Unsupervised Anomaly Detection in Stream Data with Online Evolving Spiking Neural Networks.

Journal: Neural networks : the official journal of the International Neural Network Society
Published Date:

Abstract

Unsupervised anomaly discovery in stream data is a research topic with many practical applications. However, in many cases, it is not easy to collect enough training data with labeled anomalies for supervised learning of an anomaly detector in order to deploy it later for identification of real anomalies in streaming data. It is thus important to design anomalies detectors that can correctly detect anomalies without access to labeled training data. Our idea is to adapt the Online evolving Spiking Neural Network (OeSNN) classifier to the anomaly detection task. As a result, we offer an Online evolving Spiking Neural Network for Unsupervised Anomaly Detection algorithm (OeSNN-UAD), which, unlike OeSNN, works in an unsupervised way and does not separate output neurons into disjoint decision classes. OeSNN-UAD uses our proposed new two-step anomaly detection method. Also, we derive new theoretical properties of neuronal model and input layer encoding of OeSNN, which enable more effective and efficient detection of anomalies in our OeSNN-UAD approach. The proposed OeSNN-UAD detector was experimentally compared with state-of-the-art unsupervised and semi-supervised detectors of anomalies in stream data from the Numenta Anomaly Benchmark and Yahoo Anomaly Datasets repositories. Our approach outperforms the other solutions provided in the literature in the case of data streams from the Numenta Anomaly Benchmark repository. Also, in the case of real data files of the Yahoo Anomaly Benchmark repository, OeSNN-UAD outperforms other selected algorithms, whereas in the case of Yahoo Anomaly Benchmark synthetic data files, it provides competitive results to the results recently reported in the literature.

Authors

  • Piotr S Maciąg
    Warsaw University of Technology, Institute of Computer Science, Nowowiejska 15/19, 00-665, Warsaw, Poland. Electronic address: pmaciag@ii.pw.edu.pl.
  • Marzena Kryszkiewicz
    Warsaw University of Technology, Institute of Computer Science, Nowowiejska 15/19, 00-665, Warsaw, Poland. Electronic address: mkr@ii.pw.edu.pl.
  • Robert Bembenik
    Warsaw University of Technology, Institute of Computer Science, Nowowiejska 15/19, 00-665, Warsaw, Poland. Electronic address: r.bembenik@ii.pw.edu.pl.
  • Jesus L Lobo
    TECNALIA, Basque Research and Technology Alliance (BRTA), Parque Tecnológico de Bizkaia, E-700, 48160 Derio, Spain. Electronic address: jesus.lopez@tecnalia.com.
  • Javier Del Ser
    TECNALIA. División ICT. Parque Tecnológico de Bizkaia, c/ Geldo, 48160 Derio, Spain; University of the Basque Country UPV/EHU, 48013 Bilbao, Spain; Basque Center for Applied Mathematics (BCAM), 48009 Bilbao, Spain.