PASTA

This is the official implementation of the PASTA: Neural Architecture Search for Anomaly Detection in Multivariate Time Series paper Under Review by IEEE Transactions on Emerging Topics in Computational Intelligence.

Abstract

Time-series anomaly detection uncovers rare errors or intriguing events of interest that significantly deviate from normal patterns. In order to precisely detect anomalies, a detector needs to capture intricate underlying temporal dynamics of a time series, often in multiple scales. Thus, a fixed-designed neural network may not be optimal for capturing such complex dynamics as different time-series data require different learning processes to reflect their unique characteristics. This paper proposes a Prediction-based neural Architecture Search for Time series Anomaly detection framework, dubbed PASTA. Unlike previous work, besides searching for a connection between operations, we design a novel search space to search for optimal connections in the temporal dimension among recurrent cells within/between each layer, i.e., temporal connectivity, and encode them via multi-level configuration encoding networks. Experimental results from both real-world and synthetic benchmarks show that the discovered architectures by PASTA outperform the second-best state-of-the-art baseline by about 23% in F1 and 21% in VUS scores on average, confirming that the design of temporal connectivity is critical for time-series anomaly detection.

Benchmark Datasets

Benchmark	Application Domain	Source	Publication	License
TODS	Synthetic	Generator	NeurIPS	Apache 2.0
ASD	Web Server	Download	KDD	MIT License
PSM	Web Server	Download	KDD	CC BY 4.0
SWaT	Water Treatment Plant	Request	CRITIS	N/A

Pretrained (Model, Performance) Pairs for Performance Predictor

For sequence length $K = 100$, TODS (267.6 MB), ASD (351 MB).

For sequence length $K = 30$, PSM (469.4 MB), SWaT (414 MB).

An example of (model, performance) pairs

{
  "onehot": [array([0., 1., 0., 0., 0., 1., 0., 1., 0., 0., 1., 0., 1., 0., 0., 0., 0.,
        0., 1., 0., 0., 0., 1., 0., 0.]),
 array([[[0., 0., 1., 0., 0., 1., 0., 0., 1., 0.],
         [0., 0., 1., 0., 0., 1., 0., 0., 1., 0.],
         [0., 0., 0., 0., 0., 0., 0., 0., 0., 0.],
         [0., 0., 0., 0., 0., 0., 0., 0., 0., 0.],
         [0., 0., 0., 0., 0., 0., 0., 0., 0., 0.]],
 ...,
 array([[[1., 0., 0., 0., 0.],
         [1., 1., 0., 0., 0.],
         [0., 0., 0., 0., 0.],
         [0., 0., 0., 0., 0.],
         [0., 0., 0., 0., 0.]],
 ...],  #
  "connection": [[[[[ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]]

   [[ 0  0 -1  0]
    [ 0  0 -2  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]]

   [[ 0  0 -1  0]
    [ 0  0 -2  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]]

   ...]]],
  "stats": {
    "datasets": ['asd_0', ..., 'asd_11'],
    "build_time"; [15.236296892166138, ..., 9.724196672439575],
    "train_time": [1453.6974523067474, ..., 996.9426283836365],
    ...
  }, 
  "scores": {
    "datasets": ['asd_0', ..., 'asd_11'],
    "valid": {
      "eTaP": [0.7288074712643677, ..., 0.7185672514619883],
      "eTaR": [0.40148048357274757, ..., 0.06912423343346295],
      "eTaF1" 0.5177476672956607, ..., 0.12611640821353556],
      ...
    },
    ...
  },
  "seed": 7
}

Uniformly Sampled Models for Unsupervised Pretraining of Multi-level Configuration Encoding

$K = 100$: 300K Models (763 MB) and $K = 30$: 600K Models (607 MB)

# loading saved models
arch_matrices = np.load(f'datasets/ARCH_{seq_length}/arch_matrices.npy', allow_pickle=True).item()
graph_configs = np.load(f'datasets/ARCH_{seq_length}/graph_configs.npy', allow_pickle=True)
arch_connections = np.load(f'datasets/ARCH_{seq_length}/arch_connections.npy', allow_pickle=True)

or directly run the following snippet (it will take about minutes to hours depending on the subspace size)

# directly build search space with the given budget
subspace_size = 100
search_space = SearchSpace()
search_space.build_search_space(subspace_size)
arch_matrices = search_space.get_random_architectures(subspace_size, with_adj = True)
graph_configs = search_space.get_architecture_configs(arch_matrices["onehot"])

arch_connections =  []
  for config in tqdm(graph_configs):
    arch_connections.append(search_space.get_architecture_connections(config, seq_length))

