A Scalable Algorithm for Anomaly Detection via Learning-Based Controlled Sensing

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision maker observes one process at a time and obtains a noisy binary indicator of whether or not the corresponding process is anomalous. In this setting, we develop an anomaly detection algorithm that chooses the process to be observed at a given time instant, decides when to stop taking observations, and makes a decision regarding the anomalous processes. The objective of the detection algorithm is to arrive at a decision with an accuracy exceeding a desired value while minimizing the delay in decision making. Our algorithm relies on a Markov decision process defined using the marginal probability of each process being normal or anomalous, conditioned on the observations. We implement the detection algorithm using the deep actor-critic reinforcement learning framework. Unlike prior work on this topic that has exponential complexity in the number of processes, our algorithm has computational and memory requirements that are both polynomial in the number of processes. We demonstrate the efficacy of our algorithm using numerical experiments by comparing it with the state-of-the-art methods.

Original languageEnglish (US)
Title of host publicationICC 2021 - IEEE International Conference on Communications, Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728171227
DOIs
StatePublished - Jun 2021
Event2021 IEEE International Conference on Communications, ICC 2021 - Virtual, Online, Canada
Duration: Jun 14 2021Jun 23 2021

Publication series

NameIEEE International Conference on Communications
ISSN (Print)1550-3607

Conference

Conference2021 IEEE International Conference on Communications, ICC 2021
Country/TerritoryCanada
CityVirtual, Online
Period6/14/216/23/21

Keywords

  • Active hypothesis testing
  • actor-critic algorithm
  • anomaly detection
  • deep learning
  • quickest state estimation
  • reinforcement learning
  • sequential decision-making
  • sequential sensing

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Electrical and Electronic Engineering

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