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Yuening Li works at Texas A&M University.

Posts

Towards Learning Disentangled Representations for Time Series

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Promising progress has been made toward learning efficient time series representations in recent years, but the learned representations often lack interpretability and do not encode semantic meanings by the complex interactions of many latent factors. Learning representations that disentangle these latent factors can bring semantic-rich representations of time series and further enhance interpretability. However, directly adopting the sequential models, such as Long Short-Term Memory Variational AutoEncoder (LSTM-VAE), would encounter a Kullback?Leibler (KL) vanishing problem: the LSTM decoder often generates sequential data without efficiently using latent representations, and the latent spaces sometimes could even be independent of the observation space. And traditional disentanglement methods may intensify the trend of KL vanishing along with the disentanglement process, because they tend to penalize the mutual information between the latent space and the observations. In this paper, we propose Disentangle Time-Series, a novel disentanglement enhancement framework for time series data. Our framework achieves multi-level disentanglement by covering both individual latent factors and group semantic segments. We propose augmenting the original VAE objective by decomposing the evidence lower-bound and extracting evidence linking factorial representations to disentanglement. Additionally, we introduce a mutual information maximization term between the observation space to the latent space to alleviate the KL vanishing problem while preserving the disentanglement property. Experimental results on five real-world IoT datasets demonstrate that the representations learned by DTS achieve superior performance in various tasks with better interpretability.

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Automated Anomaly Detection via Curiosity-Guided Search and Self-Imitation Learning

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Anomaly detection is an important data mining task with numerous applications, such as intrusion detection, credit card fraud detection, and video surveillance. However, given a specific complicated task with complicated data, the process of building an effective deep learning-based system for anomaly detection still highly relies on human expertise and laboring trials. Also, while neural architecture search (NAS) has shown its promise in discovering effective deep architectures in various domains, such as image classification, object detection, and semantic segmentation, contemporary NAS methods are not suitable for anomaly detection due to the lack of intrinsic search space, unstable search process, and low sample efficiency. To bridge the gap, in this article, we propose AutoAD, an automated anomaly detection framework, which aims to search for an optimal neural network model within a predefined search space. Specifically, we first design a curiosity-guided search strategy to overcome the curse of local optimality. A controller, which acts as a search agent, is encouraged to take actions to maximize the information gain about the controller’s internal belief. We further introduce an experience replay mechanism based on self-imitation learning to improve the sample efficiency. Experimental results on various real-world benchmark datasets demonstrate that the deep model identified by AutoAD achieves the best performance, comparing with existing handcrafted models and traditional search methods.

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AutoOD: Neural Architecture Search for Outlier Detection

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Outlier detection is an important data mining task with numerous applications such as intrusion detection, credit card fraud detection, and video surveillance. However, given a specific task with complex data, the process of building an effective deep learning based system for outlier detection still highly relies on human expertise and laboring trials. Moreover, while Neural Architecture Search (NAS) has shown its promise in discovering effective deep architectures in various domains, such as image classification, object detection and semantic segmentation, contemporary NAS methods are not suitable for outlier detection due to the lack of intrinsic search space and low sample efficiency. To bridge the gap, in this paper, we propose AutoOD, an automated outlier detection framework, which aims to search for an optimal neural network model within a predefined search space. Specifically, we introduce an experience replay mechanism based on self-imitation learning to improve the sample efficiency. Experimental results on various real-world benchmark datasets demonstrate that the deep model identified by AutoOD achieves the best performance, comparing with existing handcrafted models and traditional search methods.

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