Customized anomaly detection
Methods and apparatuses for implementing customized anomaly detection. A time-series data including a plurality of data points is obtained. Anomaly detection is performed to the time-series data with an anomaly detection model. A feedback associated with an anomaly detection result of at least one data point in the time-series data is received. The anomaly detection model is updated based at least on the feedback through reinforcement learning.
1. A method for implementing customized anomaly detection, comprising:
obtaining time-series data including a plurality of data points;
performing anomaly detection on the time-series data with a first anomaly detection model;
graphically presenting anomaly detection results as a function of time, wherein a first anomaly is represented by first indications and a second anomaly different from the first anomaly is represented by second indications different from the first indications;
receiving feedback associated with an anomaly detection result of at least one data point in the time-series data, the feedback being in a form of adjustments to ones of the first indications and the second indications; and
updating the first anomaly detection model to a second anomaly detection model different from the first anomaly detection model based at least on the feedback through reinforcement learning, wherein the updating the first anomaly detection model to the second anomaly detection model comprises:
optimizing a policy network based at least on the feedback through the reinforcement learning, which includes:
calculating a policy gradient based at least on the anomaly detection result and the feedback; and
adjusting the policy network with the policy gradient; and
determining hyper-parameters through the optimized policy network.
2. The method of claim 1 , wherein the feedback comprises at least one of:
correcting the at least one data point, which is indicated as abnormal by the anomaly detection result, as a non-abnormal data point;
correcting the at least one data point, which is indicated as normal by the anomaly detection result, as an abnormal data point; and
labeling the at least one data point, which is indicated as abnormal by the anomaly detection result, as a key abnormal data point.
3. The method of claim 1 , wherein hyper-parameters of the second anomaly detection model comprise at least one of:
at least one detection approach;
parameters associated with the at least one detection approach;
a detection window size; and
detection sensitivity.
4. The method of claim 1 , wherein the determining hyper-parameters comprises at least one of:
determining a detection window size; and
determining detection sensitivity.
5. The method of claim 1 , wherein the reinforcement learning is for maximizing a reward obtained for the time-series data, the reward being determined based at least on the anomaly detection result and the feedback.
6. The method of claim 5 , wherein the reward is at least one of precision, recall rate and F1 score.
7. The method of claim 1 , wherein state information in the reinforcement learning comprises at least one of:
statistical features from the time-series data; and
features associated with an application scenario.
8. The method of claim 1 , wherein action information in the reinforcement learning comprises at least one of:
a determined detection window size; and
a determined detection sensitivity.
9. The method of claim 1 , wherein the policy network is implemented based on Long Short Term Memory (LSTM) or Gated Recurrent Unit (GRU).
10. An apparatus for implementing customized anomaly detection, comprising:
a time-series data obtaining module, for obtaining time-series data including a plurality of data points;
an anomaly detection performing module, for performing anomaly detection on the time-series data with a first anomaly detection model;
a module for graphically presenting anomaly detection results as a function of time, wherein a first anomaly is represented by first indications and a second anomaly different from the first anomaly is represented by second indications different from the first indications;
a feedback receiving module, for receiving feedback associated with an anomaly detection result of at least one data point in the time-series data, the feedback being in a form of adjustments to ones of the first indications and the second indications; and
a model updating module, for updating the first anomaly detection model to a second anomaly detection model different from the first anomaly detection model based at least on the feedback through reinforcement learning, wherein the updating the first anomaly detection model to the second anomaly detection model comprises:
optimizing a policy network based at least on the feedback through the reinforcement learning, which includes:
calculating a policy gradient based at least on the anomaly detection result and the feedback; and
adjusting the policy network with the policy gradient; and
determining hyper-parameters through the optimized policy network.
11. The apparatus of claim 10 , wherein the determining hyper-parameters comprises at least one of:
determining a detection window size; and
determining detection sensitivity.
12. An apparatus for implementing customized anomaly detection, comprising:
at least one processor; and
a memory storing computer-executable instructions that, when executed, cause the at least one processor to:
obtain time-series data including a plurality of data points;
perform anomaly detection on the time-series data with a first anomaly detection model;
graphically present anomaly detection results as a function of time, wherein a first anomaly is represented by first indications and a second anomaly different from the first anomaly is represented by second indications different from the first indications;
receive feedback associated with an anomaly detection result of at least one data point in the time-series data, the feedback being in a form of adjustments to ones of the first indications and the second indications; and
update the first anomaly detection model to a second anomaly detection model different from the first anomaly detection model based at least on the feedback through reinforcement learning, wherein the updating the first anomaly detection model to the second anomaly detection model comprises:
optimizing a policy network based at least on the feedback through the reinforcement learning, which includes:
calculating a policy gradient based at least on the anomaly detection result and the feedback; and
adjusting the policy network with the policy gradient; and
determining hyper-parameters through the optimized policy network.