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Unsupervised Anomaly Detection in The Presence of Missing Values

NeurIPS 2024 · Label-efficient and robust learning › OOD and anomaly detection · approach: Anomaly detection with contaminated data · 2 citations (OpenAlex)

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Proposes ImAD, an end-to-end unsupervised anomaly detection method that jointly learns imputation and detection on incomplete data by generating pseudo-abnormal samples in a latent space to counter imputation bias.

Problem

Unsupervised anomaly detection on incomplete data with high missing rates is hard because "impute-then-detect" pipelines trained only on normal data produce imputation bias that makes abnormal samples look normal.

Approach

Jointly optimize imputer, projector, and reconstructor in one objective, and generate pseudo-abnormal samples from a hypershell around a normal latent ball so the imputer generalizes to abnormal incomplete data; includes theoretical generalization and detection guarantees.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use ImAD instead of the strongest listed baselineImAD · KDD, MCAR, mr=0.2AUROC: 96.63(1.05) -> 97.01(0.33)Helped
use ImAD instead of the strongest listed baselineImAD · KDD, MCAR, mr=0.5AUROC: 93.37(2.15) -> 90.78(0.09)Hurt
use ImAD instead of the strongest listed baselineImAD · Adult, MCAR, mr=0.2 and mr=0.5AUROC: 64.39(0.15) -> 76.51(2.12); 65.44(2.40) -> 71.19(1.63)Helped
use ImAD instead of the strongest listed baselineImAD · Arrhythmia, MCAR, mr=0.2 and mr=0.5AUROC: 80.79(1.11) -> 82.24(1.76); 82.64(1.27) -> 81.76(1.19)Mixed
use ImAD instead of the strongest listed baselineImAD · Speech, MCAR, mr=0.2 and mr=0.5AUROC: 60.37(0.87) -> 61.94(2.77); 29.09(1.14) -> 58.66(1.40)Helped
use ImAD instead of the strongest listed baselineImAD · Titanic, MovieLens1M, Bladder, and Seq2-Heart with inherent missing valuesAUROC: 79.72(0.28) -> 82.09(0.99); 64.84(1.04) -> 66.32 (1.36); 99.99(0.00) -> 100(0.00); 95.31(0.32) -> 96.62(0.11)Helped
add pseudo-abnormal samples during training (ablation)ImAD · Adult, MCAR, mr=0.2AUROC: 65.30 (4.36) -> 76.51 (2.12)Helped
add pseudo-abnormal samples during training (ablation)ImAD · KDD, MCAR, mr=0.5AUROC: 91.50 (1.59) -> 90.78(1.35)No clear effect
add pseudo-abnormal samples during training (ablation)ImAD · Titanic, MovieLens1M, and Seq2-Heart with inherent missing valuesAUROC: 76.14 (1.66) -> 82.09 (0.99); 60.62(1.35) -> 66.32 (1.36); 95.19 (0.71) -> 96.62 (0.11)Helped
add pseudo-abnormal samples during training (ablation)ImAD · Bladder, inherent missing valuesAUROC: 99.90 (0.21) -> 1.00 (0.00)No clear effect
vary the latent dimension (ablation)ImAD · Adult, Botnet, KDD, Arrhythmia, Speech, Segerstolpe, and UsoskinAUROCHelped
use MCAR rather than MAR or MNAR to generate pseudo-abnormal missingness (ablation)ImAD · Titanic, MovieLens1M, Bladder, and Seq2-HeartAUROC: 82.09 vs 79.06 and 80.50; 66.32 vs 63.14 and 61.44; 100.00 vs 99.95 and 100.00; 96.62 vs 96.79 and 95.56Mixed

Surprising findings

Limitations

Experimental setup

Datasets: Adult KDD Botnet Arrhythmia Speech Segerstolpe Usoskin Titanic MovieLens1M Bladder Seq2-Heart

Benchmarks: Adult KDD Botnet Arrhythmia Speech Segerstolpe Usoskin Titanic MovieLens1M Bladder Seq2-Heart

Metrics: AUROC AUPRC

Baselines: Isolation Forest + MissForest Isolation Forest + GAIN Deep SVDD + MissForest Deep SVDD + GAIN NeutraL AD + MissForest NeutraL AD + GAIN DPAD + MissForest DPAD + GAIN Mean-Filling Zero-Filling

Builds on: Deep SVDD NeutraL AD Sinkhorn distance MissForest GAIN

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