UNSUPERVISED ANOMALY DETECTION USING GENERATIVE ADVERSARIAL NETWORKS

摘要

A method, system and computer program product, the method comprising: mutually training, using feedback, a generator and a discriminator of a conditional adversarial generative adversarial networks using training item groups, each item group representing events in a time window, the generator comprises a generator Recurrent Neural Network (RNN), the discriminator comprises a discriminator RNN; receiving by the discriminator, discrete sequential data comprising a sequence of item groups comprising an item group representing events in a time window, and item groups representing events in preceding time windows; altering the sequence of item groups into collections of real numbers and providing them to the discriminator RNN; processing the collections by the discriminator RNN to obtain a probability for the item group to comprise an anomaly, in an unsupervised manner; and providing output to a user, the output based on the probability and indicative of a label for the discrete sequential data.