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.
In this paper, we attack the anomaly detection problem by directly modeling the data distribution with deep architectures. We propose deep structured energy based models (DSEBMs), where the energy function is the output of a deterministic deep neural network with structure. We develop novel model architectures to integrate EBMs with different types of data such as static data, sequential data, and spatial data, and apply appropriate model architectures to adapt to the data structure. Our training algorithm is built upon the recent development of score matching sm , which connects an EBM with a regularized autoencoder, eliminating the need for complicated sampling method. Statistically sound decision criterion can be derived for anomaly detection purpose from the perspective of the energy landscape of the data distribution. We investigate two decision criteria for performing anomaly detection: the energy score and the reconstruction error. Extensive empirical studies on benchmark tasks demonstrate that our proposed model consistently matches or outperforms all the competing methods. This paper uses network packet capture data to demonstrate how Robust Principal Component Analysis (RPCA) can be used in a new way to detect anomalies which serve as cyber-network attack indicators. The approach requires only a few parameters to be learned using partitioned training data and shows promise of ameliorating the need for an exhaustive set of examples of different types of network attacks. For Lincoln Lab's DARPA intrusion detection data set, the method achieves low false-positive rates while maintaining reasonable true-positive rates on individual packets. In addition, the method correctly detected packet streams in which an attack which was not previously encountered, or trained on, appears. We study the problem of automatically removing outliers from noisy data, with application for removing outlier images from an image collection. We address this problem by utilizing the reconstruction errors of an autoencoder. We observe that when data are reconstructed from low-dimensional representations, the inliers and the outliers can be well separated according to their reconstruction errors. Based on this basic observation, we gradually inject discriminative information in the learning process of an autoencoder to make the inliers and the outliers more separable. Experiments on a variety of image datasets validate our approach. Unsupervised anomaly detection on multi- or high-dimensional data is of great importance in both fundamental machine learning research and industrial applications, for which density estimation lies at the core. Although previous approaches based on dimensionality reduction followed by density estimation have made fruitful progress, they mainly suffer from decoupled model learning with inconsistent optimization goals and incapability of preserving essential information in the low-dimensional space. In this paper, we present a Deep Autoencoding Gaussian Mixture Model (DAGMM) for unsupervised anomaly detection. Our model utilizes a deep autoencoder to generate a low-dimensional representation and reconstruction error for each input data point, which is further fed into a Gaussian Mixture Model (GMM). Instead of using decoupled two-stage training and the standard Expectation-Maximization (EM) algorithm, DAGMM jointly optimizes the parameters of the deep autoencoder and the mixture model simultaneously in an end-to-end fashion, leveraging a separate estimation network to facilitate the parameter learning of the mixture model. The joint optimization, which well balances autoencoding reconstruction, density estimation of latent representation, and regularization, helps the autoencoder escape from less attractive local optima and further reduce reconstruction errors, avoiding the need of pre-training. Experimental results on several public benchmark datasets show that, DAGMM significantly outperforms state-of-the-art anomaly detection techniques, and achieves up to 14 improvement based on the standard F1 score.