Active Anomaly Detection in Heterogeneous Processes

Boshuang Huang, Kobi Cohen, Qing Zhao

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

8 Scopus citations

Abstract

An active inference problem of detecting an anomalous process among M heterogeneous processes is considered. At each time, a subset of processes can be probed. The objective is to design a sequential probing strategy that dynamically determines which processes to observe at each time and when to terminate the search so that the expected detection time is minimized under a constraint on the probability of misclassifying any process. This problem falls into the general setting of sequential design of experiments pioneered by Chernoff in 1959, in which a randomized strategy, referred to as the Chernoff test, was proposed and shown to be asymptotically optimal as the error probability approaches zero. For the problem considered in this paper, a low-complexity deterministic test is shown to enjoy the same asymptotic optimality while offering significantly better performance in the finite regime and faster convergence to the optimal rate function, especially when the number of processes is large. Furthermore, the proposed test offers considerable reduction in implementation complexity.

Original languageEnglish
Title of host publication2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3924-3928
Number of pages5
ISBN (Print)9781538646588
DOIs
StatePublished - 10 Sep 2018
Event2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Calgary, Canada
Duration: 15 Apr 201820 Apr 2018

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2018-April
ISSN (Print)1520-6149

Conference

Conference2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018
Country/TerritoryCanada
CityCalgary
Period15/04/1820/04/18

Keywords

  • Active hypothesis testing
  • Anomaly detection
  • Dynamic search
  • Sequential design of experiments

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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