Improved AutoEncoder with LSTM module and KL divergence

Abstract: The task of anomaly detection is to separate anomalous data from normal data in the dataset. Models such as deep convolutional autoencoder (CAE) network and deep supporting vector data description (SVDD) model have been universally employed and have demonstrated significant success in detecting anomalies. However, the over-reconstruction ability of CAE network for anomalous data can easily lead to high false negative rate in detecting anomalous data. On the other hand, the deep SVDD model has the drawback of feature collapse, which leads to a decrease of detection accuracy for anomalies. To address these problems, we propose the Improved AutoEncoder with LSTM module and Kullback-Leibler divergence (IAE-LSTM-KL) model in this paper. An LSTM network is added after the encoder to memorize feature representations of normal data. In the meanwhile, the phenomenon of feature collapse can also be mitigated by penalizing the featured input to SVDD module via KL divergence. The efficacy of the IAE-LSTM-KL model is validated through experiments on both synthetic and real-world datasets. Experimental results show that IAE-LSTM-KL model yields higher detection accuracy for anomalies. In addition, it is also found that the IAE-LSTM-KL model demonstrates enhanced robustness to contaminated outliers in the dataset. All code may be found at https://github.com/crazyn2/IAE-LSTM-KL_codes