SYSTEMS AND METHODS FOR UNSUPERVISED ANOMALY DETECTION

    公开(公告)号:US20230244925A1

    公开(公告)日:2023-08-03

    申请号:US17589595

    申请日:2022-01-31

    CPC classification number: G06N3/08 G06K9/6284 G06K9/6262

    Abstract: Embodiments described herein provide a system and method for unsupervised anomaly detection. The system receives, via a communication interface, a dataset of instances that include anomalies. The system determines, via an inlier model, a set of noisy labels. The system trains a causality-based label-noise model based at least in part on the set of noisy labels and the set of high-confidence instances. The system determines an estimated proportion of anomalies in the dataset of instances. The system retrains the inlier model based on the estimated inlier samples. The system iteratively retrains the inlier model and the trained causality-based label-noise model based on the output from the corresponding retrained models not converging within the convergence threshold. The system extracts the anomaly detection model from the iteratively trained causality-based label-noise model.

    SYSTEMS AND METHODS FOR CAUSALITY-BASED MULTIVARIATE TIME SERIES ANOMALY DETECTION

    公开(公告)号:US20220382856A1

    公开(公告)日:2022-12-01

    申请号:US17514487

    申请日:2021-10-29

    Abstract: Embodiments described herein provide a causality-based anomaly detection mechanism that formulates multivariate time series as instances that do not follow the regular causal mechanism. Specifically, the causality-based anomaly detection mechanism leverages the causal structure discovered from data so that the joint distribution of multivariate time series is factorized into simpler modules where each module corresponds to a local causal mechanism, reflected by the corresponding conditional distribution. Those local mechanisms are modular or autonomous and can then be handled separately. In light of this modularity property, the anomaly detection problem then naturally decomposed into a series of low-dimensional anomaly detection problems. Each sub-problem is concerned with a local mechanism.

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