The challenge of anomaly detection is to obtain an accurate understanding of expected behaviour which is intensified when the data are distributed heterogeneously. Transmitting raw data to a central site incurs high communication overhead and raises privacy issues. The concept of Edge AI allows computation to be performed at the edge site allowing for quick decision making in mission critical scenarios such as self-driving cars. A model is learnt locally and its parameters are transmitted and aggregated. However, existing methods of aggregation do not account for variance and heterogeneous distribution of data. They also do not consider edge constraints such as limited computational, memory and communication capabilities of edge devices. In this work, a fully Bayesian approach is employed by means of a Bayesian Random Vector Functional Link AutoEncoder being incorporated with Expectation Propagation for distributed training. Our anomaly detection system operates without any transmission of raw data, is robust under inhomogeneous network densities and under uneven and biased data distributions. It allows for asynchronous updates to converge in a few iterations and is a relatively simple neural network addressing edge constraints without compromising on performance as compared to existing more complex models.
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