An example of untrained models (architectures)

arch_matrices = {
  "onehot": [
  [array([0., 1., 0., 0., 0., 1., 0., 0., 0., 1., 0., 1., 0., 1., 0., 0., 0.,
        0., 0., 1., 0., 0., 0., 0., 1.]),
 array([[[0., 1., 0., 0., 0., 1., 0., 0., 0., 1.],
         [0., 0., 0., 0., 1., 0., 1., 0., 0., 1.],
         [0., 0., 0., 0., 0., 0., 0., 0., 0., 0.],
         [0., 0., 0., 0., 0., 0., 0., 0., 0., 0.],
         [0., 0., 0., 0., 0., 0., 0., 0., 0., 0.]],
 
        [[0., 0., 0., 0., 1., 0., 0., 1., 0., 1.],
         [0., 0., 0., 1., 0., 0., 1., 0., 0., 1.],
         [0., 0., 0., 0., 0., 0., 0., 0., 0., 0.],
         [0., 0., 0., 0., 0., 0., 0., 0., 0., 0.],
         [0., 0., 0., 0., 0., 0., 0., 0., 0., 0.]]]),
 array([[[0., 0., 1., 0.],
         [0., 0., 1., 0.],
         [1., 0., 0., 0.],
         [0., 0., 0., 0.],
         [0., 0., 0., 0.],
         [0., 0., 0., 0.]],
 
        [[0., 0., 1., 0.],
         [0., 1., 0., 0.],
         [0., 0., 1., 0.],
         [0., 0., 0., 0.],
         [0., 0., 0., 0.],
         [0., 0., 0., 0.]]]),
 array([[[1, 0, 0, 0, 0],
         [1, 1, 0, 0, 0],
         [0, 0, 0, 0, 0],
         [0, 0, 0, 0, 0],
         [0, 0, 0, 0, 0]],
 
        [[1, 0, 0, 0, 0],
         [1, 1, 0, 0, 0],
         [0, 0, 0, 0, 0],
         [0, 0, 0, 0, 0],
         [0, 0, 0, 0, 0]]])]
  , ...],  
  "categorical": [
  [array([ 1,  5,  9, 11, 13, 19, 24]),
 array([[[ 1.,  5.,  9.],
         [ 4.,  6.,  9.],
         [-1., -1., -1.],
         [-1., -1., -1.],
         [-1., -1., -1.]],
 
        [[ 4.,  7.,  9.],
         [ 3.,  6.,  9.],
         [-1., -1., -1.],
         [-1., -1., -1.],
         [-1., -1., -1.]]]),
 array([[ 2.,  2.,  0., -1., -1., -1.],
        [ 2.,  1.,  2., -1., -1., -1.]])]
  , ...],
}

graph_configs = [
  [
    array([
    {'scoring': 'square', 'reverse_output': False, 'loss_fn': 'logcosh', 'noise': True, 'n_ae': 2, 'z_dim': 32, 'cell': 'GRU'},
    {'encoder': [
        {'n_units': 32, 'activation': 'tanh', 'dropout': 0.2, 'connection': 'dense_random_skip'}, 
        {'n_units': 256, 'activation': 'sigmoid', 'dropout': 0.2, 'connection': 'default'} ], 
        'encoder_btw': 'feedback', 
     'decoder': [
        {'n_units': 256, 'activation': 'relu', 'dropout': 0.2, 'connection': 'uniform_skip'}, 
        {'n_units': 128, 'activation': 'sigmoid', 'dropout': 0.2, 'connection': 'dense_random_skip'}], 
        'decoder_btw': 'feedback'}],
     dtype=object), 
     ...
]

arch_connections = [
  [[[[[ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]]

   [[ 1  0 -1 -5]
    [ 0  0 -1  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]]

   [[ 1  0 -1 -6]
    [ 0  0 -1  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]]

   ...,
   [[ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]]

   [[ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]]

   [[ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]
    [ 0  0  0  0]]]]],
    ...
]

Usage

Requirements

Python 3.9 with

pip install -r requirements.txt

(Reduced-scale) Examples for Demonstration

Simple search on PSM benchmark: PASTA_Example_Demo.ipynb

Running Script

python Runner.py --data DATA_NAME --gpu GPU_ID --budget BUDGET --z_dim Z_DIM

DATA_NAME: can be one of ["TODS", "ASD", "PSM", "SWaT"] or your own data sets (need additional setup, please see utils/data_loader.py and utils/experiment.py)

GPU_ID: a specific gpu id (default: 0)

BUDGET: a total number of queries

Z_DIM: latent space size of the multi-level configuration encoder

Citation

TBD