ACVAE: A novel self-adversarial variational auto-encoder combined with contrast learning for time series anomaly detection

Abstract

Deep generative models have advantages in modeling complex time series and are widely used in anomaly detection. Nevertheless, the existing deep generative approaches mainly concentrate on the investigation of models' reconstruction capability rather than customizing a model suitable for anomaly detection. Meanwhile, VAE-based models suffer from posterior collapse, which can lead to a series of undesirable consequences, such as high false positive rate etc. Based on these considerations, in this paper, we propose a novel self-adversarial variational auto-encoder combined with contrast learning, short for ACVAE, to address these challenges. ACVAE consist of three parts 〈T,E,G〉, wherein the transformation network T is employed to generate abnormal latent representations similar to those normal latent representations encoded by the encoder E, and the decoder G is used to distinguish the two representations. In the framework of this model, the normal reconstructions are considered as positive samples and abnormal reconstructions as negative samples, and the contrast learning is executed on the part E to measure the similarities between inputs and positive samples, dissimilarities between inputs and negative samples. Thus, an improved objective function is proposed by integrating two novel regularizers, one refers to adversarial mechanism and the other involves contrast learning, in which the encoder E and decoder G hold the capability to distinguish, and decoder G is constrained to mitigate the posterior collapse. We perform several experiments on five datasets, whose results show ACVAE outperforms state-of-the-art methods.

Keywords: Anomaly detection; Anomaly interpretation; Contrast learning; Deep generative model; Multivariate time series; Variational auto-encoder (VAE).