Abstract
Anomaly Detection can be viewed as an open problem despite the growing plethora of known anomaly detection techniques. The applicability of various anomaly detectors can vary depending on the application area and problem settings. Especially in the Big Data industrial setting, an important problem is inference speed, which may render even a highly accurate anomaly detector useless. In this paper, we propose to address this problem by training a surrogate neural network based on an auxiliary training set approximating the source anomaly detector output. We show that existing anomaly detectors can be approximated with high accuracy and with application-enabling inference speed. We compare our approach to a number of state-of-the-art algorithms: one class k-nearest-neighbors (kNN), local outlier factor, isolation forest, auto-encoder and two types of generative adversarial networks. We perform this comparison in the context of an important problem in cyber-security—the discovery of outlying (and thus suspicious) events in large-scale computer network traffic. Our results show that the proposed approach can successfully replace the most accurate but prohibitively slow kNN. Moreover, we observe that the surrogate neural network may even improve the kNN accuracy. Finally, we discuss various implications that the proposed approach can have while reducing the complexity of applied anomaly detection systems.
Similar content being viewed by others
Explore related subjects
Discover the latest articles, news and stories from top researchers in related subjects.References
Akcay S, Atapour-Abarghouei A, Breckon TP (2019) Ganomaly: semi-supervised anomaly detection via adversarial training. In: Jawahar CV, Li H, Mori G, Schindler K (eds) Computer vision—ACCV 2018. Springer, Cham, pp 622–637
Aleskerov E, Freisleben B, Rao B (1997) Cardwatch: a neural network based database mining system for credit card fraud detection. In: Proceedings of the IEEE/IAFE 1997 computational intelligence for financial engineering, pp 220–226. https://doi.org/10.1109/CIFER.1997.618940
Altman D, Machin D, Bryant T, Gardner M (2013) Statistics with confidence: confidence intervals and statistical guidelines. Wiley
An J, Cho S (2015) Variational autoencoder based anomaly detection using reconstruction probability. Technical report
Angiulli F, Pizzuti C (2002) Fast outlier detection in high dimensional spaces. In: European conference on principles of data mining and knowledge discovery, pp 15–27. Springer
Bentley JL (1975) Multidimensional binary search trees used for associative searching. Commun ACM 18(9):509–517
Bergman L, Cohen N, Hoshen Y (2020) Deep nearest neighbor anomaly detection. arXiv preprint arXiv:2002.10445
Beygelzimer A, Kakade S, Langford J (2006) Cover trees for nearest neighbor. In: Proceedings of the 23rd international conference on Machine learning, pp 97–104. ACM
Breunig MM, Kriegel HP, Ng RT, Sander J (2000) Lof: identifying density-based local outliers. In: Proceedings of the 2000 ACM SIGMOD international conference on Management of data, pp 93–104
Brown CD, Davis HT (2006) Receiver operating characteristics curves and related decision measures: a tutorial. Chem. Intel. Lab. Syst. 80(1):24–38
Cannady J (1998) Artificial neural networks for misuse detection. In: National information systems security conference, pp 368–81
Chalapathy R, Chawla S (2019) Deep learning for anomaly detection: a survey
Chandola V, Banerjee A, Kumar V (2009) Anomaly detection: a survey. ACM Comput Surv (CSUR) 41(3):15
Chiang A, Yeh YR (2015) Anomaly detection ensembles: In defense of the average. In: 2015 IEEE/WIC/ACM international conference on web intelligence and intelligent agent technology (WI-IAT), vol 3, pp 207–210. IEEE
Dau HA, Ciesielski V, Song A (2014) Anomaly detection using replicator neural networks trained on examples of one class. In: Asia-Pacific conference on simulated evolution and learning, pp 311–322. Springer
Demuth HB, Beale MH, De Jess O, Hagan MT (2014) Neural network design. Martin Hagan
Demšar J (2006) Statistical comparisons of classifiers over multiple data sets. J Mach Learn Res 7, 1–30. http://dl.acm.org/citation.cfm?id=1248547.1248548
Dua D, Graff C (2017) UCI machine learning repository. http://archive.ics.uci.edu/ml
