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Semi-supervised anomaly detection methods leverage a few anomaly examples to yield drastically improved performance compared to unsupervised models. However, they still suffer from two limitations: 1) unlabeled anomalies (i.e., anomaly contamination) may mislead the learning process when all the unlabeled data are employed as inliers for model training; 2) only discrete supervision information (such as binary or ordinal data labels) is exploited, which leads to suboptimal learning of anomaly scores that essentially take on a continuous distribution. Therefore, this paper proposes a novel semi-supervised anomaly detection method, which devises \textit{contamination-resilient continuous supervisory signals}. Specifically, we propose a mass interpolation method to diffuse the abnormality of labeled anomalies, thereby creating new data samples labeled with continuous abnormal degrees. Meanwhile, the contaminated area can be covered by new data samples generated via combinations of data with correct labels. A feature learning-based objective is added to serve as an optimization constraint to regularize the network and further enhance the robustness w.r.t. anomaly contamination. Extensive experiments on 11 real-world datasets show that our approach significantly outperforms state-of-the-art competitors by 20%-30% in AUC-PR and obtains more robust and superior performance in settings with different anomaly contamination levels and varying numbers of labeled anomalies. The source code is available at https://github.com/xuhongzuo/rosas/., Comment: Accepted by Information Processing and Management (IP&M)

Due to the unsupervised nature of anomaly detection, the key to fueling deep models is finding supervisory signals. Different from current reconstruction-guided generative models and transformation-based contrastive models, we devise novel data-driven supervision for tabular data by introducing a characteristic -- scale -- as data labels. By representing varied sub-vectors of data instances, we define scale as the relationship between the dimensionality of original sub-vectors and that of representations. Scales serve as labels attached to transformed representations, thus offering ample labeled data for neural network training. This paper further proposes a scale learning-based anomaly detection method. Supervised by the learning objective of scale distribution alignment, our approach learns the ranking of representations converted from varied subspaces of each data instance. Through this proxy task, our approach models inherent regularities and patterns within data, which well describes data "normality". Abnormal degrees of testing instances are obtained by measuring whether they fit these learned patterns. Extensive experiments show that our approach leads to significant improvement over state-of-the-art generative/contrastive anomaly detection methods., Comment: Accepted by ICML 2023

Time series anomaly detection is instrumental in maintaining system availability in various domains. Current work in this research line mainly focuses on learning data normality deeply and comprehensively by devising advanced neural network structures and new reconstruction/prediction learning objectives. However, their one-class learning process can be misled by latent anomalies in training data (i.e., anomaly contamination) under the unsupervised paradigm. Their learning process also lacks knowledge about the anomalies. Consequently, they often learn a biased, inaccurate normality boundary. To tackle these problems, this paper proposes calibrated one-class classification for anomaly detection, realizing contamination-tolerant, anomaly-informed learning of data normality via uncertainty modeling-based calibration and native anomaly-based calibration. Specifically, our approach adaptively penalizes uncertain predictions to restrain irregular samples in anomaly contamination during optimization, while simultaneously encouraging confident predictions on regular samples to ensure effective normality learning. This largely alleviates the negative impact of anomaly contamination. Our approach also creates native anomaly examples via perturbation to simulate time series abnormal behaviors. Through discriminating these dummy anomalies, our one-class learning is further calibrated to form a more precise normality boundary. Extensive experiments on ten real-world datasets show that our model achieves substantial improvement over sixteen state-of-the-art contenders., Comment: Accepted by IEEE Transactions on Knowledge and Data Engineering (TKDE)