Andrey Kan

Mononito Goswami, Cristian Challu, Laurent Callot et al. · cmu

Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey concluded that no single method is the most accurate across various datasets. To make matters worse, anomaly labels are scarce and rarely available in practice. The practical problem of selecting the most accurate model for a given dataset without labels has received little attention in the literature. This paper answers this question i.e. Given an unlabeled dataset and a set of candidate anomaly detectors, how can we select the most accurate model? To this end, we identify three classes of surrogate (unsupervised) metrics, namely, prediction error, model centrality, and performance on injected synthetic anomalies, and show that some metrics are highly correlated with standard supervised anomaly detection performance metrics such as the $F_1$ score, but to varying degrees. We formulate metric combination with multiple imperfect surrogate metrics as a robust rank aggregation problem. We then provide theoretical justification behind the proposed approach. Large-scale experiments on multiple real-world datasets demonstrate that our proposed unsupervised approach is as effective as selecting the most accurate model based on partially labeled data.

Jingchao Ni, Gauthier Guinet, Peihong Jiang et al.

In large IT systems, software deployment is a crucial process in online services as their code is regularly updated. However, a faulty code change may degrade the target service's performance and cause cascading outages in downstream services. Thus, software deployments should be comprehensively monitored, and their anomalies should be detected timely. In this paper, we study the problem of anomaly detection for deployments. We begin by identifying the challenges unique to this anomaly detection problem, which is at entity-level (e.g., deployments), relative to the more typical problem of anomaly detection in multivariate time series (MTS). The unique challenges include the heterogeneity of deployments, the low latency tolerance, the ambiguous anomaly definition, and the limited supervision. To address them, we propose a novel framework, semi-supervised hybrid Model for Entity-Level Online Detection of anomalY (MELODY). MELODY first transforms the MTS of different entities to the same feature space by an online feature extractor, then uses a newly proposed semi-supervised deep one-class model for detecting anomalous entities. We evaluated MELODY on real data of cloud services with 1.2M+ time series. The relative F1 score improvement of MELODY over the state-of-the-art methods ranges from 7.6% to 56.5%. The user evaluation suggests MELODY is suitable for monitoring deployments in large online systems.

Christian Bock, François-Xavier Aubet, Jan Gasthaus et al.

We propose r-ssGPFA, an unsupervised online anomaly detection model for uni- and multivariate time series building on the efficient state space formulation of Gaussian processes. For high-dimensional time series, we propose an extension of Gaussian process factor analysis to identify the common latent processes of the time series, allowing us to detect anomalies efficiently in an interpretable manner. We gain explainability while speeding up computations by imposing an orthogonality constraint on the mapping from the latent to the observed. Our model's robustness is improved by using a simple heuristic to skip Kalman updates when encountering anomalous observations. We investigate the behaviour of our model on synthetic data and show on standard benchmark datasets that our method is competitive with state-of-the-art methods while being computationally cheaper.

Namyong Park, Andrey Kan, Christos Faloutsos et al.

Online recommendation is an essential functionality across a variety of services, including e-commerce and video streaming, where items to buy, watch, or read are suggested to users. Justifying recommendations, i.e., explaining why a user might like the recommended item, has been shown to improve user satisfaction and persuasiveness of the recommendation. In this paper, we develop a method for generating post-hoc justifications that can be applied to the output of any recommendation algorithm. Existing post-hoc methods are often limited in providing diverse justifications, as they either use only one of many available types of input data, or rely on the predefined templates. We address these limitations of earlier approaches by developing J-Recs, a method for producing concise and diverse justifications. J-Recs is a recommendation model-agnostic method that generates diverse justifications based on various types of product and user data (e.g., purchase history and product attributes). The challenge of jointly processing multiple types of data is addressed by designing a principled graph-based approach for justification generation. In addition to theoretical analysis, we present an extensive evaluation on synthetic and real-world data. Our results show that J-Recs satisfies desirable properties of justifications, and efficiently produces effective justifications, matching user preferences up to 20% more accurately than baselines.

Xin Luna Dong, Xiang He, Andrey Kan et al.

Can one build a knowledge graph (KG) for all products in the world? Knowledge graphs have firmly established themselves as valuable sources of information for search and question answering, and it is natural to wonder if a KG can contain information about products offered at online retail sites. There have been several successful examples of generic KGs, but organizing information about products poses many additional challenges, including sparsity and noise of structured data for products, complexity of the domain with millions of product types and thousands of attributes, heterogeneity across large number of categories, as well as large and constantly growing number of products. We describe AutoKnow, our automatic (self-driving) system that addresses these challenges. The system includes a suite of novel techniques for taxonomy construction, product property identification, knowledge extraction, anomaly detection, and synonym discovery. AutoKnow is (a) automatic, requiring little human intervention, (b) multi-scalable, scalable in multiple dimensions (many domains, many products, and many attributes), and (c) integrative, exploiting rich customer behavior logs. AutoKnow has been operational in collecting product knowledge for over 11K product types.