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SubscribeTopological Obstructions to Autoencoding
Autoencoders have been proposed as a powerful tool for model-independent anomaly detection in high-energy physics. The operating principle is that events which do not belong to the space of training data will be reconstructed poorly, thus flagging them as anomalies. We point out that in a variety of examples of interest, the connection between large reconstruction error and anomalies is not so clear. In particular, for data sets with nontrivial topology, there will always be points that erroneously seem anomalous due to global issues. Conversely, neural networks typically have an inductive bias or prior to locally interpolate such that undersampled or rare events may be reconstructed with small error, despite actually being the desired anomalies. Taken together, these facts are in tension with the simple picture of the autoencoder as an anomaly detector. Using a series of illustrative low-dimensional examples, we show explicitly how the intrinsic and extrinsic topology of the dataset affects the behavior of an autoencoder and how this topology is manifested in the latent space representation during training. We ground this analysis in the discussion of a mock "bump hunt" in which the autoencoder fails to identify an anomalous "signal" for reasons tied to the intrinsic topology of n-particle phase space.
Are we certain it's anomalous?
The progress in modelling time series and, more generally, sequences of structured data has recently revamped research in anomaly detection. The task stands for identifying abnormal behaviors in financial series, IT systems, aerospace measurements, and the medical domain, where anomaly detection may aid in isolating cases of depression and attend the elderly. Anomaly detection in time series is a complex task since anomalies are rare due to highly non-linear temporal correlations and since the definition of anomalous is sometimes subjective. Here we propose the novel use of Hyperbolic uncertainty for Anomaly Detection (HypAD). HypAD learns self-supervisedly to reconstruct the input signal. We adopt best practices from the state-of-the-art to encode the sequence by an LSTM, jointly learned with a decoder to reconstruct the signal, with the aid of GAN critics. Uncertainty is estimated end-to-end by means of a hyperbolic neural network. By using uncertainty, HypAD may assess whether it is certain about the input signal but it fails to reconstruct it because this is anomalous; or whether the reconstruction error does not necessarily imply anomaly, as the model is uncertain, e.g. a complex but regular input signal. The novel key idea is that a detectable anomaly is one where the model is certain but it predicts wrongly. HypAD outperforms the current state-of-the-art for univariate anomaly detection on established benchmarks based on data from NASA, Yahoo, Numenta, Amazon, and Twitter. It also yields state-of-the-art performance on a multivariate dataset of anomaly activities in elderly home residences, and it outperforms the baseline on SWaT. Overall, HypAD yields the lowest false alarms at the best performance rate, thanks to successfully identifying detectable anomalies.
Beyond Symmetries : Anomalies in Transverse Ward--Takahashi Identities
Anomalies in transverse Ward--Takahashi identities are studied, allowing discussion of the feasibility of anomalies arising in general non-symmetry Ward--Takahashi identities. We adopt the popular Fujikawa's method and rigorous dimensional renormalization to verify the existence of transverse anomalies to one-loop order and any loop order, respectively. The arbitrariness of coefficients of transverse anomalies is revealed, and a way out is also proposed after relating transverse anomalies to Schwinger terms and comparing symmetry and non-symmetry anomalies. Papers that claim the non-existence of transverse anomalies are reviewed to find anomalies hidden in their approaches. The role played by transverse anomalies is discussed.
Can I trust my anomaly detection system? A case study based on explainable AI
Generative models based on variational autoencoders are a popular technique for detecting anomalies in images in a semi-supervised context. A common approach employs the anomaly score to detect the presence of anomalies, and it is known to reach high level of accuracy on benchmark datasets. However, since anomaly scores are computed from reconstruction disparities, they often obscure the detection of various spurious features, raising concerns regarding their actual efficacy. This case study explores the robustness of an anomaly detection system based on variational autoencoder generative models through the use of eXplainable AI methods. The goal is to get a different perspective on the real performances of anomaly detectors that use reconstruction differences. In our case study we discovered that, in many cases, samples are detected as anomalous for the wrong or misleading factors.
Estimating the Contamination Factor's Distribution in Unsupervised Anomaly Detection
Anomaly detection methods identify examples that do not follow the expected behaviour, typically in an unsupervised fashion, by assigning real-valued anomaly scores to the examples based on various heuristics. These scores need to be transformed into actual predictions by thresholding, so that the proportion of examples marked as anomalies equals the expected proportion of anomalies, called contamination factor. Unfortunately, there are no good methods for estimating the contamination factor itself. We address this need from a Bayesian perspective, introducing a method for estimating the posterior distribution of the contamination factor of a given unlabeled dataset. We leverage on outputs of several anomaly detectors as a representation that already captures the basic notion of anomalousness and estimate the contamination using a specific mixture formulation. Empirically on 22 datasets, we show that the estimated distribution is well-calibrated and that setting the threshold using the posterior mean improves the anomaly detectors' performance over several alternative methods. All code is publicly available for full reproducibility.
