鲁棒深度自动编码器的异常检测Anomaly Detection with Robust Deep Autoencoders |
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课程网址: | http://videolectures.net/kdd2017_zhou_anomaly_detection/ |
主讲教师: | Chong Zhou |
开课单位: | 伍斯特理工学院 |
开课时间: | 2017-10-09 |
课程语种: | 英语 |
中文简介: | 深度自动编码器和其他深度神经网络已经证明了它们在发现许多问题领域的非线性特征方面的有效性。然而,在许多现实世界的问题中,大的异常值和普遍的噪声是常见的,并且人们可能无法访问标准深度去噪自动编码器所要求的干净的训练数据。在此,我们展示了对深度自动编码器的新扩展,它不仅保持了深度自动编码器发现高质量非线性特征的能力,而且可以在没有任何干净训练数据的情况下消除异常值和噪声。我们的模型受到了鲁棒主成分分析的启发,我们将输入数据X分为两部分,$X=L_{D}+S$,其中$L_{D}$可以通过深度自动编码器有效地重建,而$S$包含原始数据X中的异常值和噪声。由于这种分割提高了标准深度自动编码器的鲁棒性,我们将我们的模型命名为“鲁棒深度自动编码器(RDA)”。此外,我们将我们的结果推广到分组稀疏性规范,这允许我们将随机异常与其他类型的结构化破坏区分开来,例如在许多实例中被破坏的特征集合,或者比其同类具有更多破坏的实例集合。这种“群体鲁棒深度自动编码器(GRDA)”产生了新的异常检测方法,我们在一系列基准问题上展示了其卓越的性能。 |
课程简介: | Deep autoencoders, and other deep neural networks, have demonstrated their effectiveness in discovering non-linear features across many problem domains. However, in many real-world problems, large outliers and pervasive noise are commonplace, and one may not have access to clean training data as required by standard deep denoising autoencoders. Herein, we demonstrate novel extensions to deep autoencoders which not only maintain a deep autoencoders' ability to discover high quality, non-linear features but can also eliminate outliers and noise without access to any clean training data. Our model is inspired by Robust Principal Component Analysis, and we split the input data X into two parts, $X = L_{D} + S$, where $L_{D}$ can be effectively reconstructed by a deep autoencoder and $S$ contains the outliers and noise in the original data X. Since such splitting increases the robustness of standard deep autoencoders, we name our model a "Robust Deep Autoencoder (RDA)". Further, we present generalizations of our results to grouped sparsity norms which allow one to distinguish random anomalies from other types of structured corruptions, such as a collection of features being corrupted across many instances or a collection of instances having more corruptions than their fellows. Such "Group Robust Deep Autoencoders (GRDA)" give rise to novel anomaly detection approaches whose superior performance we demonstrate on a selection of benchmark problems. |
关 键 词: | 自动编码; 线性特征; 异常检测 |
课程来源: | 视频讲座网 |
数据采集: | 2023-06-01:chenxin01 |
最后编审: | 2023-06-01:chenxin01 |
阅读次数: | 29 |