Graph Spatiotemporal Process for Multivariate Time Series Anomaly Detection with Missing Values

The detection of anomalies in multivariate time series data is crucial for various practical applications, including smart power grids, traffic flow forecasting, and industrial process control. However, real-world time series data is usually not well-structured, posting significant challenges to existing approaches: (1) The existence of missing values in multivariate time series data along variable and time dimensions hinders the effective modeling of interwoven spatial and temporal dependencies, resulting in important patterns being overlooked during model training; (2) Anomaly scoring with irregularly-sampled observations is less explored, making it difficult to use existing detectors for multivariate series without fully-observed values. In this work, we introduce a novel framework called GST-Pro, which utilizes a graph spatiotemporal process and anomaly scorer to tackle the aforementioned challenges in detecting anomalies on irregularly-sampled multivariate time series. Our approach comprises two main components. First, we propose a graph spatiotemporal process based on neural controlled differential equations. This process enables effective modeling of multivariate time series from both spatial and temporal perspectives, even when the data contains missing values. Second, we present a novel distribution-based anomaly scoring mechanism that alleviates the reliance on complete uniform observations. By analyzing the predictions of the graph spatiotemporal process, our approach allows anomalies to be easily detected. Our experimental results show that the GST-Pro method can effectively detect anomalies in time series data and outperforms state-of-the-art methods, regardless of whether there are missing values present in the data. Our code is available: https://github.com/huankoh/GST-Pro.

Correlation-aware Spatial-Temporal Graph Learning for Multivariate Time-series Anomaly Detection

Multivariate time-series anomaly detection is critically important in many applications, including retail, transportation, power grid, and water treatment plants. Existing approaches for this problem mostly employ either statistical models which cannot capture the non-linear relations well or conventional deep learning models (e.g., CNN and LSTM) that do not explicitly learn the pairwise correlations among variables. To overcome these limitations, we propose a novel method, correlation-aware spatial-temporal graph learning (termed CST-GL), for time series anomaly detection. CST-GL explicitly captures the pairwise correlations via a multivariate time series correlation learning module based on which a spatial-temporal graph neural network (STGNN) can be developed. Then, by employing a graph convolution network that exploits one- and multi-hop neighbor information, our STGNN component can encode rich spatial information from complex pairwise dependencies between variables. With a temporal module that consists of dilated convolutional functions, the STGNN can further capture long-range dependence over time. A novel anomaly scoring component is further integrated into CST-GL to estimate the degree of an anomaly in a purely unsupervised manner. Experimental results demonstrate that CST-GL can detect anomalies effectively in general settings as well as enable early detection across different time delays.

Compact Transformer Tracker with Correlative Masked Modeling

Transformer framework has been showing superior performances in visual object tracking for its great strength in information aggregation across the template and search image with the well-known attention mechanism. Most recent advances focus on exploring attention mechanism variants for better information aggregation. We find these schemes are equivalent to or even just a subset of the basic self-attention mechanism. In this paper, we prove that the vanilla self-attention structure is sufficient for information aggregation, and structural adaption is unnecessary. The key is not the attention structure, but how to extract the discriminative feature for tracking and enhance the communication between the target and search image. Based on this finding, we adopt the basic vision transformer (ViT) architecture as our main tracker and concatenate the template and search image for feature embedding. To guide the encoder to capture the invariant feature for tracking, we attach a lightweight correlative masked decoder which reconstructs the original template and search image from the corresponding masked tokens. The correlative masked decoder serves as a plugin for the compact transform tracker and is skipped in inference. Our compact tracker uses the most simple structure which only consists of a ViT backbone and a box head, and can run at 40 fps. Extensive experiments show the proposed compact transform tracker outperforms existing approaches, including advanced attention variants, and demonstrates the sufficiency of self-attention in tracking tasks. Our method achieves state-of-the-art performance on five challenging datasets, along with the VOT2020, UAV123, LaSOT, TrackingNet, and GOT-10k benchmarks. Our project is available at https://github.com/HUSTDML/CTTrack.

eX-ViT: A Novel eXplainable Vision Transformer for Weakly Supervised Semantic Segmentation

