AMAD is an end-to-end model using adversarial autoencoders and RNNs with attention for multiscale anomaly detection on time-evolving high-dimensional categorical data.
Novelty Detection with GAN
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abstract
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.
fields
cs.LG 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
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AMAD: Adversarial Multiscale Anomaly Detection on High-Dimensional and Time-Evolving Categorical Data
AMAD is an end-to-end model using adversarial autoencoders and RNNs with attention for multiscale anomaly detection on time-evolving high-dimensional categorical data.