End-To-End Self-tuning Self-supervised Time Series Anomaly Detection

Time series anomaly detection (TSAD) finds many applications such as monitoring environmental sensors, industry KPIs, patient biomarkers, etc. A two-fold challenge for TSAD is a versatile and unsupervised model that can detect various different types of time series anomalies (spikes, discontinuities, trend shifts, etc.) without any labeled data. Modern neural networks have outstanding ability in modeling complex time series. Self-supervised models in particular tackle unsupervised TSAD by transforming the input via various augmentations to create pseudo anomalies for training. However, their performance is sensitive to the choice of augmentation, which is hard to choose in practice, while there exists no effort in the literature on data augmentation tuning for TSAD without labels. Our work aims to fill this gap. We introduce TSAP for TSA "on autoPilot", which can (self-)tune augmentation hyperparameters end-to-end. It stands on two key components: a differentiable augmentation architecture and an unsupervised validation loss to effectively assess the alignment between augmentation type and anomaly type. Case studies show TSAP's ability to effectively select the (discrete) augmentation type and associated (continuous) hyperparameters. In turn, it outperforms established baselines, including SOTA self-supervised models, on diverse TSAD tasks exhibiting different anomaly types.

HypeBoy: Generative Self-Supervised Representation Learning on Hypergraphs

Hypergraphs are marked by complex topology, expressing higher-order interactions among multiple nodes with hyperedges, and better capturing the topology is essential for effective representation learning. Recent advances in generative self-supervised learning (SSL) suggest that hypergraph neural networks learned from generative self supervision have the potential to effectively encode the complex hypergraph topology. Designing a generative SSL strategy for hypergraphs, however, is not straightforward. Questions remain with regard to its generative SSL task, connection to downstream tasks, and empirical properties of learned representations. In light of the promises and challenges, we propose a novel generative SSL strategy for hypergraphs. We first formulate a generative SSL task on hypergraphs, hyperedge filling, and highlight its theoretical connection to node classification. Based on the generative SSL task, we propose a hypergraph SSL method, HypeBoy. HypeBoy learns effective general-purpose hypergraph representations, outperforming 16 baseline methods across 11 benchmark datasets.

Feature Distribution on Graph Topology Mediates the Effect of Graph Convolution: Homophily Perspective

How would randomly shuffling feature vectors among nodes from the same class affect graph neural networks (GNNs)? The feature shuffle, intuitively, perturbs the dependence between graph topology and features (A-X dependence) for GNNs to learn from. Surprisingly, we observe a consistent and significant improvement in GNN performance following the feature shuffle. Having overlooked the impact of A-X dependence on GNNs, the prior literature does not provide a satisfactory understanding of the phenomenon. Thus, we raise two research questions. First, how should A-X dependence be measured, while controlling for potential confounds? Second, how does A-X dependence affect GNNs? In response, we (i) propose a principled measure for A-X dependence, (ii) design a random graph model that controls A-X dependence, (iii) establish a theory on how A-X dependence relates to graph convolution, and (iv) present empirical analysis on real-world graphs that aligns with the theory. We conclude that A-X dependence mediates the effect of graph convolution, such that smaller dependence improves GNN-based node classification.

Self-Supervision for Tackling Unsupervised Anomaly Detection: Pitfalls and Opportunities

Self-supervised learning (SSL) is a growing torrent that has recently transformed machine learning and its many real world applications, by learning on massive amounts of unlabeled data via self-generated supervisory signals. Unsupervised anomaly detection (AD) has also capitalized on SSL, by self-generating pseudo-anomalies through various data augmentation functions or external data exposure. In this vision paper, we first underline the importance of the choice of SSL strategies on AD performance, by presenting evidences and studies from the AD literature. Equipped with the understanding that SSL incurs various hyperparameters (HPs) to carefully tune, we present recent developments on unsupervised model selection and augmentation tuning for SSL-based AD. We then highlight emerging challenges and future opportunities; on designing new pretext tasks and augmentation functions for different data modalities, creating novel model selection solutions for systematically tuning the SSL HPs, as well as on capitalizing on the potential of pretrained foundation models on AD through effective density estimation.

DSV: An Alignment Validation Loss for Self-supervised Outlier Model Selection

Self-supervised learning (SSL) has proven effective in solving various problems by generating internal supervisory signals. Unsupervised anomaly detection, which faces the high cost of obtaining true labels, is an area that can greatly benefit from SSL. However, recent literature suggests that tuning the hyperparameters (HP) of data augmentation functions is crucial to the success of SSL-based anomaly detection (SSAD), yet a systematic method for doing so remains unknown. In this work, we propose DSV (Discordance and Separability Validation), an unsupervised validation loss to select high-performing detection models with effective augmentation HPs. DSV captures the alignment between an augmentation function and the anomaly-generating mechanism with surrogate losses, which approximate the discordance and separability of test data, respectively. As a result, the evaluation via DSV leads to selecting an effective SSAD model exhibiting better alignment, which results in high detection accuracy. We theoretically derive the degree of approximation conducted by the surrogate losses and empirically show that DSV outperforms a wide range of baselines on 21 real-world tasks.

