Inductive Multi-view Semi-Supervised Anomaly Detection via Probabilistic Modeling

This paper considers anomaly detection with multi-view data. Unlike traditional detection on single-view data which identifies anomalies based on inconsistency between instances, multi-view anomaly detection identifies anomalies based on view inconsistency within each instance. Current multi-view detection approaches are mostly unsupervised and transductive. This may have limited performance in many applications, which have labeled normal data and prefer efficient detection on new data. In this paper, we propose an inductive semi-supervised multi-view anomaly detection approach. We design a probabilistic generative model for normal data, which assumes different views of a normal instance are generated from a shared latent factor, conditioned on which the views become independent. We estimate the model by maximizing its likelihood on normal data using the EM algorithm. Then, we apply the model to detect anomalies, which are instances generated with small probabilities. We experiment our approach on nine public data sets under different multi-view anomaly settings, and show it outperforms several state-of-the-art multi-view detection methods.