通过因果关系增强对比学习,提升多变量时序异常检测的鲁棒性。
Causality-Aware Contrastive Learning for Robust Multivariate Time-Series Anomaly Detection
- 利用因果保持与破坏样本构造正负样本对进行对比学习。
- 在5个真实和2个合成数据集上实现更优的异常检测性能。
- 适合关注时序数据因果建模与工业异常检测的研究者。
多变量时序数据中复杂的变量间因果关系为构建更鲁棒、可靠的多变量时序异常检测(MTSAD)提供了潜在路径,但该方向仍待深入探索。本文提出一种名为CAROTS的新型MTSAD框架,将因果性引入对比学习。CAROTS采用两种数据增强器生成保持因果关系的正常样本和破坏因果关系的合成异常样本,分别作为正例和负例。基于此类正负样本,模型进行对比学习,训练编码器使隐空间依据因果关系分离正常与异常样本。此外,引入相似性过滤的一类对比损失,促使对比学习逐步纳入具有共同因果关系的语义多样性样本。在五个真实世界及两个合成数据集上的大量实验表明,因果关系的融合显著提升了CAROTS的异常检测能力。代码已公开于https://github.com/kimanki/CAROTS。
原文摘要 · Abstract (English)
Utilizing the complex inter-variable causal relationships within multivariate time-series provides a promising avenue toward more robust and reliable multivariate time-series anomaly detection (MTSAD) but remains an underexplored area of research. This paper proposes Causality-Aware contrastive learning for RObust multivariate Time-Series (CAROTS), a novel MTSAD pipeline that incorporates the notion of causality into contrastive learning. CAROTS employs two data augmentors to obtain causality-preserving and -disturbing samples that serve as a wide range of normal variations and synthetic anomalies, respectively. With causality-preserving and -disturbing samples as positives and negatives, CAROTS performs contrastive learning to train an encoder whose latent space separates normal and abnormal samples based on causality. Moreover, CAROTS introduces a similarity-filtered one-class contrastive loss that encourages the contrastive learning process to gradually incorporate more semantically diverse samples with common causal relationships. Extensive experiments on five real-world and two synthetic datasets validate that the integration of causal relationships endows CAROTS with improved MTSAD capabilities. The code is available at https://github.com/kimanki/CAROTS.
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