Label-Efficient Interactive Time-Series Anomaly Detection

TL;DR

This paper introduces LEIAD, a system that combines weak supervision and active learning to improve time-series anomaly detection with minimal user interaction and automatic labeling functions.

Contribution

The paper presents a novel interactive system that enhances unsupervised anomaly detection in time-series data through automatic labeling functions and minimal user input.

Findings

Outperforms existing weak supervision and active learning methods

Effective in real industrial scenarios

Requires only a small amount of labeled data

Abstract

Time-series anomaly detection is an important task and has been widely applied in the industry. Since manual data annotation is expensive and inefficient, most applications adopt unsupervised anomaly detection methods, but the results are usually sub-optimal and unsatisfactory to end customers. Weak supervision is a promising paradigm for obtaining considerable labels in a low-cost way, which enables the customers to label data by writing heuristic rules rather than annotating each instance individually. However, in the time-series domain, it is hard for people to write reasonable labeling functions as the time-series data is numerically continuous and difficult to be understood. In this paper, we propose a Label-Efficient Interactive Time-Series Anomaly Detection (LEIAD) system, which enables a user to improve the results of unsupervised anomaly detection by performing only a small amount of interactions with the system. To achieve this goal, the system integrates weak supervision and active learning collaboratively while generating labeling functions automatically using only a few labeled data. All of these techniques are complementary and can promote each other in a reinforced manner. We conduct experiments on three time-series anomaly detection datasets, demonstrating that the proposed system is superior to existing solutions in both weak supervision and active learning areas. Also, the system has been tested in a real scenario in industry to show its practicality.