TY - GEN
T1 - Anomaly Detection via Controlled Sensing and Deep Active Inference
AU - Joseph, Geethu
AU - Zhong, Chen
AU - Gursoy, M. Cenk
AU - Velipasalar, Senem
AU - Varshney, Pramod K.
N1 - Publisher Copyright:
© 2020 IEEE.
Copyright:
Copyright 2021 Elsevier B.V., All rights reserved.
PY - 2020/12
Y1 - 2020/12
N2 - In this paper, we address the anomaly detection problem where the objective is to find the anomalous processes among a given set of processes. To this end, the decision-making agent probes a subset of processes at every time instant and obtains a potentially erroneous estimate of the binary variable which indicates whether or not the corresponding process is anomalous. The agent continues to probe the processes until it obtains a sufficient number of measurements to reliably identify the anomalous processes. In this context, we develop a sequential selection algorithm that decides which processes to be probed at every instant to detect the anomalies with an accuracy exceeding a desired value while minimizing the delay in making the decision and the total number of measurements taken. Our algorithm is based on active inference which is a general framework to make sequential decisions in order to maximize the notion of free energy. We define the free energy using the objectives of the selection policy and implement the active inference framework using a deep neural network approximation. Using numerical experiments, we compare our algorithm with the state-of-the-art method based on deep actor-critic reinforcement learning and demonstrate the superior performance of our algorithm.
AB - In this paper, we address the anomaly detection problem where the objective is to find the anomalous processes among a given set of processes. To this end, the decision-making agent probes a subset of processes at every time instant and obtains a potentially erroneous estimate of the binary variable which indicates whether or not the corresponding process is anomalous. The agent continues to probe the processes until it obtains a sufficient number of measurements to reliably identify the anomalous processes. In this context, we develop a sequential selection algorithm that decides which processes to be probed at every instant to detect the anomalies with an accuracy exceeding a desired value while minimizing the delay in making the decision and the total number of measurements taken. Our algorithm is based on active inference which is a general framework to make sequential decisions in order to maximize the notion of free energy. We define the free energy using the objectives of the selection policy and implement the active inference framework using a deep neural network approximation. Using numerical experiments, we compare our algorithm with the state-of-the-art method based on deep actor-critic reinforcement learning and demonstrate the superior performance of our algorithm.
KW - Active hypothesis testing
KW - active inference
KW - anomaly detection
KW - quickest state estimation
KW - sequential decisionmaking
KW - sequential sensing.
UR - http://www.scopus.com/inward/record.url?scp=85100403717&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85100403717&partnerID=8YFLogxK
U2 - 10.1109/GLOBECOM42002.2020.9322390
DO - 10.1109/GLOBECOM42002.2020.9322390
M3 - Conference contribution
AN - SCOPUS:85100403717
T3 - 2020 IEEE Global Communications Conference, GLOBECOM 2020 - Proceedings
BT - 2020 IEEE Global Communications Conference, GLOBECOM 2020 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2020 IEEE Global Communications Conference, GLOBECOM 2020
Y2 - 7 December 2020 through 11 December 2020
ER -