Machine learning-driven Anomaly Detection and Forecasting for Euclid Space Telescope Operations
State-of-the-art space science missions increasingly rely on automation due to spacecraft complexity and the costs of human oversight. The high volume of data, including scientific and telemetry data, makes manual inspection challenging. Machine learning offers significant potential to meet these demands. The Euclid space telescope, in its survey phase since February 2024, exemplifies this shift. Euclid's success depends on accurate monitoring and interpretation of housekeeping telemetry and science-derived data. Thousands of telemetry parameters, monitored as time series, may or may not impact the quality of scientific data. These parameters have complex interdependencies, often due to physical relationships (e.g., proximity of temperature sensors). Optimising science operations requires careful anomaly detection and identification of hidden parameter states. Moreover, understanding the interactions between known anomalies and physical quantities is crucial yet complex, as related parameters may display anomalies with varied timing and intensity. We address these challenges by analysing temperature anomalies in Euclid's telemetry from February to August 2024, focusing on eleven temperature parameters and 35 covariates. We use a predictive XGBoost model to forecast temperatures based on historical values, detecting anomalies as deviations from predictions. A second XGBoost model predicts anomalies from covariates, capturing their relationships to temperature anomalies. We identify the top three anomalies per parameter and analyse their interactions with covariates using SHAP (Shapley Additive Explanations), enabling rapid, automated analysis of complex parameter relationships. Our method demonstrates how machine learning can enhance telemetry monitoring, offering scalable solutions for other missions with similar data challenges.
Unsupervised Anomaly Detection in Medical Images with a Memory-augmented Multi-level Cross-attentional Masked Autoencoder
Unsupervised anomaly detection (UAD) aims to find anomalous images by optimising a detector using a training set that contains only normal images. UAD approaches can be based on reconstruction methods, self-supervised approaches, and Imagenet pre-trained models. Reconstruction methods, which detect anomalies from image reconstruction errors, are advantageous because they do not rely on the design of problem-specific pretext tasks needed by self-supervised approaches, and on the unreliable translation of models pre-trained from non-medical datasets. However, reconstruction methods may fail because they can have low reconstruction errors even for anomalous images. In this paper, we introduce a new reconstruction-based UAD approach that addresses this low-reconstruction error issue for anomalous images. Our UAD approach, the memory-augmented multi-level cross-attentional masked autoencoder (MemMC-MAE), is a transformer-based approach, consisting of a novel memory-augmented self-attention operator for the encoder and a new multi-level cross-attention operator for the decoder. MemMCMAE masks large parts of the input image during its reconstruction, reducing the risk that it will produce low reconstruction errors because anomalies are likely to be masked and cannot be reconstructed. However, when the anomaly is not masked, then the normal patterns stored in the encoder's memory combined with the decoder's multi-level cross attention will constrain the accurate reconstruction of the anomaly. We show that our method achieves SOTA anomaly detection and localisation on colonoscopy, pneumonia, and covid-19 chest x-ray datasets.
StRegA: Unsupervised Anomaly Detection in Brain MRIs using a Compact Context-encoding Variational Autoencoder
Expert interpretation of anatomical images of the human brain is the central part of neuro-radiology. Several machine learning-based techniques have been proposed to assist in the analysis process. However, the ML models typically need to be trained to perform a specific task, e.g., brain tumour segmentation or classification. Not only do the corresponding training data require laborious manual annotations, but a wide variety of abnormalities can be present in a human brain MRI - even more than one simultaneously, which renders representation of all possible anomalies very challenging. Hence, a possible solution is an unsupervised anomaly detection (UAD) system that can learn a data distribution from an unlabelled dataset of healthy subjects and then be applied to detect out of distribution samples. Such a technique can then be used to detect anomalies - lesions or abnormalities, for example, brain tumours, without explicitly training the model for that specific pathology. Several Variational Autoencoder (VAE) based techniques have been proposed in the past for this task. Even though they perform very well on controlled artificially simulated anomalies, many of them perform poorly while detecting anomalies in clinical data. This research proposes a compact version of the "context-encoding" VAE (ceVAE) model, combined with pre and post-processing steps, creating a UAD pipeline (StRegA), which is more robust on clinical data, and shows its applicability in detecting anomalies such as tumours in brain MRIs. The proposed pipeline achieved a Dice score of 0.642pm0.101 while detecting tumours in T2w images of the BraTS dataset and 0.859pm0.112 while detecting artificially induced anomalies, while the best performing baseline achieved 0.522pm0.135 and 0.783pm0.111, respectively.
