论文标题

胶囊和LSTM网络的杂交用于多元数据的无监督异常检测

Hybridization of Capsule and LSTM Networks for unsupervised anomaly detection on multivariate data

论文作者

Elhalwagy, Ayman, Kalganova, Tatiana

论文摘要

深度学习技术最近显示了在异常检测领域的希望,与传统的统计建模和基于信号处理的方法相比,为建模系统提供了一种灵活而有效的方法。但是,神经网络(NN)的面孔(例如概括能力)有一些广泛宣传的问题,需要大量标记的数据才能有效地训练并了解数据中的空间环境。本文介绍了一种新颖的NN体系结构,该体系结构将长期记忆(LSTM)和胶囊网络融合到分支输入自动编码器体系结构中的单个网络中,用于多变量时间序列数据。所提出的方法使用一种无​​监督的学习技术来克服大量标记培训数据的问题。实验结果表明,使用胶囊没有高参数优化,可以显着降低过度拟合并提高训练效率。此外,结果还表明,与非分支输入模型相比,分支输入模型可以在有或没有胶囊的情况下更加一致地学习多元数据。所提出的模型体系结构还通过开源基准测试了,它在离群值检测中实现了最先进的性能,并且与当前的最新方法相比,总体性能在测试的指标上表现最佳。

Deep learning techniques have recently shown promise in the field of anomaly detection, providing a flexible and effective method of modelling systems in comparison to traditional statistical modelling and signal processing-based methods. However, there are a few well publicised issues Neural Networks (NN)s face such as generalisation ability, requiring large volumes of labelled data to be able to train effectively and understanding spatial context in data. This paper introduces a novel NN architecture which hybridises the Long-Short-Term-Memory (LSTM) and Capsule Networks into a single network in a branched input Autoencoder architecture for use on multivariate time series data. The proposed method uses an unsupervised learning technique to overcome the issues with finding large volumes of labelled training data. Experimental results show that without hyperparameter optimisation, using Capsules significantly reduces overfitting and improves the training efficiency. Additionally, results also show that the branched input models can learn multivariate data more consistently with or without Capsules in comparison to the non-branched input models. The proposed model architecture was also tested on an open-source benchmark, where it achieved state-of-the-art performance in outlier detection, and overall performs best over the metrics tested in comparison to current state-of-the art methods.

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