Anomaly detection on time series data is increasingly common across various industrial domains that monitor metrics in order to prevent potential accidents and economic losses. However, a scarcity of labeled data and ambiguous definitions of anomalies can complicate these efforts. Recent unsupervised machine learning methods have made remarkable progress in tackling this problem using either single-timestamp predictions or time series reconstructions. While traditionally considered separately, these methods are not mutually exclusive and can offer complementary perspectives on anomaly detection. This paper first highlights the successes and limitations of prediction-based and reconstruction-based methods with visualized time series signals and anomaly scores. We then propose AER (Auto-encoder with Regression), a joint model that combines a vanilla auto-encoder and an LSTM regressor to incorporate the successes and address the limitations of each method. Our model can produce bi-directional predictions while simultaneously reconstructing the original time series by optimizing a joint objective function. Furthermore, we propose several ways of combining the prediction and reconstruction errors through a series of ablation studies. Finally, we compare the performance of the AER architecture against two prediction-based methods and three reconstruction-based methods on 12 well-known univariate time series datasets from NASA, Yahoo, Numenta, and UCR. The results show that AER has the highest averaged F1 score across all datasets (a 23.5% improvement compared to ARIMA) while retaining a runtime similar to its vanilla auto-encoder and regressor components. Our model is available in Orion, an open-source benchmarking tool for time series anomaly detection.
Sensors in cyber-physical systems often capture interconnected processes and thus emit correlated time series (CTS), the forecasting of which enables important applications. The key to successful CTS forecasting is to uncover the temporal dynamics of time series and the spatial correlations among time series. Deep learning-based solutions exhibit impressive performance at discerning these aspects. In particular, automated CTS forecasting, where the design of an optimal deep learning architecture is automated, enables forecasting accuracy that surpasses what has been achieved by manual approaches. However, automated CTS solutions remain in their infancy and are only able to find optimal architectures for predefined hyperparameters and scale poorly to large-scale CTS. To overcome these limitations, we propose SEARCH, a joint, scalable framework, to automatically devise effective CTS forecasting models. Specifically, we encode each candidate architecture and accompanying hyperparameters into a joint graph representation. We introduce an efficient Architecture-Hyperparameter Comparator (AHC) to rank all architecture-hyperparameter pairs, and we then further evaluate the top-ranked pairs to select a final result. Extensive experiments on six benchmark datasets demonstrate that SEARCH not only eliminates manual efforts but also is capable of better performance than manually designed and existing automatically designed CTS models. In addition, it shows excellent scalability to large CTS.
Neural network-based anomaly detection remains challenging in clinical applications with little or no supervised information and subtle anomalies such as hardly visible brain lesions. Among unsupervised methods, patch-based auto-encoders with their efficient representation power provided by their latent space, have shown good results for visible lesion detection. However, the commonly used reconstruction error criterion may limit their performance when facing less obvious lesions. In this work, we design two alternative detection criteria. They are derived from multivariate analysis and can more directly capture information from latent space representations. Their performance compares favorably with two additional supervised learning methods, on a difficult de novo Parkinson Disease (PD) classification task.
Existing deep learning-based hyperspectral image (HSI) classification works still suffer from the limitation of the fixed-sized receptive field, leading to difficulties in distinctive spectral-spatial features for ground objects with various sizes and arbitrary shapes. Meanwhile, plenty of previous works ignore asymmetric spectral-spatial dimensions in HSI. To address the above issues, we propose a multi-stage search architecture in order to overcome asymmetric spectral-spatial dimensions and capture significant features. First, the asymmetric pooling on the spectral-spatial dimension maximally retains the essential features of HSI. Then, the 3D convolution with a selectable range of receptive fields overcomes the constraints of fixed-sized convolution kernels. Finally, we extend these two searchable operations to different layers of each stage to build the final architecture. Extensive experiments are conducted on two challenging HSI benchmarks including Indian Pines and Houston University, and results demonstrate the effectiveness of the proposed method with superior performance compared with the related works.
Chest X-ray images are commonly used in medical diagnosis, and AI models have been developed to assist with the interpretation of these images. However, many of these models rely on information from a single view of the X-ray, while multiple views may be available. In this work, we propose a novel approach for combining information from multiple views to improve the performance of X-ray image classification. Our approach is based on the use of a convolutional neural network to extract feature maps from each view, followed by an attention mechanism implemented using a Vision Transformer. The resulting model is able to perform multi-label classification on 41 labels and outperforms both single-view models and traditional multi-view classification architectures. We demonstrate the effectiveness of our approach through experiments on a dataset of 363,000 X-ray images.
