Search arXivSearch

arXiv · 2306.12627

Targeted collapse regularized autoencoder for anomaly detection: black hole at the center

Abstract

Autoencoders have been extensively used in the development of recent anomaly detection techniques. The premise of their application is based on the notion that after training the autoencoder on normal training data, anomalous inputs will exhibit a significant reconstruction error. Consequently, this enables a clear differentiation between normal and anomalous samples. In practice, however, it is observed that autoencoders can generalize beyond the normal class and achieve a small reconstruction error on some of the anomalous samples. To improve the performance, various techniques propose additional components and more sophisticated training procedures. In this work, we propose a remarkably straightforward alternative: instead of adding neural network components, involved computations, and cumbersome training, we complement the reconstruction loss with a computationally light term that regulates the norm of representations in the latent space. The simplicity of our approach minimizes the requirement for hyperparameter tuning and customization for new applications which, paired with its permissive data modality constraint, enhances the potential for successful adoption across a broad range of applications. We test the method on various visual and tabular benchmarks and demonstrate that the technique matches and frequently outperforms more complex alternatives. We further demonstrate that implementing this idea in the context of state-of-the-art methods can further improve their performance. We also provide a theoretical analysis and numerical simulations that help demonstrate the underlying process that unfolds during training and how it helps with anomaly detection. This mitigates the black-box nature of autoencoder-based anomaly detection algorithms and offers an avenue for further investigation of advantages, fail cases, and potential new directions.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Amin Ghafourian, Huanyi Shui, Devesh Upadhyay, Rajesh Gupta, Dimitar Filev, Iman Soltani Bozchalooi. 2024-03-27. Targeted collapse regularized autoencoder for anomaly detection: black hole at the center. https://arxiv.org/abs/2306.12627

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Online Regularized Statistical Learning in Reproducing Kernel Hilbert Space With Non-Stationary Data

We study recursive regularized learning algorithms in the reproducing kernel Hilbert space (RKHS) with non-stationary online data streams. We introduce the concept of a random Tikhonov regularization path and decompose the tracking error of the algorithm's output for the regularization path into random difference equations in RKHS. We show that the tracking error vanishes in mean square and almost surely if the regularization path is slowly time-varying. Then, leveraging the monotonicity of inverse operators and the spectral decomposition of compact operators, and introducing the RKHS persistence of excitation condition, we develop a dominated convergence method to prove the mean square and almost sure consistency between the regularization path and the unknown function to be learned. Especially, for independent and non-identically distributed data streams, the mean square and almost sure consistency between the algorithm's output and the unknown function is achieved if the input data's marginal probability measures are slowly time-varying and the average measure over each fixed-length time period is uniformly above a strictly positive finite Borel measure.

cs.LG

Reflective Policy Optimization

On-policy reinforcement learning methods, like Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), often demand extensive data per update, leading to sample inefficiency. This paper introduces Reflective Policy Optimization (RPO), a novel on-policy extension that amalgamates past and future state-action information for policy optimization. This approach empowers the agent for introspection, allowing modifications to its actions within the current state. Theoretical analysis confirms that policy performance is monotonically improved and contracts the solution space, consequently expediting the convergence procedure. Empirical results demonstrate RPO's feasibility and efficacy in two reinforcement learning benchmarks, culminating in superior sample efficiency. The source code of this work is available at https://github.com/Edgargan/RPO.

cs.LG

Transductive Off-policy Proximal Policy Optimization

Proximal Policy Optimization (PPO) is a popular model-free reinforcement learning algorithm, esteemed for its simplicity and efficacy. However, due to its inherent on-policy nature, its proficiency in harnessing data from disparate policies is constrained. This paper introduces a novel off-policy extension to the original PPO method, christened Transductive Off-policy PPO (ToPPO). Herein, we provide theoretical justification for incorporating off-policy data in PPO training and prudent guidelines for its safe application. Our contribution includes a novel formulation of the policy improvement lower bound for prospective policies derived from off-policy data, accompanied by a computationally efficient mechanism to optimize this bound, underpinned by assurances of monotonic improvement. Comprehensive experimental results across six representative tasks underscore ToPPO's promising performance.

cs.LG