Emmott AF, Das S, Dietterich T, Fern A, Wong WK (2013) Systematic construction of anomaly detection benchmarks from real data. In: Proceedings of the ACM SIGKDD workshop on outlier detection and description, ODD ’13, pp 16–21. ACM, New York, NY, USA. https://doi.org/10.1145/2500853.2500858
Flusser M, Pevný T, Somol P (2018) Density-approximating neural network models for anomaly detection. In: ACM SIGKDD workshop on outlier detection de-constructed. London, United Kingdom
Flusser M, Somol P (2021) Adaptive approach for density-approximating neural network models for anomaly detection. In: Herrero Á, Cambra C, Urda D, Sedano J, Quintián H, Corchado E (eds) 13th international conference on computational intelligence in security for information systems (CISIS 2020). Springer, Cham, pp 415–425
Friedman JH, Bentley JL, Finkel RA (1977) An algorithm for finding best matches in logarithmic expected time. ACM Trans Math Softw (TOMS) 3(3):209–226
Garcia S, Derrac J, Cano J, Herrera F (2012) Prototype selection for nearest neighbor classification: taxonomy and empirical study. IEEE Trans Pattern Anal Mach Intel 34(3):417–435. https://doi.org/10.1109/TPAMI.2011.142
Goodfellow I, Bengio Y, Courville A (2016) Deep larning. MIT Press. http://www.deeplearningbook.org
Goyal S, Raghunathan A, Jain M, Simhadri HV, Jain P (2020) Drocc: deep robust one-class classification. In: International conference on machine learning, pp 3711–3721. PMLR
Grill M, Pevnỳ T (2016) Learning combination of anomaly detectors for security domain. Comput Networks 107:55–63
Grim J, Somol P, Haindl M, Danes J (2009) Computer-aided evaluation of screening mammograms based on local texture models. IEEE Trans Image Process 18(4):765–773. https://doi.org/10.1109/TIP.2008.2011168
Gu X, Akoglu L, Rinaldo A (2019) Statistical analysis of nearest neighbor methods for anomaly detection. arXiv preprint arXiv:1907.03813
Hariri S, Carrasco Kind M, Brunner RJ (2019) Extended isolation forest. IEEE Trans Knowl Data Eng, p 1–1. https://doi.org/10.1109/tkde.2019.2947676
Hendrycks D, Mazeika M, Dietterich T (2018) Deep anomaly detection with outlier exposure. arXiv preprint arXiv:1812.04606
Jiang W, Hong Y, Zhou B, He X, Cheng C (2019) A gan-based anomaly detection approach for imbalanced industrial time series. IEEE Access 7:143608–143619. https://doi.org/10.1109/ACCESS.2019.2944689
Kim J, Scott CD (2012) Robust kernel density estimation. J Mach Learn Res 13(Sep), 2529–2565
Kingma DP, Ba J (2014) Adam: a method for stochastic optimization. arXiv preprint arXiv:1412.6980
Kohout J, et al. (2016) Detection of malicious network connections. https://patents.google.com/patent/US9344441B2/. Cisco Technology, Inc., San Jose, CA (US), US Patent 9,344,441 B2
Kriegel HP, Kröger P, Schubert E, Zimek A (2009) Loop: local outlier probabilities. In: Proceedings of the 18th ACM conference on information and knowledge management, pp 1649–1652
Liu FT, Ting KM, Zhou ZH (2008) Isolation forest. In: 2008 eighth IEEE international conference on data mining, pp 413–422. IEEE
Loader CR (1996) Local likelihood density estimation. Ann Statist 24(4):1602–1618. https://doi.org/10.1214/aos/1032298287
Mika S, Schölkopf B, Smola AJ, Müller KR, Scholz M, Rätsch G (1999) Kernel PCA and de-noising in feature spaces. In: Advances in neural information processing systems, pp 536–542
Mittal S (2019) A survey on optimized implementation of deep learning models on the nvidia jetson platform. J Syst Arch 97:428–442. https://doi.org/10.1016/j.sysarc.2019.01.011. https://www.sciencedirect.com/science/article/pii/S1383762118306404
Mukkamala S, Janoski G, Sung A (2002) Intrusion detection using neural networks and support vector machines. In: Neural Networks, 2002. IJCNN’02. Proceedings of the 2002 International Joint Conference on, vol 2, pp 1702–1707. IEEE
Perini L, Vercruyssen V, Davis J (2020) Quantifying the confidence of anomaly detectors in their example-wise predictions. In: The European conference on machine learning and principles and practice of knowledge discovery in databases. Springer
Pevný T (2016) Loda: lightweight on-line detector of anomalies. Mach Learn 102(2):275–304
Platt J et al (1999) Probabilistic outputs for support vector machines and comparisons to regularized likelihood methods. Adv Large Margin Class 10(3):61–74
Russel SJ, Norvig P (2014) Artificial intelligence: a modern approach. Pearson Education Limited, UK
Ryan J, Lin MJ, Miikkulainen R (1998) Intrusion detection with neural networks. In: Advances in neural information processing systems, pp 943–949
