We propose a neural network for unsupervised anomaly detection with a novel robust subspace recovery layer (RSR layer). This layer seeks to extract the underlying subspace from a latent representation of the given data and remove outliers that lie away from this subspace. It is used together with an encoder and a decoder. The encoder maps the data into the latent space, from which the RSR layer extracts the subspace. The decoder then smoothly maps back the underlying subspace to a manifold" close to the original data. We illustrate algorithmic choices and performance for artificial data with corrupted manifold structure. We also demonstrate competitive precision and recall for image datasets.
@cite_19 explore GAN-based methods for anomaly detection, that simultaneously learn encoder, generator and discriminator during training. Their procedure reduces the test time since it eliminates the need for recovering a latent representation. A combination of reconstruction and discrimination losses is used to determine whether a sample is anomalous. A similar idea is used in @cite_38 , where the score is the fake-class probability''.
@cite_19 @cite_38
2787947370 2785731816
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 ability of a classifier to recognize unknown inputs is important for many classification-based systems. We discuss the problem of simultaneous classification and novelty detection, i.e. determining whether an input is from the known set of classes and from which specific class, or from an unknown domain and does not belong to any of the known classes. We propose a method based on the Generative Adversarial Networks (GAN) framework. We show that a multi-class discriminator trained with a generator that generates samples from a mixture of nominal and novel data distributions is the optimal novelty detector. We approximate that generator with a mixture generator trained with the Feature Matching loss and empirically show that the proposed method outperforms conventional methods for novelty detection. Our findings demonstrate a simple, yet powerful new application of the GAN framework for the task of novelty detection.