论文标题
关于生成模型和用于异常检测的判别模型的连接
On the Connection of Generative Models and Discriminative Models for Anomaly Detection
论文作者
论文摘要
异常检测(AD)在学术界和行业中都引起了很大的关注。由于在许多实际情况下缺乏异常数据,因此通常通过首先对正常数据模式进行建模,然后确定数据是否适合此模型来解决AD。生成模型(GMS)似乎是实现此目的的自然工具,该工具可以学习正常的数据分布并使用概率密度函数(PDF)估算它。但是,一些作品观察到了这种基于GM的AD方法的理想性能。在本文中,我们提出了有关基于GM的AD方法的理想性能的新观点。我们指出,在这些方法中,由于正常数据的多峰分布特征,在这些方法中,将GMS recresults与AD目标连接到AD目标的隐含假设通常是不可信的,这在实际情况下很常见。我们首先定性地提出了这一观点,然后专注于高斯混合模型(GMM),以直观地说明透视图,这是典型的GM,具有自然特性,可以近似多峰分布。根据提出的观点,为了绕过基于GMM的AD方法中的隐式假设,我们建议将歧视性思想整合到方向GMM与AD任务(DIGMM)(DIGMM)。使用DIGMM,我们建立了生成和判别模型的连接,这是AD的两个关键范例,通常在以前分别对其进行处理。该连接为将来的工作提供了一个可能的方向,可以共同考虑这两个范式并纳入其AD的互补特征。
Anomaly detection (AD) has attracted considerable attention in both academia and industry. Due to the lack of anomalous data in many practical cases, AD is usually solved by first modeling the normal data pattern and then determining if data fit this model. Generative models (GMs) seem a natural tool to achieve this purpose, which learn the normal data distribution and estimate it using a probability density function (PDF). However, some works have observed the ideal performance of such GM-based AD methods. In this paper, we propose a new perspective on the ideal performance of GM-based AD methods. We state that in these methods, the implicit assumption that connects GMs'results to AD's goal is usually implausible due to normal data's multi-peaked distribution characteristic, which is quite common in practical cases. We first qualitatively formulate this perspective, and then focus on the Gaussian mixture model (GMM) to intuitively illustrate the perspective, which is a typical GM and has the natural property to approximate multi-peaked distributions. Based on the proposed perspective, in order to bypass the implicit assumption in the GMM-based AD method, we suggest integrating the Discriminative idea to orient GMM to AD tasks (DiGMM). With DiGMM, we establish a connection of generative and discriminative models, which are two key paradigms for AD and are usually treated separately before. This connection provides a possible direction for future works to jointly consider the two paradigms and incorporate their complementary characteristics for AD.