Sakurada M, Yairi T (2014) Anomaly detection using autoencoders with nonlinear dimensionality reduction. In: Proceedings of the MLSDA 2014 2nd workshop on machine learning for sensory data analysis, MLSDA’14, pp 4:4–4:11. ACM, NY, USA. https://doi.org/10.1145/2689746.2689747
Sarasamma ST, Zhu QA, Huff J (2005) Hierarchical kohonenen net for anomaly detection in network security. IEEE Tran Syst Man Cybern Part B 35(2):302–312
Schlegl T, Seeböck P, Waldstein SM, Langs G, Schmidt-Erfurth U (2019) f-anogan: fast unsupervised anomaly detection with generative adversarial networks. Med Image Anal 54:30–44. https://doi.org/10.1016/j.media.2019.01.010
Schölkopf B, Platt JC, Shawe-Taylor J, Smola AJ, Williamson RC (2001) Estimating the support of a high-dimensional distribution. Neural comput 13(7):1443–1471
Shoemaker L, Hall LO (2011) Anomaly detection using ensembles. In: International workshop on multiple classifier systems, pp 6–15. Springer
Škvára V, Franců J, Zorek M, Pevný T, Šmídl V (2021) Comparison of anomaly detectors: context matters. IEEE Trans Neural Networks Learn Syst 33(6):2494–2507. https://doi.org/10.1109/TNNLS.2021.3116269
Škvára V, Pevný T, Šmídl V (2018) Are generative deep models for novelty detection truly better?
Staerman G, Mozharovskyi P, Clémençon S, d’Alché Buc F (2019) Functional isolation forest
Tama BA, Nkenyereye L, Islam SR, Kwak KS (2020) An enhanced anomaly detection in web traffic using a stack of classifier ensemble. IEEE Access 8:24120–24134
Ting KM, Zhu Y, Zhou ZH (2018) Isolation kernel and its effect on svm. In: Proceedings of the 24th ACM SIGKDD international conference on knowledge discovery and data mining, pp 2329–2337
Uhlmann JK (1991) Satisfying general proximity/similarity queries with metric trees. Inf Process Lett 40(4):175–179
Vanerio J, Casas P (2017) Ensemble-learning approaches for network security and anomaly detection. In: Proceedings of the workshop on big data analytics and Machine learning for data communication networks, pp 1–6
Vincent P, Larochelle H, Bengio Y, Manzagol PA (2008) Extracting and composing robust features with denoising autoencoders. In: Proceedings of the 25th international conference on machine learning, pp 1096–1103. ACM
Vincent P, Larochelle H, Lajoie I, Bengio Y, Manzagol PA (2010) Stacked denoising autoencoders: Learning useful representations in a deep network with a local denoising criterion. J Mach Learn Res 11(Dec):3371–3408
Yeung DY, Chow C (2002) Parzen-window network intrusion detectors. In: Object recognition supported by user interaction for service robots, vol 4, pp 385–388. IEEE
Zenati H, Foo CS, Lecouat B, Manek G, Chandrasekhar VR (2018) Efficient gan-based anomaly detection. CoRR abs/1802.06222. arXiv:1802.06222
Zhai S, Cheng Y, Lu W, Zhang Z (2016) Deep structured energy based models for anomaly detection. In: Proceedings of the 33rd international conference on international conference on machine learning, Vol 48, ICML’16, pp 1100–1109. JMLR.org. http://dl.acm.org/citation.cfm?id=3045390.3045507
Zhao M, Saligrama V (2009) Anomaly detection with score functions based on nearest neighbor graphs. In: Advances in neural information processing systems, pp 2250–2258
Zhao Z, Mehrotra KG, Mohan CK (2015) Ensemble algorithms for unsupervised anomaly detection. In: International conference on industrial, engineering and other applications of applied intelligent Systems, pp 514–525. Springer
Funding
This work has been supported by the Grant Agency of the Czech Technical University in Prague, Grant No. SGS20/188/OHK4/3T/14.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflicts of interest
The authors declare no conflicts of interest. All authors have seen the manuscript and approved the submission to the journal. We confirm that the content of the manuscript has not been published or submitted for publication elsewhere.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
We would like to thank Jan Brabec for consultations and for sharing expertise in the field. This work has been supported by the Grant Agency of the Czech Technical University in Prague, grant No.SGS20/188/OHK4/3T/14.
Rights and permissions
About this article
Cite this article
Flusser, M., Somol, P. Efficient anomaly detection through surrogate neural networks. Neural Comput & Applic 34, 20491–20505 (2022). https://doi.org/10.1007/s00521-022-07506-9
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00521-022-07506-9