Abstract:Time Series Anomaly Detection (TSAD) finds widespread applications across various domains such as financial markets, industrial production, and healthcare. Its primary objective is to learn the normal patterns of time series data, thereby identifying deviations in test samples. Most existing TSAD methods focus on modeling data from the temporal dimension, while ignoring the semantic information in the spatial dimension. To address this issue, we introduce a novel approach, called Spatial-Temporal Normality learning (STEN). STEN is composed of a sequence Order prediction-based Temporal Normality learning (OTN) module that captures the temporal correlations within sequences, and a Distance prediction-based Spatial Normality learning (DSN) module that learns the relative spatial relations between sequences in a feature space. By synthesizing these two modules, STEN learns expressive spatial-temporal representations for the normal patterns hidden in the time series data. Extensive experiments on five popular TSAD benchmarks show that STEN substantially outperforms state-of-the-art competing methods. Our code is available at https://github.com/mala-lab/STEN.
Abstract:The question of what kind of convolutional neural network (CNN) structure performs well is fascinating. In this work, we move toward the answer with one more step by connecting zero stability and model performance. Specifically, we found that if a discrete solver of an ordinary differential equation is zero stable, the CNN corresponding to that solver performs well. We first give the interpretation of zero stability in the context of deep learning and then investigate the performance of existing first- and second-order CNNs under different zero-stable circumstances. Based on the preliminary observation, we provide a higher-order discretization to construct CNNs and then propose a zero-stable network (ZeroSNet). To guarantee zero stability of the ZeroSNet, we first deduce a structure that meets consistency conditions and then give a zero stable region of a training-free parameter. By analyzing the roots of a characteristic equation, we theoretically obtain the optimal coefficients of feature maps. Empirically, we present our results from three aspects: We provide extensive empirical evidence of different depth on different datasets to show that the moduli of the characteristic equation's roots are the keys for the performance of CNNs that require historical features; Our experiments show that ZeroSNet outperforms existing CNNs which is based on high-order discretization; ZeroSNets show better robustness against noises on the input. The source code is available at \url{https://github.com/LongJin-lab/ZeroSNet}.
Abstract:Deep neural networks often suffer from poor performance or even training failure due to the ill-conditioned problem, the vanishing/exploding gradient problem, and the saddle point problem. In this paper, a novel method by acting the gradient activation function (GAF) on the gradient is proposed to handle these challenges. Intuitively, the GAF enlarges the tiny gradients and restricts the large gradient. Theoretically, this paper gives conditions that the GAF needs to meet, and on this basis, proves that the GAF alleviates the problems mentioned above. In addition, this paper proves that the convergence rate of SGD with the GAF is faster than that without the GAF under some assumptions. Furthermore, experiments on CIFAR, ImageNet, and PASCAL visual object classes confirm the GAF's effectiveness. The experimental results also demonstrate that the proposed method is able to be adopted in various deep neural networks to improve their performance. The source code is publicly available at https://github.com/LongJin-lab/Activated-Gradients-for-Deep-Neural-Networks.
Abstract:Understanding the evolutionary patterns of real-world evolving complex systems such as human interactions, transport networks, biological interactions, and computer networks has important implications in our daily lives. Predicting future links among the nodes in such networks reveals an important aspect of the evolution of temporal networks. To analyse networks, they are mapped to adjacency matrices, however, a single adjacency matrix cannot represent complex relationships (e.g. temporal pattern), and therefore, some approaches consider a simplified representation of temporal networks but in high-dimensional and generally sparse matrices. As a result, adjacency matrices cannot be directly used by machine learning models for making network or node level predictions. To overcome this problem, automated frameworks are proposed for learning low-dimensional vectors for nodes or edges, as state-of-the-art techniques in predicting temporal patterns in networks such as link prediction. However, these models fail to consider temporal dimensions of the networks. This gap motivated us to propose in this research a new node embedding technique which exploits the evolving nature of the networks considering a simple three-layer graph neural network at each time step, and extracting node orientation by Given's angle method. To prove our proposed algorithm's efficiency, we evaluated the efficiency of our proposed algorithm against six state-of-the-art benchmark network embedding models, on four real temporal networks data, and the results show our model outperforms other methods in predicting future links in temporal networks.