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Latent Outlier Exposure for Anomaly Detection with Contaminated Data
Chen Qiu · Aodong Li · Marius Kloft · Maja Rudolph · Stephan Mandt

Tue Jul 19 03:30 PM -- 05:30 PM (PDT) @ Hall E #511

Anomaly detection aims at identifying data points that show systematic deviations from the majority of data in an unlabeled dataset. A common assumption is that clean training data (free of anomalies) is available, which is often violated in practice. We propose a strategy for training an anomaly detector in the presence of unlabeled anomalies that is compatible with a broad class of models. The idea is to jointly infer binary labels to each datum (normal vs. anomalous) while updating the model parameters. Inspired by outlier exposure (Hendrycks et al., 2018) that considers synthetically created, labeled anomalies, we thereby use a combination of two losses that share parameters: one for the normal and one for the anomalous data. We then iteratively proceed with block coordinate updates on the parameters and the most likely (latent) labels. Our experiments with several backbone models on three image datasets, 30 tabular data sets, and a video anomaly detection benchmark showed consistent and significant improvements over the baselines.

Author Information

Chen Qiu (Bosch Center for AI/TU Kaiserslautern)
Aodong Li (University of California, Irvine)
Marius Kloft (TU Kaiserslautern)
Maja Rudolph (BCAI)
Stephan Mandt (University of California, Irivine)

Stephan Mandt is an Assistant Professor of Computer Science at the University of California, Irvine. From 2016 until 2018, he was a Senior Researcher and head of the statistical machine learning group at Disney Research, first in Pittsburgh and later in Los Angeles. He held previous postdoctoral positions at Columbia University and at Princeton University. Stephan holds a PhD in Theoretical Physics from the University of Cologne. He is a Fellow of the German National Merit Foundation, a Kavli Fellow of the U.S. National Academy of Sciences, and was a visiting researcher at Google Brain. Stephan serves regularly as an Area Chair for NeurIPS, ICML, AAAI, and ICLR, and is a member of the Editorial Board of JMLR. His research is currently supported by NSF, DARPA, IBM, and Qualcomm.

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