Anomaly Detection using Autoencoders in High Performance Computing Systems
Anomaly detection in supercomputers is a very difficult problem due to the big scale of the systems and the high number of components. The current state of the art for automated anomaly detection employs Machine Learning methods or statistical regression models in a supervised fashion, meaning that the detection tool is trained to distinguish among a fixed set of behaviour classes (healthy and unhealthy states). We propose a novel approach for anomaly detection in High Performance Computing systems based on a Machine (Deep) Learning technique, namely a type of neural network called autoencoder. The key idea is to train a set of autoencoders to learn the normal (healthy) behaviour of the supercomputer nodes and, after training, use them to identify abnormal conditions. This is different from previous approaches which where based on learning the abnormal condition, for which there are much smaller datasets (since it is very hard to identify them to begin with). We test our approach on a real supercomputer equipped with a fine-grained, scalable monitoring infrastructure that can provide large amount of data to characterize the system behaviour. The results are extremely promising: after the training phase to learn the normal system behaviour, our method is capable of detecting anomalies that have never been seen before with a very good accuracy (values ranging between 88% and 96%).
RobustTSF: Towards Theory and Design of Robust Time Series Forecasting with Anomalies
Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since the collected time series data can be contaminated in practice. The forecasting model will be inferior if it is directly trained by time series with anomalies. Thus it is essential to develop methods to automatically learn a robust forecasting model from the contaminated data. In this paper, we first statistically define three types of anomalies, then theoretically and experimentally analyze the loss robustness and sample robustness when these anomalies exist. Based on our analyses, we propose a simple and efficient algorithm to learn a robust forecasting model. Extensive experiments show that our method is highly robust and outperforms all existing approaches. The code is available at https://github.com/haochenglouis/RobustTSF.
SimpleNet: A Simple Network for Image Anomaly Detection and Localization
We propose a simple and application-friendly network (called SimpleNet) for detecting and localizing anomalies. SimpleNet consists of four components: (1) a pre-trained Feature Extractor that generates local features, (2) a shallow Feature Adapter that transfers local features towards target domain, (3) a simple Anomaly Feature Generator that counterfeits anomaly features by adding Gaussian noise to normal features, and (4) a binary Anomaly Discriminator that distinguishes anomaly features from normal features. During inference, the Anomaly Feature Generator would be discarded. Our approach is based on three intuitions. First, transforming pre-trained features to target-oriented features helps avoid domain bias. Second, generating synthetic anomalies in feature space is more effective, as defects may not have much commonality in the image space. Third, a simple discriminator is much efficient and practical. In spite of simplicity, SimpleNet outperforms previous methods quantitatively and qualitatively. On the MVTec AD benchmark, SimpleNet achieves an anomaly detection AUROC of 99.6%, reducing the error by 55.5% compared to the next best performing model. Furthermore, SimpleNet is faster than existing methods, with a high frame rate of 77 FPS on a 3080ti GPU. Additionally, SimpleNet demonstrates significant improvements in performance on the One-Class Novelty Detection task. Code: https://github.com/DonaldRR/SimpleNet.
Beating the average: how to generate profit by exploiting the inefficiencies of soccer betting
In economy, markets are denoted as efficient when it is impossible to systematically generate profits which outperform the average. In the past years, the concept has been tested in other domains such as the growing sports betting market. Surprisingly, despite its large size and its level of maturity, sports betting shows traits of inefficiency. The anomalies indicate the existence of strategies which shift betting from a game of chance towards a game of skill. This article shows an example for an inefficiency detected in the German soccer betting TOTO 13er Wette, which is operated by state-run lottery agencies. Gamblers have to guess the outcome (win, draw, loss) of 13 soccer matches listed on a lottery tip. Applying stochastic methods, a recipe is presented to determine hit rates for single match outcomes. More important, the recipe provides the number of lottery tips required to achieve a specific number of strikes (number of correct match forecasts per lottery tip) for any given level of safety. An approximation is derived to cope with large numbers in hypergeometric distributions, valid under certain constraints. Overall, the strategy does lead to returns exceeding the aggregated lottery fees, resulting in moderate, but consistent profits. It is briefly discussed if lessions learned from soccer betting can be transferred back to financial markets, because gamblers and retail investors face similar challenges and opportunities.
