denoising techniques can remove the noise but this technique can cause a significant loss of information. To detect anomalies in the time series we have proposed an attention free conditional autoencoder (AF-CA). We started from the autoencoder conditional model on which we added an Attention-Free LSTM layer \cite{inzirillo2022attention} in order to make the anomaly detection capacity more reliable and to increase the power of anomaly detection. We compared the results of our Attention Free Conditional Autoencoder with those of an LSTM Autoencoder and clearly improved the explanatory power of the model and therefore the detection of anomaly in noisy time series

Effective And Efficient Approach for Detecting Outliers

Now a days in machine learning research anomaly detection is the main topic. Anomaly detection is the process of identifying unusual behavior. It is widely used in data mining, for example, medical informatics, computer vision, computer security, sensor networks. Statistical approach aims to find the outliers which deviate from such distributions. Most distribution models are assumed univariate, and thus the lack of robustness for multidimensional data. We proposed an online and conditional anomaly detection method based on oversample PCA osPCA with LOO strategy will amplify the effect of outliers. We can successfully use the variation of the dominant principal direction to identify the presence of rare but abnormal data, for conditional anomaly detection expectation-maximization algorithms for learning the model is used. Our approach is reducing computational costs and memory requirements

Conditional Anomaly Detection Using Soft Harmonic Functions: An Application to Clinical Alerting

International audienceTimely detection of concerning events is an important problem in clinical practice. In this paper, we consider the problem of conditional anomaly detection that aims to identify data instances with an unusual response, such as the omission of an important lab test. We develop a new non-parametric approach for conditional anomaly detection based on the soft harmonic solution, with which we estimate the confidence of the label to detect anomalous mislabeling. We further regularize the solution to avoid the detection of isolated examples and examples on the boundary of the distribution support. We demonstrate the efficacy of the proposed method in detecting unusual labels on a real-world electronic health record dataset and compare it to several baseline approaches

Conditional Anomaly Detection with Soft Harmonic Functions

International audienceIn this paper, we consider the problem of conditional anomaly detection that aims to identify data instances with an unusual response or a class label. We develop a new non-parametric approach for conditional anomaly detection based on the soft harmonic solution, with which we estimate the confidence of the label to detect anomalous mislabeling. We further regularize the solution to avoid the detection of isolated examples and examples on the boundary of the distribution support. We demonstrate the efficacy of the proposed method on several synthetic and UCI ML datasets in detecting unusual labels when compared to several baseline approaches. We also evaluate the performance of our method on a real-world electronic health record dataset where we seek to identify unusual patient-management decisions

MadSGM: Multivariate Anomaly Detection with Score-based Generative Models

The time-series anomaly detection is one of the most fundamental tasks for time-series. Unlike the time-series forecasting and classification, the time-series anomaly detection typically requires unsupervised (or self-supervised) training since collecting and labeling anomalous observations are difficult. In addition, most existing methods resort to limited forms of anomaly measurements and therefore, it is not clear whether they are optimal in all circumstances. To this end, we present a multivariate time-series anomaly detector based on score-based generative models, called MadSGM, which considers the broadest ever set of anomaly measurement factors: i) reconstruction-based, ii) density-based, and iii) gradient-based anomaly measurements. We also design a conditional score network and its denoising score matching loss for the time-series anomaly detection. Experiments on five real-world benchmark datasets illustrate that MadSGM achieves the most robust and accurate predictions

Maat: Performance Metric Anomaly Anticipation for Cloud Services with Conditional Diffusion

Ensuring the reliability and user satisfaction of cloud services necessitates prompt anomaly detection followed by diagnosis. Existing techniques for anomaly detection focus solely on real-time detection, meaning that anomaly alerts are issued as soon as anomalies occur. However, anomalies can propagate and escalate into failures, making faster-than-real-time anomaly detection highly desirable for expediting downstream analysis and intervention. This paper proposes Maat, the first work to address anomaly anticipation of performance metrics in cloud services. Maat adopts a novel two-stage paradigm for anomaly anticipation, consisting of metric forecasting and anomaly detection on forecasts. The metric forecasting stage employs a conditional denoising diffusion model to enable multi-step forecasting in an auto-regressive manner. The detection stage extracts anomaly-indicating features based on domain knowledge and applies isolation forest with incremental learning to detect upcoming anomalies. Thus, our method can uncover anomalies that better conform to human expertise. Evaluation on three publicly available datasets demonstrates that Maat can anticipate anomalies faster than real-time comparatively or more effectively compared with state-of-the-art real-time anomaly detectors. We also present cases highlighting Maat's success in forecasting abnormal metrics and discovering anomalies.Comment: This paper has been accepted by the Research track of the 38th IEEE/ACM International Conference on Automated Software Engineering (ASE 2023

Distance Metric Learning for Conditional Anomaly Detection

International audienceAnomaly detection methods can be very useful in identifying unusual or interesting patterns in data. A recently proposed conditional anomaly detection framework extends anomaly detection to the problem of identifying anomalous patterns on a subset of attributes in the data. The anomaly always depends (is conditioned) on the value of remaining attributes. The work presented in this paper focuses on instance-based methods for detecting conditional anomalies. The methods depend heavily on the distance metric that lets us identify examples in the dataset that are most critical for detecting the anomaly. To optimize the performance of the anomaly detection methods we explore and study metric learning methods. We evaluate the quality of our methods on the Pneumonia PORT dataset by detecting unusual admission decisions for patients with the community-acquired pneumonia. The results of our metric learning methods show an improved detection performance over standard distance metrics, which is very promising for building automated anomaly detection systems for variety of intelligent monitoring applications