论文标题
减少无监督异常检测的经验风险最小化
Diminishing Empirical Risk Minimization for Unsupervised Anomaly Detection
论文作者
论文摘要
无监督的异常检测(AD)是现实应用中的一项艰巨任务。最近,检测深神经网络(DNN)异常的趋势越来越大。但是,大多数受欢迎的深广告检测器无法保护网络免受因异常数据带来的学习污染信息,从而导致检测性能不令人满意和过度拟合问题。在这项工作中,我们确定了阻碍大多数基于DNN的异常检测方法执行的原因是经验风险最小化(ERM)的广泛采用。 ERM假设算法在未知分布上的性能可以通过在已知训练集上的平均损失来近似。因此,这种平均方案忽略了正常情况和异常实例之间的区别。为了突破ERM的局限性,我们提出了一种新颖的减少经验风险最小化(DERM)框架。具体而言,Derm通过良好的聚合策略自适应地调整了个体损失的影响。从理论上讲,我们提出的皮肤可以直接修改优化过程中每个个体损失的梯度贡献,以抑制异常值的影响,从而导致稳健的异常检测器。从经验上讲,DERM在无监督的AD基准测试中的最先进,该基准由18个数据集组成。
Unsupervised anomaly detection (AD) is a challenging task in realistic applications. Recently, there is an increasing trend to detect anomalies with deep neural networks (DNN). However, most popular deep AD detectors cannot protect the network from learning contaminated information brought by anomalous data, resulting in unsatisfactory detection performance and overfitting issues. In this work, we identify one reason that hinders most existing DNN-based anomaly detection methods from performing is the wide adoption of the Empirical Risk Minimization (ERM). ERM assumes that the performance of an algorithm on an unknown distribution can be approximated by averaging losses on the known training set. This averaging scheme thus ignores the distinctions between normal and anomalous instances. To break through the limitations of ERM, we propose a novel Diminishing Empirical Risk Minimization (DERM) framework. Specifically, DERM adaptively adjusts the impact of individual losses through a well-devised aggregation strategy. Theoretically, our proposed DERM can directly modify the gradient contribution of each individual loss in the optimization process to suppress the influence of outliers, leading to a robust anomaly detector. Empirically, DERM outperformed the state-of-the-art on the unsupervised AD benchmark consisting of 18 datasets.