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Multi-view Anomaly Detection via Robust Probabilistic Latent Variable Models

NeurIPS 2016 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Latent variable marginalization and estimators · 30 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
infer multiple latent vectors per instance versus PCCA (one latent vector) (ablation)Proposed · 11 LIBSVM data setsAUC: best on eight of the 11Helped
increase anomaly rateall methods · 11 LIBSVM data setsAUCHurt
consensus clustering (CC) with 20 clustersCC · 11 LIBSVM data setsAUCHurt
single-view method OCSVM on multi-view anomaliesOCSVM · 11 LIBSVM data setsAUCHurt
latent dimensionality K=1 or 2 instead of larger (ablation)Proposed · anomaly rate 0.4AUCHurt
latent dimensionality above four (ablation)all methods · anomaly rate 0.4AUCNo clear effect
Student-t marginalization of noise precision (Gamma prior) (ablation)Proposed · Synthetic single-view anomaliesAUC: 0.860 -> 0.117Helped
PCCA versus proposed on single-view anomaliesPCCA · Synthetic single-view anomaliesAUC: 0.174 vs 0.117No clear effect
Gibbs sampling vs PCCA computationProposed · wine datacomputation time (s): 2 -> 35Hurt
HOAD hyperparameter grid {0.1, 1, 10, 100}, best per data set (ablation)HOAD · 11 LIBSVM data setsAUCMixed

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