End-to-End Augmentation Hyperparameter Tuning for Self-Supervised Anomaly Detection

Self-supervised learning (SSL) has emerged as a promising paradigm that presents self-generated supervisory signals to real-world problems, bypassing the extensive manual labeling burden. SSL is especially attractive for unsupervised tasks such as anomaly detection, where labeled anomalies are often nonexistent and costly to obtain. While self-supervised anomaly detection (SSAD) has seen a recent surge of interest, the literature has failed to treat data augmentation as a hyperparameter. Meanwhile, recent works have reported that the choice of augmentation has significant impact on detection performance. In this paper, we introduce ST-SSAD (Self-Tuning Self-Supervised Anomaly Detection), the first systematic approach to SSAD in regards to rigorously tuning augmentation. To this end, our work presents two key contributions. The first is a new unsupervised validation loss that quantifies the alignment between the augmented training data and the (unlabeled) test data. In principle we adopt transduction, quantifying the extent to which augmentation mimics the true anomaly-generating mechanism, in contrast to augmenting data with arbitrary pseudo anomalies without regard to test data. Second, we present new differentiable augmentation functions, allowing data augmentation hyperparameter(s) to be tuned end-to-end via our proposed validation loss. Experiments on two testbeds with semantic class anomalies and subtle industrial defects show that systematically tuning augmentation offers significant performance gains over current practices.

Classification of Edge-dependent Labels of Nodes in Hypergraphs

A hypergraph is a data structure composed of nodes and hyperedges, where each hyperedge is an any-sized subset of nodes. Due to the flexibility in hyperedge size, hypergraphs represent group interactions (e.g., co-authorship by more than two authors) more naturally and accurately than ordinary graphs. Interestingly, many real-world systems modeled as hypergraphs contain edge-dependent node labels, i.e., node labels that vary depending on hyperedges. For example, on co-authorship datasets, the same author (i.e., a node) can be the primary author in a paper (i.e., a hyperedge) but the corresponding author in another paper (i.e., another hyperedge). In this work, we introduce a classification of edge-dependent node labels as a new problem. This problem can be used as a benchmark task for hypergraph neural networks, which recently have attracted great attention, and also the usefulness of edge-dependent node labels has been verified in various applications. To tackle this problem, we propose WHATsNet, a novel hypergraph neural network that represents the same node differently depending on the hyperedges it participates in by reflecting its varying importance in the hyperedges. To this end, WHATsNet models the relations between nodes within each hyperedge, using their relative centrality as positional encodings. In our experiments, we demonstrate that WHATsNet significantly and consistently outperforms ten competitors on six real-world hypergraphs, and we also show successful applications of WHATsNet to (a) ranking aggregation, (b) node clustering, and (c) product return prediction.

Towards Deep Attention in Graph Neural Networks: Problems and Remedies

Graph neural networks (GNNs) learn the representation of graph-structured data, and their expressiveness can be further enhanced by inferring node relations for propagation. Attention-based GNNs infer neighbor importance to manipulate the weight of its propagation. Despite their popularity, the discussion on deep graph attention and its unique challenges has been limited. In this work, we investigate some problematic phenomena related to deep graph attention, including vulnerability to over-smoothed features and smooth cumulative attention. Through theoretical and empirical analyses, we show that various attention-based GNNs suffer from these problems. Motivated by our findings, we propose AEROGNN, a novel GNN architecture designed for deep graph attention. AERO-GNN provably mitigates the proposed problems of deep graph attention, which is further empirically demonstrated with (a) its adaptive and less smooth attention functions and (b) higher performance at deep layers (up to 64). On 9 out of 12 node classification benchmarks, AERO-GNN outperforms the baseline GNNs, highlighting the advantages of deep graph attention. Our code is available at https://github.com/syleeheal/AERO-GNN.

UltraProp: Principled and Explainable Propagation on Large Graphs

Given a large graph with few node labels, how can we (a) identify the mixed network-effect of the graph and (b) predict the unknown labels accurately and efficiently? This work proposes Network Effect Analysis (NEA) and UltraProp, which are based on two insights: (a) the network-effect (NE) insight: a graph can exhibit not only one of homophily and heterophily, but also both or none in a label-wise manner, and (b) the neighbor-differentiation (ND) insight: neighbors have different degrees of influence on the target node based on the strength of connections. NEA provides a statistical test to check whether a graph exhibits network-effect or not, and surprisingly discovers the absence of NE in many real-world graphs known to have heterophily. UltraProp solves the node classification problem with notable advantages: (a) Accurate, thanks to the network-effect (NE) and neighbor-differentiation (ND) insights; (b) Explainable, precisely estimating the compatibility matrix; (c) Scalable, being linear with the input size and handling graphs with millions of nodes; and (d) Principled, with closed-form formula and theoretical guarantee. Applied on eight real-world graph datasets, UltraProp outperforms top competitors in terms of accuracy and run time, requiring only stock CPU servers. On a large real-world graph with 1.6M nodes and 22.3M edges, UltraProp achieves more than 9 times speedup (12 minutes vs. 2 hours) compared to most competitors.

SlenderGNN: Accurate, Robust, and Interpretable GNN, and the Reasons for its Success

Can we design a GNN that is accurate and interpretable at the same time? Could it also be robust to handle the case of homophily, heterophily, or even noisy edges without network effects? We propose SlenderGNN that has all desirable properties: (a) accurate, (b) robust, and (c) interpretable. For the reasons of its success, we had to dig deeper: The result is our GNNLin framework which highlights the fundamental differences among popular GNN models (e.g., feature combination, structural normalization, etc.) and thus reveals the reasons for the success of our SlenderGNN, as well as the reasons for occasional failures of other GNN variants. Thanks to our careful design, SlenderGNN passes all the 'sanity checks' we propose, and it achieves the highest overall accuracy on 9 real-world datasets of both homophily and heterophily graphs, when compared against 10 recent GNN models. Specifically, SlenderGNN exceeds the accuracy of linear GNNs and matches or exceeds the accuracy of nonlinear models with up to 64 times fewer parameters.