When Model Meets New Normals: Test-time Adaptation for Unsupervised Time-series Anomaly Detection

Time-series anomaly detection deals with the problem of detecting anomalous timesteps by learning normality from the sequence of observations. However, the concept of normality evolves over time, leading to a "new normal problem", where the distribution of normality can be changed due to the distribution shifts between training and test data. This paper highlights the prevalence of the new normal problem in unsupervised time-series anomaly detection studies. To tackle this issue, we propose a simple yet effective test-time adaptation strategy based on trend estimation and a self-supervised approach to learning new normalities during inference. Extensive experiments on real-world benchmarks demonstrate that incorporating the proposed strategy into the anomaly detector consistently improves the model's performance compared to the baselines, leading to robustness to the distribution shifts.

Deep Imbalanced Time-series Forecasting via Local Discrepancy Density

Time-series forecasting models often encounter abrupt changes in a given period of time which generally occur due to unexpected or unknown events. Despite their scarce occurrences in the training set, abrupt changes incur loss that significantly contributes to the total loss. Therefore, they act as noisy training samples and prevent the model from learning generalizable patterns, namely the normal states. Based on our findings, we propose a reweighting framework that down-weights the losses incurred by abrupt changes and up-weights those by normal states. For the reweighting framework, we first define a measurement termed Local Discrepancy (LD) which measures the degree of abruptness of a change in a given period of time. Since a training set is mostly composed of normal states, we then consider how frequently the temporal changes appear in the training set based on LD. Our reweighting framework is applicable to existing time-series forecasting models regardless of the architectures. Through extensive experiments on 12 time-series forecasting models over eight datasets with various in-output sequence lengths, we demonstrate that applying our reweighting framework reduces MSE by 10.1% on average and by up to 18.6% in the state-of-the-art model.

WaveBound: Dynamic Error Bounds for Stable Time Series Forecasting

Time series forecasting has become a critical task due to its high practicality in real-world applications such as traffic, energy consumption, economics and finance, and disease analysis. Recent deep-learning-based approaches have shown remarkable success in time series forecasting. Nonetheless, due to the dynamics of time series data, deep networks still suffer from unstable training and overfitting. Inconsistent patterns appearing in real-world data lead the model to be biased to a particular pattern, thus limiting the generalization. In this work, we introduce the dynamic error bounds on training loss to address the overfitting issue in time series forecasting. Consequently, we propose a regularization method called WaveBound which estimates the adequate error bounds of training loss for each time step and feature at each iteration. By allowing the model to focus less on unpredictable data, WaveBound stabilizes the training process, thus significantly improving generalization. With the extensive experiments, we show that WaveBound consistently improves upon the existing models in large margins, including the state-of-the-art model.

Residual Correction in Real-Time Traffic Forecasting

Predicting traffic conditions is tremendously challenging since every road is highly dependent on each other, both spatially and temporally. Recently, to capture this spatial and temporal dependency, specially designed architectures such as graph convolutional networks and temporal convolutional networks have been introduced. While there has been remarkable progress in traffic forecasting, we found that deep-learning-based traffic forecasting models still fail in certain patterns, mainly in event situations (e.g., rapid speed drops). Although it is commonly accepted that these failures are due to unpredictable noise, we found that these failures can be corrected by considering previous failures. Specifically, we observe autocorrelated errors in these failures, which indicates that some predictable information remains. In this study, to capture the correlation of errors, we introduce ResCAL, a residual estimation module for traffic forecasting, as a widely applicable add-on module to existing traffic forecasting models. Our ResCAL calibrates the prediction of the existing models in real time by estimating future errors using previous errors and graph signals. Extensive experiments on METR-LA and PEMS-BAY demonstrate that our ResCAL can correctly capture the correlation of errors and correct the failures of various traffic forecasting models in event situations.

Large-scale Hybrid Approach for Predicting User Satisfaction with Conversational Agents

Measuring user satisfaction level is a challenging task, and a critical component in developing large-scale conversational agent systems serving the needs of real users. An widely used approach to tackle this is to collect human annotation data and use them for evaluation or modeling. Human annotation based approaches are easier to control, but hard to scale. A novel alternative approach is to collect user's direct feedback via a feedback elicitation system embedded to the conversational agent system, and use the collected user feedback to train a machine-learned model for generalization. User feedback is the best proxy for user satisfaction, but is not available for some ineligible intents and certain situations. Thus, these two types of approaches are complementary to each other. In this work, we tackle the user satisfaction assessment problem with a hybrid approach that fuses explicit user feedback, user satisfaction predictions inferred by two machine-learned models, one trained on user feedback data and the other human annotation data. The hybrid approach is based on a waterfall policy, and the experimental results with Amazon Alexa's large-scale datasets show significant improvements in inferring user satisfaction. A detailed hybrid architecture, an in-depth analysis on user feedback data, and an algorithm that generates data sets to properly simulate the live traffic are presented in this paper.

Normalized Convolutional Neural Network

In this paper, we propose Normalized Convolutional Neural Network(NCNN). NCNN is more fitted to a convolutional operator than other nomralizaiton methods. The normalized process is similar to a normalization methods, but NCNN is more adapative to sliced-inputs and corresponding the convolutional kernel. Therefor NCNN can be targeted to micro-batch training. Normalizaing of NC is conducted during convolutional process. In short, NC process is not usual normalization and can not be realized in deep learning framework optimizing standard convolution process. Hence we named this method 'Normalized Convolution'. As a result, NC process has universal property which means NC can be applied to any AI tasks involving convolution neural layer . Since NC don't need other normalization layer, NCNN looks like convolutional version of Self Normalizing Network.(SNN). Among micro-batch trainings, NCNN outperforms other batch-independent normalization methods. NCNN archives these superiority by standardizing rows of im2col matrix of inputs, which theoretically smooths the gradient of loss. The code need to manipulate standard convolution neural networks step by step. The code is available : https://github.com/kimdongsuk1/ NormalizedCNN.

Sparse Inverse Covariance Estimation via an Adaptive Gradient-Based Method

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is numerically very challenging. We address this challenge by developing a new adaptive gradient-based method that carefully combines gradient information with an adaptive step-scaling strategy, which results in a scalable, highly competitive method. Our algorithm, like its predecessors, maximizes an $\ell_1$-norm penalized log-likelihood and has the same per iteration arithmetic complexity as the best methods in its class. Our experiments reveal that our approach outperforms state-of-the-art competitors, often significantly so, for large problems.