Modified Kernel Principal Component Analysis and Autoencoder Approaches to Unsupervised Anomaly Detection
| dc.contributor.author | Merrill, Nicholas Swede | en |
| dc.contributor.committeechair | Eskandarian, Azim | en |
| dc.contributor.committeemember | Taheri, Saied | en |
| dc.contributor.committeemember | Wicks, Alfred L. | en |
| dc.contributor.department | Mechanical Engineering | en |
| dc.date.accessioned | 2020-06-02T08:01:13Z | en |
| dc.date.available | 2020-06-02T08:01:13Z | en |
| dc.date.issued | 2020-06-01 | en |
| dc.description.abstract | Unsupervised anomaly detection is the task of identifying examples that differ from the normal or expected pattern without the use of labeled training data. Our research addresses shortcomings in two existing anomaly detection algorithms, Kernel Principal Component Analysis (KPCA) and Autoencoders (AE), and proposes novel solutions to improve both of their performances in the unsupervised settings. Anomaly detection has several useful applications, such as intrusion detection, fault monitoring, and vision processing. More specifically, anomaly detection can be used in autonomous driving to identify obscured signage or to monitor intersections. Kernel techniques are desirable because of their ability to model highly non-linear patterns, but they are limited in the unsupervised setting due to their sensitivity of parameter choices and the absence of a validation step. Additionally, conventionally KPCA suffers from a quadratic time and memory complexity in the construction of the gram matrix and a cubic time complexity in its eigendecomposition. The problem of tuning the Gaussian kernel parameter, $sigma$, is solved using the mini-batch stochastic gradient descent (SGD) optimization of a loss function that maximizes the dispersion of the kernel matrix entries. Secondly, the computational time is greatly reduced, while still maintaining high accuracy by using an ensemble of small, textit{skeleton} models and combining their scores. The performance of traditional machine learning approaches to anomaly detection plateaus as the volume and complexity of data increases. Deep anomaly detection (DAD) involves the applications of multilayer artificial neural networks to identify anomalous examples. AEs are fundamental to most DAD approaches. Conventional AEs rely on the assumption that a trained network will learn to reconstruct normal examples better than anomalous ones. In practice however, given sufficient capacity and training time, an AE will generalize to reconstruct even very rare examples. Three methods are introduced to more reliably train AEs for unsupervised anomaly detection: Cumulative Error Scoring (CES) leverages the entire history of training errors to minimize the importance of early stopping and Percentile Loss (PL) training aims to prevent anomalous examples from contributing to parameter updates. Lastly, early stopping via Knee detection aims to limit the risk of over training. Ultimately, the two new modified proposed methods of this research, Unsupervised Ensemble KPCA (UE-KPCA) and the modified training and scoring AE (MTS-AE), demonstrates improved detection performance and reliability compared to many baseline algorithms across a number of benchmark datasets. | en |
| dc.description.abstractgeneral | Anomaly detection is the task of identifying examples that differ from the normal or expected pattern. The challenge of unsupervised anomaly detection is distinguishing normal and anomalous data without the use of labeled examples to demonstrate their differences. This thesis addresses shortcomings in two anomaly detection algorithms, Kernel Principal Component Analysis (KPCA) and Autoencoders (AE) and proposes new solutions to apply them in the unsupervised setting. Ultimately, the two modified methods, Unsupervised Ensemble KPCA (UE-KPCA) and the Modified Training and Scoring AE (MTS-AE), demonstrates improved detection performance and reliability compared to many baseline algorithms across a number of benchmark datasets. | en |
| dc.description.degree | Master of Science | en |
| dc.format.medium | ETD | en |
| dc.identifier.other | vt_gsexam:25797 | en |
| dc.identifier.uri | http://hdl.handle.net/10919/98659 | en |
| dc.publisher | Virginia Tech | en |
| dc.rights | In Copyright | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.subject | Machine learning | en |
| dc.subject | Deep learning (Machine learning) | en |
| dc.subject | Anomaly Detection | en |
| dc.subject | Autoencoder | en |
| dc.subject | Kernel Principal Component Analysis | en |
| dc.title | Modified Kernel Principal Component Analysis and Autoencoder Approaches to Unsupervised Anomaly Detection | en |
| dc.type | Thesis | en |
| thesis.degree.discipline | Mechanical Engineering | en |
| thesis.degree.grantor | Virginia Polytechnic Institute and State University | en |
| thesis.degree.level | masters | en |
| thesis.degree.name | Master of Science | en |
Files
Original bundle
1 - 1 of 1