In this paper, we attack the anomaly detection problem by directly modeling the data distribution with deep architectures. We propose deep structured energy based models (DSEBMs), where the energy function is the output of a deterministic deep neural network with structure. We develop novel model architectures to integrate EBMs with different types of data such as static data, sequential data, and spatial data, and apply appropriate model architectures to adapt to the data structure. Our training algorithm is built upon the recent development of score matching \cite{sm}, which connects an EBM with a regularized autoencoder, eliminating the need for complicated sampling method. Statistically sound decision criterion can be derived for anomaly detection purpose from the perspective of the energy landscape of the data distribution. We investigate two decision criteria for performing anomaly detection: the energy score and the reconstruction error. Extensive empirical studies on benchmark tasks demonstrate that our proposed model consistently matches or outperforms all the competing methods.

本研究提出了深度结构化能量模型，其中能量函数是具有结构的确定性深度神经网络的输出，该模型可以应用于不同类型数据的结构，通过训练算法提高异常检测准确性。

深度结构化能量模型在异常检测中的应用