Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a time series segmentation approach based on convolutional neural networks (CNN) for anomaly detection. Moreover, we propose a transfer learning framework that pretrains a model on a large-scale synthetic univariate time series data set and then fine-tunes its weights on small-scale, univariate or multivariate data sets with previously unseen classes of anomalies. For the multivariate case, we introduce a novel network architecture. The approach was tested on multiple synthetic and real data sets successfully.
Our transfer learning work follows the success of deep transfer learning in image and natural language processing. The design of synthetic pre-training data was in part inspired by @cite_18 . Our fine-tuning strategies incorporated some techniques presented in the Fast.AI courses https: www.fast.ai .
@cite_18
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Training a deep convolutional neural network (CNN) from scratch is difficult because it requires a large amount of labeled training data and a great deal of expertise to ensure proper convergence. A promising alternative is to fine-tune a CNN that has been pre-trained using, for instance, a large set of labeled natural images. However, the substantial differences between natural and medical images may advise against such knowledge transfer. In this paper, we seek to answer the following central question in the context of medical image analysis: Can the use of pre-trained deep CNNs with sufficient fine-tuning eliminate the need for training a deep CNN from scratch? To address this question, we considered four distinct medical imaging applications in three specialties (radiology, cardiology, and gastroenterology) involving classification, detection, and segmentation from three different imaging modalities, and investigated how the performance of deep CNNs trained from scratch compared with the pre-trained CNNs fine-tuned in a layer-wise manner. Our experiments consistently demonstrated that 1) the use of a pre-trained CNN with adequate fine-tuning outperformed or, in the worst case, performed as well as a CNN trained from scratch; 2) fine-tuned CNNs were more robust to the size of training sets than CNNs trained from scratch; 3) neither shallow tuning nor deep tuning was the optimal choice for a particular application; and 4) our layer-wise fine-tuning scheme could offer a practical way to reach the best performance for the application at hand based on the amount of available data. We propose a novel unsupervised learning approach to build features suitable for object detection and classification. The features are pre-trained on a large dataset without human annotation and later transferred via fine-tuning on a different, smaller and labeled dataset. The pre-training consists of solving jigsaw puzzles of natural images. To facilitate the transfer of features to other tasks, we introduce the context-free network (CFN), a siamese-ennead convolutional neural network. The features correspond to the columns of the CFN and they process image tiles independently (i.e., free of context). The later layers of the CFN then use the features to identify their geometric arrangement. Our experimental evaluations show that the learned features capture semantically relevant content. We pre-train the CFN on the training set of the ILSVRC2012 dataset and transfer the features on the combined training and validation set of Pascal VOC 2007 for object detection (via fast RCNN) and classification. These features outperform all current unsupervised features with (51.8 , ) for detection and (68.6 , ) for classification, and reduce the gap with supervised learning ( (56.5 , ) and (78.2 , ) respectively). Transfer learning for deep neural networks is the process of first training a base network on a source dataset, and then transferring the learned features (the network’s weights) to a second network to be trained on a target dataset. This idea has been shown to improve deep neural network’s generalization capabilities in many computer vision tasks such as image recognition and object localization. Apart from these applications, deep Convolutional Neural Networks (CNNs) have also recently gained popularity in the Time Series Classification (TSC) community. However, unlike for image recognition problems, transfer learning techniques have not yet been investigated thoroughly for the TSC task. This is surprising as the accuracy of deep learning models for TSC could potentially be improved if the model is fine-tuned from a pre-trained neural network instead of training it from scratch. In this paper, we fill this gap by investigating how to transfer deep CNNs for the TSC task. To evaluate the potential of transfer learning, we performed extensive experiments using the UCR archive which is the largest publicly available TSC benchmark containing 85 datasets. For each dataset in the archive, we pre-trained a model and then fine-tuned it on the other datasets resulting in 7140 different deep neural networks. These experiments revealed that transfer learning can improve or degrade the models predictions depending on the dataset used for transfer. Therefore, in an effort to predict the best source dataset for a given target dataset, we propose a new method relying on Dynamic Time Warping to measure inter-datasets similarities. We describe how our method can guide the transfer to choose the best source dataset leading to an improvement in accuracy on 71 out of 85 datasets. Despite the remarkable success of Deep RL in learning control policies from raw pixels, the resulting models do not generalize. We demonstrate that a trained agent fails completely when facing small visual changes, and that fine-tuning---the common transfer learning paradigm---fails to adapt to these changes, to the extent that it is faster to re-train the model from scratch. We show that by separating the visual transfer task from the control policy we achieve substantially better sample efficiency and transfer behavior, allowing an agent trained on the source task to transfer well to the target tasks. The visual mapping from the target to the source domain is performed using unaligned GANs, resulting in a control policy that can be further improved using imitation learning from imperfect demonstrations. We demonstrate the approach on synthetic visual variants of the Breakout game, as well as on transfer between subsequent levels of Road Fighter, a Nintendo car-driving game. A visualization of our approach can be seen in this https URL and this https URL .