arXiv:2601.20830stat.MLcs.LG2026-01

针对高维工业数据中的异常检测难题,提出混合变分自编码框架VSCOUT。

VSCOUT: A Hybrid Variational Autoencoder Approach to Outlier Detection in High-Dimensional Retrospective Monitoring

  • 用变分自编码器结合集成过滤与变化点检测,识别潜在异常
  • 两阶段优化使基准模型更稳定,误报率低且对特殊原因敏感
  • 适合高维、非高斯、污染严重的工业场景,尤其适合智能监控系统

现代工业与服务过程产生高维、非高斯且易受污染的数据,挑战经典统计过程控制(SPC)的基础假设。重尾、多模态、非线性依赖及稀疏的特殊原因观测会扭曲基准估计、掩盖真实异常,并阻碍可靠确定稳态(IC)参考集。为此,我们提出VSCOUT,一种专为高维回溯监测(第I阶段)设计的分布无关框架。VSCOUT融合自动相关性确定变分自编码器(ARD-VAE)、基于集成的潜在空间异常过滤和变化点检测。ARD先验筛选最具信息量的潜在维度,集成与变化点过滤在潜在空间中识别点状与结构性污染。第二阶段重新训练,剔除标记样本后仅用保留内点重估潜在结构,缓解遮蔽效应并稳定IC潜在流形。该两阶段优化生成干净可靠的IC基准,适用于后续第II阶段部署。跨基准数据集的大量实验表明,VSCOUT在保持可控误报的同时,对特殊原因结构具有更强敏感性,优于经典SPC方法、鲁棒估计器及现代机器学习基线。其可扩展性、分布灵活性及对复杂污染模式的鲁棒性,使其成为人工智能环境下的实用高效回溯建模与异常检测方法。

原文摘要 · Abstract (English)

Modern industrial and service processes generate high-dimensional, non-Gaussian, and contamination-prone data that challenge the foundational assumptions of classical Statistical Process Control (SPC). Heavy tails, multimodality, nonlinear dependencies, and sparse special-cause observations can distort baseline estimation, mask true anomalies, and prevent reliable identification of an in-control (IC) reference set. To address these challenges, we introduce VSCOUT, a distribution-free framework designed specifically for retrospective (Phase I) monitoring in high-dimensional settings. VSCOUT combines an Automatic Relevance Determination Variational Autoencoder (ARD-VAE) architecture with ensemble-based latent outlier filtering and changepoint detection. The ARD prior isolates the most informative latent dimensions, while the ensemble and changepoint filters identify pointwise and structural contamination within the determined latent space. A second-stage retraining step removes flagged observations and re-estimates the latent structure using only the retained inliers, mitigating masking and stabilizing the IC latent manifold. This two-stage refinement produces a clean and reliable IC baseline suitable for subsequent Phase II deployment. Extensive experiments across benchmark datasets demonstrate that VSCOUT achieves superior sensitivity to special-cause structure while maintaining controlled false alarms, outperforming classical SPC procedures, robust estimators, and modern machine-learning baselines. Its scalability, distributional flexibility, and resilience to complex contamination patterns position VSCOUT as a practical and effective method for retrospective modeling and anomaly detection in AI-enabled environments.

异常检测高维数据变分自编码器工业监控

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