| Paper ID | MLSP-21.6 |
| Paper Title |
Sequential Adversarial Anomaly Detection with Deep Fourier Kernel |
| Authors |
Shixiang Zhu, Henry Yuchi, Minghe Zhang, Yao Xie, Georgia Institute of Technology, United States |
| Session | MLSP-21: Generative Neural Networks |
| Location | Gather.Town |
| Session Time: | Wednesday, 09 June, 15:30 - 16:15 |
| Presentation Time: | Wednesday, 09 June, 15:30 - 16:15 |
| Presentation |
Poster
|
| Topic |
Machine Learning for Signal Processing: [MLR-SLER] Sequential learning; sequential decision methods |
| IEEE Xplore Open Preview |
Click here to view in IEEE Xplore |
| Virtual Presentation |
Click here to watch in the Virtual Conference |
| Abstract |
We present a novel adversarial detector for the anomalous sequence when there are only one-class training samples. The detector is developed by finding the best detector that can discriminate against the worst-case, which statistically mimics the training sequences. We explicitly capture the dependence in sequential events using the marked point process with a deep Fourier kernel. The detector evaluates a test sequence and compares it with an optimal time-varying threshold, which is also learned from data. Using numerical experiments on simulations and real-world datasets, we demonstrate the superior performance of our proposed method. |
