Uncertainty-aware Evaluation of Auxiliary Anomalies with the Expected Anomaly Posterior

Fuente: arXiv
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Main Authors: Perini, Lorenzo, Rudolph, Maja, Schmedding, Sabrina, Qiu, Chen
Format: Preprint
Published: 2024
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author Perini, Lorenzo
Rudolph, Maja
Schmedding, Sabrina
Qiu, Chen
author_facet Perini, Lorenzo
Rudolph, Maja
Schmedding, Sabrina
Qiu, Chen
contents Anomaly detection is the task of identifying examples that do not behave as expected. Because anomalies are rare and unexpected events, collecting real anomalous examples is often challenging in several applications. In addition, learning an anomaly detector with limited (or no) anomalies often yields poor prediction performance. One option is to employ auxiliary synthetic anomalies to improve the model training. However, synthetic anomalies may be of poor quality: anomalies that are unrealistic or indistinguishable from normal samples may deteriorate the detector's performance. Unfortunately, no existing methods quantify the quality of auxiliary anomalies. We fill in this gap and propose the expected anomaly posterior (EAP), an uncertainty-based score function that measures the quality of auxiliary anomalies by quantifying the total uncertainty of an anomaly detector. Experimentally on 40 benchmark datasets of images and tabular data, we show that EAP outperforms 12 adapted data quality estimators in the majority of cases.
format Preprint
id arxiv_https___arxiv_org_abs_2405_13699
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Uncertainty-aware Evaluation of Auxiliary Anomalies with the Expected Anomaly Posterior
Perini, Lorenzo
Rudolph, Maja
Schmedding, Sabrina
Qiu, Chen
Machine Learning
Artificial Intelligence
Anomaly detection is the task of identifying examples that do not behave as expected. Because anomalies are rare and unexpected events, collecting real anomalous examples is often challenging in several applications. In addition, learning an anomaly detector with limited (or no) anomalies often yields poor prediction performance. One option is to employ auxiliary synthetic anomalies to improve the model training. However, synthetic anomalies may be of poor quality: anomalies that are unrealistic or indistinguishable from normal samples may deteriorate the detector's performance. Unfortunately, no existing methods quantify the quality of auxiliary anomalies. We fill in this gap and propose the expected anomaly posterior (EAP), an uncertainty-based score function that measures the quality of auxiliary anomalies by quantifying the total uncertainty of an anomaly detector. Experimentally on 40 benchmark datasets of images and tabular data, we show that EAP outperforms 12 adapted data quality estimators in the majority of cases.
title Uncertainty-aware Evaluation of Auxiliary Anomalies with the Expected Anomaly Posterior
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2405.13699