Variational Autoencoder based Anomaly Detection using ...

SNU Data Mining Center 2015-2 Special Lecture on IE. Variational Autoencoder based Anomaly Detection using Reconstruction Probability Jinwon An Sungzoon Cho December 27, 2015. Abstract We propose an Anomaly Detection method using the reconstruction probability from the Variational Autoencoder . The reconstruction probability is a probabilistic measure that takes into account the variability of the distribution of variables. The reconstruction probability has a theoretical background making it a more principled and objective Anomaly score than the reconstruction error, which is used by Autoencoder and principal components based Anomaly Detection methods.

Distance based anomaly detection uses measurements that are related to the neighboring data points of a given data point. K-nearest neighbor distances can be used in such a way where data points with large k-nearest neighbor distances are de ned as anomalies. Deviation based anomaly detection is mainly based on spectral anomaly detection, which ...

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  Based, Detection, Anomaly, Variational, Variational autoencoder based anomaly detection, Autoencoder

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