Andreas Lohrer

Andreas Lohrer, Daniyal Kazempour, Maximilian Hünemörder et al.

Unsupervised learning methods are well established in the area of anomaly detection and achieve state of the art performances on outlier datasets. Outliers play a significant role, since they bear the potential to distort the predictions of a machine learning algorithm on a given dataset. Especially among PCA-based methods, outliers have an additional destructive potential regarding the result: they may not only distort the orientation and translation of the principal components, they also make it more complicated to detect outliers. To address this problem, we propose the robust outlier detection algorithm CoMadOut, which satisfies two required properties: (1) being robust towards outliers and (2) detecting them. Our CoMadOut outlier detection variants using comedian PCA define, dependent on its variant, an inlier region with a robust noise margin by measures of in-distribution (variant CMO) and optimized scores by measures of out-of-distribution (variants CMO*), e.g. kurtosis-weighting by CMO+k. These measures allow distribution based outlier scoring for each principal component, and thus, an appropriate alignment of the degree of outlierness between normal and abnormal instances. Experiments comparing CoMadOut with traditional, deep and other comparable robust outlier detection methods showed that the performance of the introduced CoMadOut approach is competitive to well established methods related to average precision (AP), area under the precision recall curve (AUPRC) and area under the receiver operating characteristic (AUROC) curve. In summary our approach can be seen as a robust alternative for outlier detection tasks.

Andreas Lohrer, Darpan Malik, Claudius Zelenka et al.

Group Anomaly Detection (GAD) identifies unusual pattern in groups where individual members might not be anomalous. This task is of major importance across multiple disciplines, in which also sequences like trajectories can be considered as a group. As groups become more diverse in heterogeneity and size, detecting group anomalies becomes challenging, especially without supervision. Though Recurrent Neural Networks are well established deep sequence models, their performance can decrease with increasing sequence lengths. Hence, this paper introduces GADformer, a BERT-based model for attention-driven GAD on trajectories in unsupervised and semi-supervised settings. We demonstrate how group anomalies can be detected by attention-based GAD. We also introduce the Block-Attention-anomaly-Score (BAS) to enhance model transparency by scoring attention patterns. In addition to that, synthetic trajectory generation allows various ablation studies. In extensive experiments we investigate our approach versus related works in their robustness for trajectory noise and novelties on synthetic data and three real world datasets.