Multi-View Anomaly Detection: Neighborhood in Locality Matters

Abstract

Identifying anomalies in multi-view data is a difficult task due to the complicated data characteristics of anomalies. Specifically, there are two types of anomalies in multi-view data–anomalies that have inconsistent features across multiple views and anomalies that are consistently anomalous in each view. Existing multi-view anomaly detection approaches have some issues, e.g., they assume multiple views of a normal instance share consistent and normal clustering structures while anomaly exhibits anomalous clustering characteristics across multiple views. When there are no clusters in data, it is difficult for existing approaches to detect anomalies. Besides, existing approaches construct a profile of normal instances, then identify instances that do not conform to the normal profile as anomalies. The objective is formulated to profile normal instances, but not to estimate the set of normal instances, which results in sub-optimal detectors. In addition, the model trained to profile normal instances uses the entire dataset including anomalies. However, anomalies could undermine the model, i.e., the model is not robust to anomalies. To address these issues, we propose the nearest neighborbased MUlti-View Anomaly Detection (MUVAD) approach. Specifically, we first propose an anomaly measurement criterion and utilize this criterion to formulate the objective of MUVAD to estimate the set of normal instances explicitly. We further develop two concrete relaxations for implementing the MUVAD as MUVAD-QPR and MUVAD-FSR. Experimental results validate the superiority of the proposed MUVAD approaches.