Towards Lightweight, Model-Agnostic and Diversity-Aware Active Anomaly Detection

Active Anomaly Discovery (AAD) is flourishing in the anomaly detection research area, which aims to incorporate analysts’ feedback into unsupervised anomaly detectors. However, existing AAD approaches usually prioritize the samples with the highest anomaly scores for user labeling, which hinders the exploration of anomalies that were initially ranked lower. Besides, most existing AAD approaches are specially tailored for a certain unsupervised detector, making it difficult to extend to other detection models. To tackle these problems, we propose a lightweight, model-agnostic and diversity-aware AAD method, named LMADA. In LMADA, we design a diversity-aware sample selector powered by Determinantal Point Process (DPP). It considers the diversity of samples in addition to their anomaly scores for feedback querying. Furthermore, we propose a model-agnostic tuner. It approximates diverse unsupervised detectors with a unified proxy model, based on which the feedback information is incorporated by a lightweight non-linear representation adjuster. Through extensive experiments on 8 public datasets, LMADA achieved 74% F1-Score improvement on average, outperforming other comparative AAD approaches. Besides, LMADA can also achieve significant performance boosting under any unsupervised detectors.