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Main Authors: Sekimoto, Kaiji, Yasuda, Muneki
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2403.12672
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author Sekimoto, Kaiji
Yasuda, Muneki
author_facet Sekimoto, Kaiji
Yasuda, Muneki
contents Gaussian-Bernoulli restricted Boltzmann machines (GBRBMs) are often used for semi-supervised anomaly detection, where they are trained using only normal data points. In GBRBM-based anomaly detection, normal and anomalous data are classified based on a score that is identical to an energy function of the marginal GBRBM. However, the classification threshold is difficult to set to an appropriate value, as this score cannot be interpreted. In this study, we propose a measure that improves score's interpretability based on its cumulative distribution, and establish a guideline for setting the threshold using the interpretable measure. The results of numerical experiments show that the guideline is reasonable when setting the threshold solely using normal data points. Moreover, because identifying the measure involves computationally infeasible evaluation of the minimum score value, we also propose an evaluation method for the minimum score based on simulated annealing, which is widely used for optimization problems. The proposed evaluation method was also validated using numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2403_12672
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Improving Interpretability of Scores in Anomaly Detection Based on Gaussian-Bernoulli Restricted Boltzmann Machine
Sekimoto, Kaiji
Yasuda, Muneki
Machine Learning
Artificial Intelligence
Gaussian-Bernoulli restricted Boltzmann machines (GBRBMs) are often used for semi-supervised anomaly detection, where they are trained using only normal data points. In GBRBM-based anomaly detection, normal and anomalous data are classified based on a score that is identical to an energy function of the marginal GBRBM. However, the classification threshold is difficult to set to an appropriate value, as this score cannot be interpreted. In this study, we propose a measure that improves score's interpretability based on its cumulative distribution, and establish a guideline for setting the threshold using the interpretable measure. The results of numerical experiments show that the guideline is reasonable when setting the threshold solely using normal data points. Moreover, because identifying the measure involves computationally infeasible evaluation of the minimum score value, we also propose an evaluation method for the minimum score based on simulated annealing, which is widely used for optimization problems. The proposed evaluation method was also validated using numerical experiments.
title Improving Interpretability of Scores in Anomaly Detection Based on Gaussian-Bernoulli Restricted Boltzmann Machine
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2403.12672