NNG-Mix: Improving Semi-supervised Anomaly Detection with Pseudo-anomaly
  Generation
Hao Dong Gaëtan Frusque Yue Zhao Eleni Chatzi Olga Fink
Anomaly detection (AD) is essential in identifying rare and often critical
events in complex systems, finding applications in fields such as network
intrusion detection, financial fraud detection, and fault detection in
infrastructure and industrial systems. While AD is typically treated as an
unsupervised learning task due to the high cost of label annotation, it is more
practical to assume access to a small set of labeled anomaly samples from
domain experts, as is the case for semi-supervised anomaly detection.
Semi-supervised and supervised approaches can leverage such labeled data,
resulting in improved performance. In this paper, rather than proposing a new
semi-supervised or supervised approach for AD, we introduce a novel algorithm
for generating additional pseudo-anomalies on the basis of the limited labeled
anomalies and a large volume of unlabeled data. This serves as an augmentation
to facilitate the detection of new anomalies. Our proposed algorithm, named
Nearest Neighbor Gaussian Mixup (NNG-Mix), efficiently integrates information
from both labeled and unlabeled data to generate pseudo-anomalies. We compare
the performance of this novel algorithm with commonly applied augmentation
techniques, such as Mixup and Cutout. We evaluate NNG-Mix by training various
existing semi-supervised and supervised anomaly detection algorithms on the
original training data along with the generated pseudo-anomalies. Through
extensive experiments on 57 benchmark datasets in ADBench, reflecting different
data types, we demonstrate that NNG-Mix outperforms other data augmentation
methods. It yields significant performance improvements compared to the
baselines trained exclusively on the original training data. Notably, NNG-Mix
yields up to 16.4%, 8.8%, and 8.0% improvements on Classical, CV, and NLP
datasets in ADBench. Our source code will be available at
https://github.com/donghao51/NNG-Mix.