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3 months ago

Deep unsupervised anomaly detection

{Wen-Yan Lin Siying Liu Zheng Wang Tangqing Li}

Deep unsupervised anomaly detection

Abstract

This paper proposes a novel method to detect anomalies in large datasets under a fully unsupervised setting. The key idea behind our algorithm is to learn the representation underlying normal data. To this end, we leverage the latest clustering technique suitable for handling high dimensional data. This hypothesis provides a reliable starting point for normal data selection. We train an autoencoder from the normal data subset, and iterate between hypothesizing nor-mal candidate subset based on clustering and representation learning. The reconstruction error from the learned autoencoder serves as a scoring function to assess the normality of the data. Experimental results on several public benchmark datasets show that the proposed method outperforms state-of-the-art unsupervised techniques and is comparable to semi-supervised techniques in most cases

Benchmarks

BenchmarkMethodologyMetrics
unsupervised-anomaly-detection-with-specifiedDeep Unsup.
AUC-ROC: 0.866
unsupervised-anomaly-detection-with-specified-1Deep Unsup.
AUC-ROC: 0.740
unsupervised-anomaly-detection-with-specified-10Deep Unsup.
AUC-ROC: 0.525
unsupervised-anomaly-detection-with-specified-11Deep Unsup.
AUC-ROC: 0.765
unsupervised-anomaly-detection-with-specified-12Deep Unsup.
AUC-ROC: 0.545
unsupervised-anomaly-detection-with-specified-13Deep Unsup.
AUC-ROC: 0.779
unsupervised-anomaly-detection-with-specified-14Deep Unsup.
AUC-ROC: 0.884
unsupervised-anomaly-detection-with-specified-15Deep Unsup.
AUC-ROC: 0.956
unsupervised-anomaly-detection-with-specified-16Deep Unsup.
AUC-ROC: 0.847
unsupervised-anomaly-detection-with-specified-17Deep Unsup.
AUC-ROC: 0.891
unsupervised-anomaly-detection-with-specified-18Deep Unsup.
AUC-ROC: 0.868
unsupervised-anomaly-detection-with-specified-19Deep Unsup.
AUC-ROC: 0.862
unsupervised-anomaly-detection-with-specified-20Deep Unsup.
AUC-ROC: 0.906
unsupervised-anomaly-detection-with-specified-21Deep Unsup.
AUC-ROC: 0.847
unsupervised-anomaly-detection-with-specified-22Deep Unsup.
AUC-ROC: 0.847
unsupervised-anomaly-detection-with-specified-23Deep Unsup.
AUC-ROC: 0.835
unsupervised-anomaly-detection-with-specified-24Deep Unsup.
AUC-ROC: 0.773
unsupervised-anomaly-detection-with-specified-25Deep Unsup.
AUC-ROC: 0.856
unsupervised-anomaly-detection-with-specified-26Deep Unsup.
AUC-ROC: 0.862
unsupervised-anomaly-detection-with-specified-27Deep Unsup.
AUC-ROC: 0.878
unsupervised-anomaly-detection-with-specified-5Deep Unsup.
AUC-ROC: 0.869
unsupervised-anomaly-detection-with-specified-6Deep Unsup.
AUC-ROC: 0.702
unsupervised-anomaly-detection-with-specified-7Deep Unsup.
AUC-ROC: 0.689
unsupervised-anomaly-detection-with-specified-8Deep Unsup.
AUC-ROC: 0.384
unsupervised-anomaly-detection-with-specified-9Deep Unsup.
AUC-ROC: 0.841

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