Precision medicine is an emerging field that takes into account individual heterogeneity to inform better clinical practice. In clinical trials, the evaluation of treatment effect heterogeneity is an important component, and recently, many statistical methods have been proposed for stratifying patients into different subgroups based on such heterogeneity. However, the majority of existing methods developed for this purpose focus on the case with a dichotomous treatment and are not directly applicable to multi-arm trials. In this paper, we consider the problem of patient stratification in multi-arm trial settings and propose a two-stage procedure within the Bayesian nonparametric framework. Specifically, we first use Bayesian additive regression trees (BART) to predict potential outcomes (treatment responses) under different treatment options for each patient, and then we leverage Bayesian profile regression to cluster patients into subgroups according to their baseline characteristics and predicted potential outcomes. We further embed a variable selection procedure into our proposed framework to identify the patient characteristics that actively "drive" the clustering structure. We conduct simulation studies to examine the performance of our proposed method and demonstrate the method by applying it to a UK-based multi-arm blood donation trial, wherein our method uncovers five clinically meaningful donor subgroups.
Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system defects, or heart fluttering, and is therefore of particular interest. The large size and complex patterns of time series have led researchers to develop specialised deep learning models for detecting anomalous patterns. This survey focuses on providing structured and comprehensive state-of-the-art time series anomaly detection models through the use of deep learning. It providing a taxonomy based on the factors that divide anomaly detection models into different categories. Aside from describing the basic anomaly detection technique for each category, the advantages and limitations are also discussed. Furthermore, this study includes examples of deep anomaly detection in time series across various application domains in recent years. It finally summarises open issues in research and challenges faced while adopting deep anomaly detection models.
The considerable significance of Anomaly Detection (AD) problem has recently drawn the attention of many researchers. Consequently, the number of proposed methods in this research field has been increased steadily. AD strongly correlates with the important computer vision and image processing tasks such as image/video anomaly, irregularity and sudden event detection. More recently, Deep Neural Networks (DNNs) offer a high performance set of solutions, but at the expense of a heavy computational cost. However, there is a noticeable gap between the previously proposed methods and an applicable real-word approach. Regarding the raised concerns about AD as an ongoing challenging problem, notably in images and videos, the time has come to argue over the pitfalls and prospects of methods have attempted to deal with visual AD tasks. Hereupon, in this survey we intend to conduct an in-depth investigation into the images/videos deep learning based AD methods. We also discuss current challenges and future research directions thoroughly.
The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor data can be continuously monitored for intrusion events through anomaly detection. However, conventional threshold-based anomaly detection methods are inadequate due to the dynamic complexities of these systems, while supervised machine learning methods are unable to exploit the large amounts of data due to the lack of labeled data. On the other hand, current unsupervised machine learning approaches have not fully exploited the spatial-temporal correlation and other dependencies amongst the multiple variables (sensors/actuators) in the system for detecting anomalies. In this work, we propose an unsupervised multivariate anomaly detection method based on Generative Adversarial Networks (GANs). Instead of treating each data stream independently, our proposed MAD-GAN framework considers the entire variable set concurrently to capture the latent interactions amongst the variables. We also fully exploit both the generator and discriminator produced by the GAN, using a novel anomaly score called DR-score to detect anomalies by discrimination and reconstruction. We have tested our proposed MAD-GAN using two recent datasets collected from real-world CPS: the Secure Water Treatment (SWaT) and the Water Distribution (WADI) datasets. Our experimental results showed that the proposed MAD-GAN is effective in reporting anomalies caused by various cyber-intrusions compared in these complex real-world systems.
Deep Learning has enabled remarkable progress over the last years on a variety of tasks, such as image recognition, speech recognition, and machine translation. One crucial aspect for this progress are novel neural architectures. Currently employed architectures have mostly been developed manually by human experts, which is a time-consuming and error-prone process. Because of this, there is growing interest in automated neural architecture search methods. We provide an overview of existing work in this field of research and categorize them according to three dimensions: search space, search strategy, and performance estimation strategy.
We introduce a generic framework that reduces the computational cost of object detection while retaining accuracy for scenarios where objects with varied sizes appear in high resolution images. Detection progresses in a coarse-to-fine manner, first on a down-sampled version of the image and then on a sequence of higher resolution regions identified as likely to improve the detection accuracy. Built upon reinforcement learning, our approach consists of a model (R-net) that uses coarse detection results to predict the potential accuracy gain for analyzing a region at a higher resolution and another model (Q-net) that sequentially selects regions to zoom in. Experiments on the Caltech Pedestrians dataset show that our approach reduces the number of processed pixels by over 50% without a drop in detection accuracy. The merits of our approach become more significant on a high resolution test set collected from YFCC100M dataset, where our approach maintains high detection performance while reducing the number of processed pixels by about 70% and the detection time by over 50%.