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In this paper, we propose a new method for offline change-point detection on some parameters of the distribution of a random vector. We introduce a penalized maximum likelihood approach that can be efficiently computed by a dynamic programming algorithm or approximated by a fast greedy binary splitting algorithm. We prove both algorithms converge almost surely to the set of change-points under very general assumptions on the distribution and independent sampling of the random vector. In particular, we show the assumptions leading to the consistency of the algorithms are satisfied by categorical and Gaussian random variables. This new approach is motivated by the problem of identifying homozygosity islands on the genome of individuals in a population. Our method directly tackles the issue of identification of the homozygosity islands at the population level, without the need of analyzing single individuals and then combining the results, as is made nowadays in state-of-the-art approaches.

Recent work in synthetic data generation in the time-series domain has focused on the use of Generative Adversarial Networks. We propose a novel architecture for synthetically generating time-series data with the use of Variational Auto-Encoders (VAEs). The proposed architecture has several distinct properties: interpretability, ability to encode domain knowledge, and reduced training times. We evaluate data generation quality by similarity and predictability against four multivariate datasets. We experiment with varying sizes of training data to measure the impact of data availability on generation quality for our VAE method as well as several state-of-the-art data generation methods. Our results on similarity tests show that the VAE approach is able to accurately represent the temporal attributes of the original data. On next-step prediction tasks using generated data, the proposed VAE architecture consistently meets or exceeds performance of state-of-the-art data generation methods. While noise reduction may cause the generated data to deviate from original data, we demonstrate the resulting de-noised data can significantly improve performance for next-step prediction using generated data. Finally, the proposed architecture can incorporate domain-specific time-patterns such as polynomial trends and seasonalities to provide interpretable outputs. Such interpretability can be highly advantageous in applications requiring transparency of model outputs or where users desire to inject prior knowledge of time-series patterns into the generative model.

We propose a new method to detect deepfake images using the cue of the source feature inconsistency within the forged images. It is based on the hypothesis that images' distinct source features can be preserved and extracted after going through state-of-the-art deepfake generation processes. We introduce a novel representation learning approach, called pair-wise self-consistency learning (PCL), for training ConvNets to extract these source features and detect deepfake images. It is accompanied by a new image synthesis approach, called inconsistency image generator (I2G), to provide richly annotated training data for PCL. Experimental results on seven popular datasets show that our models improve averaged AUC over the state of the art from 96.45% to 98.05% in the in-dataset evaluation and from 86.03% to 92.18% in the cross-dataset evaluation.

We address the problem of anomaly detection in videos. The goal is to identify unusual behaviours automatically by learning exclusively from normal videos. Most existing approaches are usually data-hungry and have limited generalization abilities. They usually need to be trained on a large number of videos from a target scene to achieve good results in that scene. In this paper, we propose a novel few-shot scene-adaptive anomaly detection problem to address the limitations of previous approaches. Our goal is to learn to detect anomalies in a previously unseen scene with only a few frames. A reliable solution for this new problem will have huge potential in real-world applications since it is expensive to collect a massive amount of data for each target scene. We propose a meta-learning based approach for solving this new problem; extensive experimental results demonstrate the effectiveness of our proposed method.

We address the problem of anomaly detection, that is, detecting anomalous events in a video sequence. Anomaly detection methods based on convolutional neural networks (CNNs) typically leverage proxy tasks, such as reconstructing input video frames, to learn models describing normality without seeing anomalous samples at training time, and quantify the extent of abnormalities using the reconstruction error at test time. The main drawbacks of these approaches are that they do not consider the diversity of normal patterns explicitly, and the powerful representation capacity of CNNs allows to reconstruct abnormal video frames. To address this problem, we present an unsupervised learning approach to anomaly detection that considers the diversity of normal patterns explicitly, while lessening the representation capacity of CNNs. To this end, we propose to use a memory module with a new update scheme where items in the memory record prototypical patterns of normal data. We also present novel feature compactness and separateness losses to train the memory, boosting the discriminative power of both memory items and deeply learned features from normal data. Experimental results on standard benchmarks demonstrate the effectiveness and efficiency of our approach, which outperforms the state of the art.

We introduce a simple, yet powerful student-teacher framework for the challenging problem of unsupervised anomaly detection and pixel-precise anomaly segmentation in high-resolution images. To circumvent the need for prior data labeling, student networks are trained to regress the output of a descriptive teacher network that was pretrained on a large dataset of patches from natural images. Anomalies are detected when the student networks fail to generalize outside the manifold of anomaly-free training data, i.e., when the output of the student networks differ from that of the teacher network. Additionally, the intrinsic uncertainty in the student networks can be used as a scoring function that indicates anomalies. We compare our method to a large number of existing deep-learning-based methods for unsupervised anomaly detection. Our experiments demonstrate improvements over state-of-the-art methods on a number of real-world datasets, including the recently introduced MVTec Anomaly Detection dataset that was specifically designed to benchmark anomaly segmentation algorithms.

Generative adversarial networks (GANs) are able to model the complex highdimensional distributions of real-world data, which suggests they could be effective for anomaly detection. However, few works have explored the use of GANs for the anomaly detection task. We leverage recently developed GAN models for anomaly detection, and achieve state-of-the-art performance on image and network intrusion datasets, while being several hundred-fold faster at test time than the only published GAN-based method.

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.

Finding correspondences between images or 3D scans is at the heart of many computer vision and image retrieval applications and is often enabled by matching local keypoint descriptors. Various learning approaches have been applied in the past to different stages of the matching pipeline, considering detector, descriptor, or metric learning objectives. These objectives were typically addressed separately and most previous work has focused on image data. This paper proposes an end-to-end learning framework for keypoint detection and its representation (descriptor) for 3D depth maps or 3D scans, where the two can be jointly optimized towards task-specific objectives without a need for separate annotations. We employ a Siamese architecture augmented by a sampling layer and a novel score loss function which in turn affects the selection of region proposals. The positive and negative examples are obtained automatically by sampling corresponding region proposals based on their consistency with known 3D pose labels. Matching experiments with depth data on multiple benchmark datasets demonstrate the efficacy of the proposed approach, showing significant improvements over state-of-the-art methods.

We introduce an algorithmic method for population anomaly detection based on gaussianization through an adversarial autoencoder. This method is applicable to detection of `soft' anomalies in arbitrarily distributed highly-dimensional data. A soft, or population, anomaly is characterized by a shift in the distribution of the data set, where certain elements appear with higher probability than anticipated. Such anomalies must be detected by considering a sufficiently large sample set rather than a single sample. Applications include, but not limited to, payment fraud trends, data exfiltration, disease clusters and epidemics, and social unrests. We evaluate the method on several domains and obtain both quantitative results and qualitative insights.