RoCA在有异常数据污染时仍能准确识别时间序列异常,性能提升5%-10%。
RoCA: Robust Contrastive One-class Time Series Anomaly Detection with Contaminated Data
- 融合单类分类与对比学习,统一建模正常模式。
- 训练中动态检测异常,用异常得分指导边界划分。
- 适用于真实场景中含污染数据的异常检测任务。
时间序列异常检测因数据积累和标签缺失,通常为自监督深度学习任务。基于正常性假设的方法存在三大局限:单一假设难以全面刻画正常状态;部分假设违背异常检测原则;且默认训练数据无异常,这在实际中不成立,导致鲁棒性下降。本文提出首个同时解决上述三问题的鲁棒方法RoCA。它在统一训练过程中融合单类分类与对比学习,更完整地表征正常性;同时监控训练数据,计算设计精良的异常得分,识别潜在异常,并据此定义分类边界,借鉴了异常暴露思想。在AIOps数据集上,相比未考虑污染的COCA方法,性能提升6%;在两个大型高维多变量数据集上,性能提升5%至10%。RoCA在单变量与多变量数据集上均取得最高平均性能。源代码见https://github.com/ruiking04/RoCA。
原文摘要 · Abstract (English)
The accumulation of time-series signals and the absence of labels make time-series Anomaly Detection (AD) a self-supervised task of deep learning. Methods based on normality assumptions face the following three limitations: (1) A single assumption could hardly characterize the whole normality or lead to some deviation. (2) Some assumptions may go against the principle of AD. (3) Their basic assumption is that the training data is uncontaminated (free of anomalies), which is unrealistic in practice, leading to a decline in robustness. This paper proposes a novel robust approach, RoCA, which is the first to address all of the above three challenges, as far as we are aware. It fuses the separated assumptions of one-class classification and contrastive learning in a single training process to characterize a more complete so-called normality. Additionally, it monitors the training data and computes a carefully designed anomaly score throughout the training process. This score helps identify latent anomalies, which are then used to define the classification boundary, inspired by the concept of outlier exposure. The performance on AIOps datasets improved by 6% compared to when contamination was not considered (COCA). On two large and high-dimensional multivariate datasets, the performance increased by 5% to 10%. RoCA achieves the highest average performance on both univariate and multivariate datasets. The source code is available at https://github.com/ruiking04/RoCA.
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