Robust, Deep and Inductive Anomaly Detection

Raghavendra Chalapathy, Aditya Krishna Menon, Sanjay Chawla

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

64 Scopus citations

Abstract

PCA is a classical statistical technique whose simplicity and maturity has seen it find widespread use for anomaly detection. However, it is limited in this regard by being sensitive to gross perturbations of the input, and by seeking a linear subspace that captures normal behaviour. The first issue has been dealt with by robust PCA, a variant of PCA that explicitly allows for some data points to be arbitrarily corrupted; however, this does not resolve the second issue, and indeed introduces the new issue that one can no longer inductively find anomalies on a test set. This paper addresses both issues in a single model, the robust autoencoder. This method learns a nonlinear subspace that captures the majority of data points, while allowing for some data to have arbitrary corruption. The model is simple to train and leverages recent advances in the optimisation of deep neural networks. Experiments on a range of real-world datasets highlight the model’s effectiveness.

Original languageEnglish
Title of host publicationMachine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2017, Proceedings
EditorsMichelangelo Ceci, Saso Dzeroski, Celine Vens, Ljupco Todorovski, Jaakko Hollmen
PublisherSpringer Verlag
Pages36-51
Number of pages16
ISBN (Print)9783319712482
DOIs
StatePublished - 2017
Externally publishedYes
EventEuropean Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, ECML PKDD 2017 - Skopje, Macedonia, The Former Yugoslav Republic of
Duration: Sep 18 2017Sep 22 2017

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume10534 LNAI
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

ConferenceEuropean Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, ECML PKDD 2017
Country/TerritoryMacedonia, The Former Yugoslav Republic of
CitySkopje
Period09/18/1709/22/17

Keywords

  • Anomaly detection
  • Autoencoders
  • Deep learning
  • Outlier detection
  • Robust PCA

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