shenghua-liu / reading-group

ML, DM, big graph mining, time series mining, anomaly detection
5 stars 0 forks source link

Outlier Detection for Time Series with Recurrent Autoencoder Ensembles #2

Open hi-bingo opened 4 years ago

hi-bingo commented 4 years ago

Paper

Outlier Detection for Time Series with Recurrent Autoencoder Ensemble IJCAI'19

Code

https://github.com/tungk/OED

Authors

Task

Outlier Detection for Time Series

Datasets

RNN ensemble framework

Consider Recurrent Skip Connection Networks (RSCNs) (ref Wang and Tian, 2016). Set different L for skip connection and the function: basic For ensemble framework, we need different structures. So we random remove some connection. Specifically, we introduce a sparseness weight vector basic, and make sure each basic at least have one element equal to 1. The total sparsely-connected RNNs (S-RNNs) can be expressed as basic And the figure shows the final structure SRNN

Independent Framework

Set different w_t for each autoencoder, and train the autoencoders independently. image

Shared Framework

Add a shared layer and concatenate all encoders' codes and use it as init hidden state for all decoder. image

Questions

Does anyone know more about different skip connection strategies in RNN?

shenghua-liu commented 4 years ago

why do they need multiple encoder-decoders in Fig 4? what are their purpose? In terms of skip connection, how about randomly choosing a node, and skipping that node, instead of fix length skip. So such randomly choosing skipping will look like drop-out technique. Such random skipping may be good for robustness.