Efficient anomaly detection and diagnosis in multivariate time-series data is of great importance for modern industrial applications. However, building a system that is able to quickly and accurately pinpoint anomalous observations is a challenging problem. This is due to the lack of anomaly labels, high data volatility and the demands of ultra-low inference times in modern applications. Despite the recent developments of deep learning approaches for anomaly detection, only a few of them can address all of these challenges. In this paper, we propose TranAD, a deep transformer network based anomaly detection and diagnosis model which uses attention-based sequence encoders to swiftly perform inference with the knowledge of the broader temporal trends in the data. TranAD uses focus score-based self-conditioning to enable robust multi-modal feature extraction and adversarial training to gain stability. Additionally, model-agnostic meta learning (MAML) allows us to train the model using limited data. Extensive empirical studies on six publicly available datasets demonstrate that TranAD can outperform state-of-the-art baseline methods in detection and diagnosis performance with data and time-efficient training. Specifically, TranAD increases F1 scores by up to 17%, reducing training times by up to 99% compared to the baselines.
Anomaly detection among a large number of processes arises in many applications ranging from dynamic spectrum access to cybersecurity. In such problems one can often obtain noisy observations aggregated from a chosen subset of processes that conforms to a tree structure. The distribution of these observations, based on which the presence of anomalies is detected, may be only partially known. This gives rise to the need for a search strategy designed to account for both the sample complexity and the detection accuracy, as well as cope with statistical models that are known only up to some missing parameters. In this work we propose a sequential search strategy using two variations of the Generalized Local Likelihood Ratio statistic. Our proposed Hierarchical Dynamic Search (HDS) strategy is shown to be order-optimal with respect to the size of the search space and asymptotically optimal with respect to the detection accuracy. An explicit upper bound on the error probability of HDS is established for the finite sample regime. Extensive experiments are conducted, demonstrating the performance gains of HDS over existing methods.
Anomalies represent rare observations (e.g., data records or events) that deviate significantly from others. Over several decades, research on anomaly mining has received increasing interests due to the implications of these occurrences in a wide range of disciplines. Anomaly detection, which aims to identify rare observations, is among the most vital tasks in the world, and has shown its power in preventing detrimental events, such as financial fraud, network intrusion, and social spam. The detection task is typically solved by identifying outlying data points in the feature space and inherently overlooks the relational information in real-world data. Graphs have been prevalently used to represent the structural information, which raises the graph anomaly detection problem - identifying anomalous graph objects (i.e., nodes, edges and sub-graphs) in a single graph, or anomalous graphs in a database/set of graphs. However, conventional anomaly detection techniques cannot tackle this problem well because of the complexity of graph data. For the advent of deep learning, graph anomaly detection with deep learning has received a growing attention recently. In this survey, we aim to provide a systematic and comprehensive review of the contemporary deep learning techniques for graph anomaly detection. We compile open-sourced implementations, public datasets, and commonly-used evaluation metrics to provide affluent resources for future studies. More importantly, we highlight twelve extensive future research directions according to our survey results covering unsolved and emerging research problems and real-world applications. With this survey, our goal is to create a "one-stop-shop" that provides a unified understanding of the problem categories and existing approaches, publicly available hands-on resources, and high-impact open challenges for graph anomaly detection using deep learning.
This paper identifies and addresses a serious design bias of existing salient object detection (SOD) datasets, which unrealistically assume that each image should contain at least one clear and uncluttered salient object. This design bias has led to a saturation in performance for state-of-the-art SOD models when evaluated on existing datasets. However, these models are still far from satisfactory when applied to real-world scenes. Based on our analyses, we propose a new high-quality dataset and update the previous saliency benchmark. Specifically, our dataset, called Salient Objects in Clutter~\textbf{(SOC)}, includes images with both salient and non-salient objects from several common object categories. In addition to object category annotations, each salient image is accompanied by attributes that reflect common challenges in common scenes, which can help provide deeper insight into the SOD problem. Further, with a given saliency encoder, e.g., the backbone network, existing saliency models are designed to achieve mapping from the training image set to the training ground-truth set. We, therefore, argue that improving the dataset can yield higher performance gains than focusing only on the decoder design. With this in mind, we investigate several dataset-enhancement strategies, including label smoothing to implicitly emphasize salient boundaries, random image augmentation to adapt saliency models to various scenarios, and self-supervised learning as a regularization strategy to learn from small datasets. Our extensive results demonstrate the effectiveness of these tricks. We also provide a comprehensive benchmark for SOD, which can be found in our repository: //github.com/DengPingFan/SODBenchmark.
Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also intrigues great interests in the time series community. Among multiple advantages of transformers, the ability to capture long-range dependencies and interactions is especially attractive for time series modeling, leading to exciting progress in various time series applications. In this paper, we systematically review transformer schemes for time series modeling by highlighting their strengths as well as limitations through a new taxonomy to summarize existing time series transformers in two perspectives. From the perspective of network modifications, we summarize the adaptations of module level and architecture level of the time series transformers. From the perspective of applications, we categorize time series transformers based on common tasks including forecasting, anomaly detection, and classification. Empirically, we perform robust analysis, model size analysis, and seasonal-trend decomposition analysis to study how Transformers perform in time series. Finally, we discuss and suggest future directions to provide useful research guidance. To the best of our knowledge, this paper is the first work to comprehensively and systematically summarize the recent advances of Transformers for modeling time series data. We hope this survey will ignite further research interests in time series Transformers.
Owing to effective and flexible data acquisition, unmanned aerial vehicle (UAV) has recently become a hotspot across the fields of computer vision (CV) and remote sensing (RS). Inspired by recent success of deep learning (DL), many advanced object detection and tracking approaches have been widely applied to various UAV-related tasks, such as environmental monitoring, precision agriculture, traffic management. This paper provides a comprehensive survey on the research progress and prospects of DL-based UAV object detection and tracking methods. More specifically, we first outline the challenges, statistics of existing methods, and provide solutions from the perspectives of DL-based models in three research topics: object detection from the image, object detection from the video, and object tracking from the video. Open datasets related to UAV-dominated object detection and tracking are exhausted, and four benchmark datasets are employed for performance evaluation using some state-of-the-art methods. Finally, prospects and considerations for the future work are discussed and summarized. It is expected that this survey can facilitate those researchers who come from remote sensing field with an overview of DL-based UAV object detection and tracking methods, along with some thoughts on their further developments.
Object detection with transformers (DETR) reaches competitive performance with Faster R-CNN via a transformer encoder-decoder architecture. Inspired by the great success of pre-training transformers in natural language processing, we propose a pretext task named random query patch detection to unsupervisedly pre-train DETR (UP-DETR) for object detection. Specifically, we randomly crop patches from the given image and then feed them as queries to the decoder. The model is pre-trained to detect these query patches from the original image. During the pre-training, we address two critical issues: multi-task learning and multi-query localization. (1) To trade-off multi-task learning of classification and localization in the pretext task, we freeze the CNN backbone and propose a patch feature reconstruction branch which is jointly optimized with patch detection. (2) To perform multi-query localization, we introduce UP-DETR from single-query patch and extend it to multi-query patches with object query shuffle and attention mask. In our experiments, UP-DETR significantly boosts the performance of DETR with faster convergence and higher precision on PASCAL VOC and COCO datasets. The code will be available soon.
Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed. Among these methods, only a few have considered Deep Neural Networks (DNNs) to perform this task. This is surprising as deep learning has seen very successful applications in the last years. DNNs have indeed revolutionized the field of computer vision especially with the advent of novel deeper architectures such as Residual and Convolutional Neural Networks. Apart from images, sequential data such as text and audio can also be processed with DNNs to reach state-of-the-art performance for document classification and speech recognition. In this article, we study the current state-of-the-art performance of deep learning algorithms for TSC by presenting an empirical study of the most recent DNN architectures for TSC. We give an overview of the most successful deep learning applications in various time series domains under a unified taxonomy of DNNs for TSC. We also provide an open source deep learning framework to the TSC community where we implemented each of the compared approaches and evaluated them on a univariate TSC benchmark (the UCR/UEA archive) and 12 multivariate time series datasets. By training 8,730 deep learning models on 97 time series datasets, we propose the most exhaustive study of DNNs for TSC to date.
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.
It is important to detect anomalous inputs when deploying machine learning systems. The use of larger and more complex inputs in deep learning magnifies the difficulty of distinguishing between anomalous and in-distribution examples. At the same time, diverse image and text data are available in enormous quantities. We propose leveraging these data to improve deep anomaly detection by training anomaly detectors against an auxiliary dataset of outliers, an approach we call Outlier Exposure (OE). This enables anomaly detectors to generalize and detect unseen anomalies. In extensive experiments on natural language processing and small- and large-scale vision tasks, we find that Outlier Exposure significantly improves detection performance. We also observe that cutting-edge generative models trained on CIFAR-10 may assign higher likelihoods to SVHN images than to CIFAR-10 images; we use OE to mitigate this issue. We also analyze the flexibility and robustness of Outlier Exposure, and identify characteristics of the auxiliary dataset that improve performance.
Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of modeling complex patterns or dependencies lying in real word data. To address such concerns, various deep learning models, mainly Recurrent Neural Network (RNN) based methods, are proposed. Nevertheless, capturing extremely long-term patterns while effectively incorporating information from other variables remains a challenge for time-series forecasting. Furthermore, lack-of-explainability remains one serious drawback for deep neural network models. Inspired by Memory Network proposed for solving the question-answering task, we propose a deep learning based model named Memory Time-series network (MTNet) for time series forecasting. MTNet consists of a large memory component, three separate encoders, and an autoregressive component to train jointly. Additionally, the attention mechanism designed enable MTNet to be highly interpretable. We can easily tell which part of the historic data is referenced the most.