Title
Deep Structured Energy Based Models for Anomaly Detection.
Abstract
In this paper, we attack the anomaly detection problem by directly modeling the data distribution with deep architectures. We propose deep structured energy based models (DSEBMs), where the energy function is the output of a deterministic deep neural network with structure. We develop novel model architectures to integrate EBMs with different types of data such as static data, sequential data, and spatial data, and apply appropriate model architectures to adapt to the data structure. Our training algorithm is built upon the recent development of score matching (Hyvärinen, 2005), which connects an EBM with a regularized autoencoder, eliminating the need for complicated sampling method. Statistically sound decision criterion can be derived for anomaly detection purpose from the perspective of the energy landscape of the data distribution. We investigate two decision criteria for performing anomaly detection: the energy score and the reconstruction error. Extensive empirical studies on benchmark tasks demonstrate that our proposed model consistently matches or outperforms all the competing methods.
Year
Venue
DocType
2016
ICML
Conference
Volume
Citations 
PageRank 
abs/1605.07717
35
0.94
References 
Authors
18
4
Name
Order
Citations
PageRank
shuangfei zhai19910.00
Yu Cheng261555.76
Weining Lu3945.00
Zhongfei (Mark) Zhang42451164.30