Memory-augmented Adversarial Autoencoders for Multivariate Time-series Anomaly Detection with Deep Reconstruction and Prediction
This addresses the challenge of detecting anomalies in complex IT monitoring systems without manual supervision, representing an incremental improvement over existing autoencoder-based methods.
The paper tackles the problem of unsupervised anomaly detection in multivariate time-series by proposing MemAAE, which combines reconstruction and prediction tasks with a memory module, achieving an overall F1 score of 0.90 on four public datasets and outperforming the best baseline by 0.02.
Detecting anomalies for multivariate time-series without manual supervision continues a challenging problem due to the increased scale of dimensions and complexity of today's IT monitoring systems. Recent progress of unsupervised time-series anomaly detection mainly use deep autoencoders to solve this problem, i.e. training on normal samples and producing significant reconstruction error on abnormal inputs. However, in practice, autoencoders can reconstruct anomalies so well, due to powerful capabilites of neural networks. Besides, these approaches can be ineffective for identifying non-point anomalies, e.g. contextual anomalies and collective anomalies, since they solely utilze a point-wise reconstruction objective. To tackle the above issues, we propose MemAAE (\textit{Memory-augmented Adversarial Autoencoders with Deep Reconstruction and Prediction}), a novel unsupervised anomaly detection method for time-series. By jointly training two complementary proxy tasks, reconstruction and prediction, with a shared network architecture, we show that detecting anomalies via multiple tasks obtains superior performance rather than single-task training. Additionally, a compressive memory module is introduced to preserve normal patterns, avoiding unexpected generalization on abnormal inputs. Through extensive experiments, MemAAE achieves an overall F1 score of 0.90 on four public datasets, significantly outperforming the best baseline by 0.02.