Anomaly Detection and Sampling Cost Control via Hierarchical GANs

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

Abstract

Anomaly detection incurs certain sampling and sensing costs and therefore it is of great importance to strike a balance between the detection accuracy and these costs. In this work, we study anomaly detection by considering the detection of threshold crossings in a stochastic time series without the knowledge of its statistics. To reduce the sampling cost in this detection process, we propose the use of hierarchical generative adversarial networks (GANs) to perform non-uniform sampling. In order to improve the detection accuracy and reduce the delay in detection, we introduce a butter zone in the operation of the proposed GANbased detector. In the experiments, we analyze the performance of the proposed hierarchical GAN detector considering the metrics of detection delay, miss rates, average cost of error, and sampling ratio. We identify the tradeoffs in the performance as the butter zone sizes and the number of GAN levels in the hierarchy vary. We also compare the performance with that of a sampling policy that approximately minimizes the sum of average costs of sampling and error given the parameters of the stochastic process. We demonstrate that the proposed GAN-based detector can have significant performance improvements in terms of detection delay and average cost of error with a larger butter zone but at the cost of increased sampling rates.

Original languageEnglish (US)
Title of host publication2020 IEEE Global Communications Conference, GLOBECOM 2020 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728182988
DOIs
StatePublished - Dec 2020
Event2020 IEEE Global Communications Conference, GLOBECOM 2020 - Virtual, Taipei, Taiwan, Province of China
Duration: Dec 7 2020Dec 11 2020

Publication series

Name2020 IEEE Global Communications Conference, GLOBECOM 2020 - Proceedings

Conference

Conference2020 IEEE Global Communications Conference, GLOBECOM 2020
Country/TerritoryTaiwan, Province of China
CityVirtual, Taipei
Period12/7/2012/11/20

Keywords

  • Ornstein-Uhlenbeck (OU) processes
  • anomaly detection
  • generative adversarial networks (GANs)
  • stochastic time series
  • threshold-crossing detection

ASJC Scopus subject areas

  • Media Technology
  • Modeling and Simulation
  • Instrumentation
  • Artificial Intelligence
  • Computer Networks and Communications
  • Hardware and Architecture
  • Software
  • Safety, Risk, Reliability and Quality

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