Revisiting VAE for Unsupervised Time Series Anomaly Detection: A Frequency Perspective

Time series Anomaly Detection (AD) plays a crucial role for web systems. Various web systems rely on time series data to monitor and identify anomalies in real time, as well as to initiate diagnosis and remediation procedures. Variational Autoencoders (VAEs) have gained popularity in recent decades due to their superior de-noising capabilities, which are useful for anomaly detection. However, our study reveals that VAE-based methods face challenges in capturing long-periodic heterogeneous patterns and detailed short-periodic trends simultaneously. To address these challenges, we propose Frequency-enhanced Conditional Variational Autoencoder (FCVAE), a novel unsupervised AD method for univariate time series. To ensure an accurate AD, FCVAE exploits an innovative approach to concurrently integrate both the global and local frequency features into the condition of Conditional Variational Autoencoder (CVAE) to significantly increase the accuracy of reconstructing the normal data. Together with a carefully designed "target attention" mechanism, our approach allows the model to pick the most useful information from the frequency domain for better short-periodic trend construction. Our FCVAE has been evaluated on public datasets and a large-scale cloud system, and the results demonstrate that it outperforms state-of-the-art methods. This confirms the practical applicability of our approach in addressing the limitations of current VAE-based anomaly detection models.

Tight Regret Bounds for Noisy Optimization of a Brownian Motion

We consider the problem of Bayesian optimization of a one-dimensional Brownian motion in which the $T$ adaptively chosen observations are corrupted by Gaussian noise. We show that as the smallest possible expected simple regret and the smallest possible expected cumulative regret scale as $\Omega(1 / \sqrt{T \log (T)}) \cap \mathcal{O}(\log T / \sqrt{T})$ and $\Omega(\sqrt{T / \log (T)}) \cap \mathcal{O}(\sqrt{T} \cdot \log T)$ respectively. Thus, our upper and lower bounds are tight up to a factor of $\mathcal{O}( (\log T)^{1.5} )$. The upper bound uses an algorithm based on confidence bounds and the Markov property of Brownian motion, and the lower bound is based on a reduction to binary hypothesis testing.

Parameter-Free Spatial Attention Network for Person Re-Identification

Global average pooling (GAP) allows to localize discriminative information for recognition [40]. While GAP helps the convolution neural network to attend to the most discriminative features of an object, it may suffer if that information is missing e.g. due to camera viewpoint changes. To circumvent this issue, we argue that it is advantageous to attend to the global configuration of the object by modeling spatial relations among high-level features. We propose a novel architecture for Person Re-Identification, based on a novel parameter-free spatial attention layer introducing spatial relations among the feature map activations back to the model. Our spatial attention layer consistently improves the performance over the model without it. Results on four benchmarks demonstrate a superiority of our model over the state-of-the-art achieving rank-1 accuracy of 94.7% on Market-1501, 89.0% on DukeMTMC-ReID, 74.9% on CUHK03-labeled and 69.7% on CUHK03-detected.