InDiD: Instant Disorder Detection via a Principled Neural Network

For sequential data, a change point is a moment of abrupt regime switch in data streams. Such changes appear in different scenarios, including simpler data from sensors and more challenging video surveillance data. We need to detect disorders as fast as possible. Classic approaches for change point detection (CPD) might underperform for semi-structured sequential data because they cannot process its structure without a proper representation. We propose a principled loss function that balances change detection delay and time to a false alarm. It approximates classic rigorous solutions but is differentiable and allows representation learning for deep models. We consider synthetic sequences, real-world data sensors and videos with change points. We carefully labelled available video data with change point moments and released it for the first time. Experiments suggest that complex data require meaningful representations tailored for the specificity of the CPD task --- and our approach provides them outperforming considered baselines. For example, for explosion detection in video, the F1 score for our method is 0.53 compared to baseline scores of 0.31 and 0.35.