A Deep Autoencoder is a type of artificial neural network architecture used for unsupervised learning. It consists of an encoder and a decoder, both of which are deep neural networks. The encoder maps the input data to a lower-dimensional representation (encoding), and the decoder reconstructs the input data from this representation. The term “deep” indicates the use of multiple layers in the neural networks.

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Learning K-way D-dimensional Discrete Embedding for Hierarchical Data Visualization and Retrieval

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Traditional embedding approaches associate a real-valued embedding vector with each symbol or data point, which is equivalent to applying a linear transformation to “one-hot” encoding of discrete symbols or data objects. Despite simplicity, these methods generate storage-inefficient representations and fail to effectively encode the internal semantic structure of data, especially when the number of symbols or data points and the dimensionality of the real-valued embedding vectors are large. In this paper, we propose a regularized autoencoder framework to learn compact Hierarchical K-way D-dimensional (HKD) discrete embedding of symbols or data points, aiming at capturing essential semantic structures of data. Experimental results on synthetic and real-world datasets show that our proposed HKD embedding can effectively reveal the semantic structure of data via hierarchical data visualization and greatly reduce the search space of nearest neighbor retrieval while preserving high accuracy.

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NetWalk: A Flexible Deep Embedding Approach for Anomaly Detection in Dynamic Networks

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Massive and dynamic networks arise in many practical applications such as social media, security and public health. Given an evolutionary network, it is crucial to detect structural anomalies, such as vertices and edges whose “behaviors” deviate from underlying majority of the network, in a real-time fashion. Recently, network embedding has proven a powerful tool in learning the low-dimensional representations of vertices in networks that can capture and preserve the network structure. However, most existing network embedding approaches are designed for static networks, and thus may not be perfectly suited for a dynamic environment in which the network representation has to be constantly updated. In this paper, we propose a novel approach, NetWalk, for anomaly detection in dynamic networks by learning network representations which can be updated dynamically as the network evolves. We first encode the vertices of the dynamic network to vector representations by clique embedding, which jointly minimizes the pairwise distance of vertex representations of each walk derived from the dynamic networks, and the deep autoencoder reconstruction error serving as a global regularization. The vector representations can be computed with constant space requirements using reservoir sampling. On the basis of the learned low-dimensional vertex representations, a clustering-based technique is employed to incrementally and dynamically detect network anomalies. Compared with existing approaches, NetWalk has several advantages: 1) the network embedding can be updated dynamically, 2) streaming network nodes and edges can be encoded efficiently with constant memory space usage, 3). flexible to be applied on different types of networks, and 4) network anomalies can be detected in real-time. Extensive experiments on four real datasets demonstrate the effectiveness of NetWalk.

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Deep Autoencoding Gaussian Mixture Model for Unsupervised Anomaly Detection

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Unsupervised anomaly detection on multi- or high-dimensional data is of great importance in both fundamental machine learning research and industrial applications, for which density estimation lies at the core. Although previous approaches based on dimensionality reduction followed by density estimation have made fruitful progress, they mainly suffer from decoupled model learning with inconsistent optimization goals and incapability of preserving essential information in the low-dimensional space. In this paper, we present a Deep Autoencoding Gaussian Mixture Model (DAGMM) for unsupervised anomaly detection. Our model utilizes a deep autoencoder to generate a low-dimensional representation and reconstruction error for each input data point, which is further fed into a Gaussian Mixture Model (GMM). Instead of using decoupled two-stage training and the standard Expectation-Maximization (EM) algorithm, DAGMM jointly optimizes the parameters of the deep autoencoder and the mixture model simultaneously in an end-to-end fashion, leveraging a separate estimation network to facilitate the parameter learning of the mixture model. The joint optimization, which well balances autoencoding reconstruction, density estimation of latent representation, and regularization, helps the autoencoder escape from less attractive local optima and further reduce reconstruction errors, avoiding the need of pre-training. Experimental results on several public benchmark datasets show that, DAGMM significantly outperforms state-of-the-art anomaly detection techniques, and achieves up to 14% improvement based on the standard F1 score.

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