Modeling the Distribution of Normal Data in Pre-Trained Deep Features for Anomaly Detection
Anomaly Detection (AD) in images is a fundamental computer vision problem and refers to identifying images and image substructures that deviate significantly from the norm. Popular AD algorithms commonly try to learn a model of normality from scratch using task specific datasets, but are limited to semi-supervised approaches employing mostly normal data due to the inaccessibility of anomalies on a large scale combined with the ambiguous nature of anomaly appearance. We follow an alternative approach and demonstrate that deep feature representations learned by discriminative models on large natural image datasets are well suited to describe normality and detect even subtle anomalies in a transfer learning setting. Our model of normality is established by fitting a multivariate Gaussian (MVG) to deep feature representations of classification networks trained on ImageNet using normal data only. By subsequently applying the Mahalanobis distance as the anomaly score we outperform the current state of the art on the public MVTec AD dataset, achieving an AUROC value of 95.8 pm 1.2 (mean pm SEM) over all 15 classes. We further investigate why the learned representations are discriminative to the AD task using Principal Component Analysis. We find that the principal components containing little variance in normal data are the ones crucial for discriminating between normal and anomalous instances. This gives a possible explanation to the often sub-par performance of AD approaches trained from scratch using normal data only. By selectively fitting a MVG to these most relevant components only, we are able to further reduce model complexity while retaining AD performance. We also investigate setting the working point by selecting acceptable False Positive Rate thresholds based on the MVG assumption. Code available at https://github.com/ORippler/gaussian-ad-mvtec
Texture-AD: An Anomaly Detection Dataset and Benchmark for Real Algorithm Development
Anomaly detection is a crucial process in industrial manufacturing and has made significant advancements recently. However, there is a large variance between the data used in the development and the data collected by the production environment. Therefore, we present the Texture-AD benchmark based on representative texture-based anomaly detection to evaluate the effectiveness of unsupervised anomaly detection algorithms in real-world applications. This dataset includes images of 15 different cloth, 14 semiconductor wafers and 10 metal plates acquired under different optical schemes. In addition, it includes more than 10 different types of defects produced during real manufacturing processes, such as scratches, wrinkles, color variations and point defects, which are often more difficult to detect than existing datasets. All anomalous areas are provided with pixel-level annotations to facilitate comprehensive evaluation using anomaly detection models. Specifically, to adapt to diverse products in automated pipelines, we present a new evaluation method and results of baseline algorithms. The experimental results show that Texture-AD is a difficult challenge for state-of-the-art algorithms. To our knowledge, Texture-AD is the first dataset to be devoted to evaluating industrial defect detection algorithms in the real world. The dataset is available at https://XXX.
Natural Synthetic Anomalies for Self-Supervised Anomaly Detection and Localization
We introduce a simple and intuitive self-supervision task, Natural Synthetic Anomalies (NSA), for training an end-to-end model for anomaly detection and localization using only normal training data. NSA integrates Poisson image editing to seamlessly blend scaled patches of various sizes from separate images. This creates a wide range of synthetic anomalies which are more similar to natural sub-image irregularities than previous data-augmentation strategies for self-supervised anomaly detection. We evaluate the proposed method using natural and medical images. Our experiments with the MVTec AD dataset show that a model trained to localize NSA anomalies generalizes well to detecting real-world a priori unknown types of manufacturing defects. Our method achieves an overall detection AUROC of 97.2 outperforming all previous methods that learn without the use of additional datasets. Code available at https://github.com/hmsch/natural-synthetic-anomalies.
The anomaly that was not meant IIB
Type IIB supergravity enjoys a discrete non-Abelian duality group, which has potential quantum anomalies. In this paper we explicitly compute these, and present the bordism group that controls them, modulo some physically motivated assumptions. Quite surprisingly, we find that they do not vanish, which naively would signal an inconsistency of F-theory. Remarkably, a subtle modification of the standard 10d Chern-Simons term cancels these anomalies, a fact which relies on the ***specific*** field content of type IIB supergravity. We also discover other ways to cancel this anomaly, via a topological analog of the Green-Schwarz mechanism. These alternative type IIB theories have the same low energy supergravity limit as ordinary type IIB, but a different spectrum of extended objects. They could either be part of the Swampland, or connect to the standard theory via domain walls.
Anomaly Detection under Distribution Shift
Anomaly detection (AD) is a crucial machine learning task that aims to learn patterns from a set of normal training samples to identify abnormal samples in test data. Most existing AD studies assume that the training and test data are drawn from the same data distribution, but the test data can have large distribution shifts arising in many real-world applications due to different natural variations such as new lighting conditions, object poses, or background appearances, rendering existing AD methods ineffective in such cases. In this paper, we consider the problem of anomaly detection under distribution shift and establish performance benchmarks on three widely-used AD and out-of-distribution (OOD) generalization datasets. We demonstrate that simple adaptation of state-of-the-art OOD generalization methods to AD settings fails to work effectively due to the lack of labeled anomaly data. We further introduce a novel robust AD approach to diverse distribution shifts by minimizing the distribution gap between in-distribution and OOD normal samples in both the training and inference stages in an unsupervised way. Our extensive empirical results on the three datasets show that our approach substantially outperforms state-of-the-art AD methods and OOD generalization methods on data with various distribution shifts, while maintaining the detection accuracy on in-distribution data.