Recently vision transformer models have become prominent models for a range of vision tasks. These models, however, are usually opaque with weak feature interpretability. Moreover, there is no method currently built for an intrinsically interpretable transformer, which is able to explain its reasoning process and provide a faithful explanation. To close these crucial gaps, we propose a novel vision transformer dubbed the eXplainable Vision Transformer (eX-ViT), an intrinsically interpretable transformer model that is able to jointly discover robust interpretable features and perform the prediction. Specifically, eX-ViT is composed of the Explainable Multi-Head Attention (E-MHA) module, the Attribute-guided Explainer (AttE) module and the self-supervised attribute-guided loss. The E-MHA tailors explainable attention weights that are able to learn semantically interpretable representations from local patches in terms of model decisions with noise robustness. Meanwhile, AttE is proposed to encode discriminative attribute features for the target object through diverse attribute discovery, which constitutes faithful evidence for the model's predictions. In addition, a self-supervised attribute-guided loss is developed for our eX-ViT, which aims at learning enhanced representations through the attribute discriminability mechanism and attribute diversity mechanism, to localize diverse and discriminative attributes and generate more robust explanations. As a result, we can uncover faithful and robust interpretations with diverse attributes through the proposed eX-ViT.

Transformer Tracking with Cyclic Shifting Window Attention

Transformer architecture has been showing its great strength in visual object tracking, for its effective attention mechanism. Existing transformer-based approaches adopt the pixel-to-pixel attention strategy on flattened image features and unavoidably ignore the integrity of objects. In this paper, we propose a new transformer architecture with multi-scale cyclic shifting window attention for visual object tracking, elevating the attention from pixel to window level. The cross-window multi-scale attention has the advantage of aggregating attention at different scales and generates the best fine-scale match for the target object. Furthermore, the cyclic shifting strategy brings greater accuracy by expanding the window samples with positional information, and at the same time saves huge amounts of computational power by removing redundant calculations. Extensive experiments demonstrate the superior performance of our method, which also sets the new state-of-the-art records on five challenging datasets, along with the VOT2020, UAV123, LaSOT, TrackingNet, and GOT-10k benchmarks.

From Unsupervised to Few-shot Graph Anomaly Detection: A Multi-scale Contrastive Learning Approach

Anomaly detection from graph data is an important data mining task in many applications such as social networks, finance, and e-commerce. Existing efforts in graph anomaly detection typically only consider the information in a single scale (view), thus inevitably limiting their capability in capturing anomalous patterns in complex graph data. To address this limitation, we propose a novel framework, graph ANomaly dEtection framework with Multi-scale cONtrastive lEarning (ANEMONE in short). By using a graph neural network as a backbone to encode the information from multiple graph scales (views), we learn better representation for nodes in a graph. In maximizing the agreements between instances at both the patch and context levels concurrently, we estimate the anomaly score of each node with a statistical anomaly estimator according to the degree of agreement from multiple perspectives. To further exploit a handful of ground-truth anomalies (few-shot anomalies) that may be collected in real-life applications, we further propose an extended algorithm, ANEMONE-FS, to integrate valuable information in our method. We conduct extensive experiments under purely unsupervised settings and few-shot anomaly detection settings, and we demonstrate that the proposed method ANEMONE and its variant ANEMONE-FS consistently outperform state-of-the-art algorithms on six benchmark datasets.

Generative and Contrastive Self-Supervised Learning for Graph Anomaly Detection

Anomaly detection from graph data has drawn much attention due to its practical significance in many critical applications including cybersecurity, finance, and social networks. Existing data mining and machine learning methods are either shallow methods that could not effectively capture the complex interdependency of graph data or graph autoencoder methods that could not fully exploit the contextual information as supervision signals for effective anomaly detection. To overcome these challenges, in this paper, we propose a novel method, Self-Supervised Learning for Graph Anomaly Detection (SL-GAD). Our method constructs different contextual subgraphs (views) based on a target node and employs two modules, generative attribute regression and multi-view contrastive learning for anomaly detection. While the generative attribute regression module allows us to capture the anomalies in the attribute space, the multi-view contrastive learning module can exploit richer structure information from multiple subgraphs, thus abling to capture the anomalies in the structure space, mixing of structure, and attribute information. We conduct extensive experiments on six benchmark datasets and the results demonstrate that our method outperforms state-of-the-art methods by a large margin.