DONUT- Anomaly detection Algorithm ignores the relationship between sliding windows? - time-series

I'm trying to understand the paper : https://netman.aiops.org/wp-content/uploads/2018/05/PID5338621.pdf about Robust and Rapid Clustering of KPIs for Large-Scale Anomaly Detection.
Clustering is done using ROCKA algorithm.
Steps:
1.) Preprocessing is conducted on the raw KPI data to remove amplitude differences and standardize data.
2.) In baseline extraction step, we reduce noises, remove the extreme values (which are likely anomalies), and extract underlying shapes, referred to as baselines, of KPIs. It's done by applying moving average with a small sliding window.
3.) Clustering is then conducted on the baselines of sampled KPIs, with robustness against phase shifts and noises.
4.) Finally, we calculate the centroid of each cluster, then assign the unlabeled KPIs by their distances to these centroids.
I understand ROCKA mechanism.
Now, i'm trying to understand DONUT algorithm which is applied for "Anomaly Detection".
How it works is :
DONUT applies sliding windows over the KPI to get short series x and tries to recognize what normal patterns x follows. The indicator is then calculated by the difference between reconstructed normal patterns and x to show the severity of anomalies. In practice, a threshold should be selected for each KPI. A data point with an indicator value larger than the threshold is regarded as an anomaly.
Now my question is :
IT seems like DONUT is not robust enough against time information related anomalies. Meaning that it works on a set of sliding windows and it ignores the relationship between windows. So the window becomes a very critical parameter here. So it might generate high false positives. What I'm understanding wrong here?
Please help and make me understand how DONUT will capture the relationship between sliding windows.

Related

Change point detection on curve segments

I have a time series of trajectories with X,Y coordinates, with a known start and finish. And I need a change point detection algorithm able to detect changes in the "curve" of each series (one algorithm for all series and future ones that may come). The problem is that the curves are quite different between them, nevertheless most of the time a human eye can easly spot the change point.
The CPD should be bases in the curve, so not mean nor variance. I have tried creating a basic regression + cost minimitzation algoithm with poor results. I am using python. Any ideas of algorithms/libraries I could use?
An example of the data:
The green cross is the change point.
1:

which power of the feature should i train with? regression

I have a explanatory variable x and a response variable y. I am trying to find which power of the feature i should train with. You can ignore the colors for my question. the scatter data is from the sensor and the line plot is the theoretical curve from the lab, which you can also ignore for my question.
For this answer I understand you want to obtain some polynomial curve going through the croissant shaped zone where points are dense.
Also I assume that the independent variable is on the horizontal axis, while the dependent is on the vertical one. Otherwise as you can see from the blue line, there is no functional that could give you this.
Now to select the degree of polynomial you can use stepwise regression.
This is about running the regression with more or less features one at a time (i.e decrease or increase the degree of polynomial in this case), and calculating a score such as AIC, BIC, or even adjusted R2 to assess if it's worth it or not to add or remove this feature.

Intuition behind data preprocessing in ML

I'm going through CS231n to understand the basics of neural networks.
Attached is the slide in which Justin (the tutor) gives the reasoning for why data preprocessing is required and I don't completely understand. The explanation given is similar to the one given on the slide and I don't get it. The slide is below.
The second question I have is: is it actually normalisation or standardisation? This link implies that it is standardisation, whereas the course material says it is normalisation.
Any help will be appreciated.
A) The meaning of "less sensitive to small changes in weights" can easily be visualized. Imagine to operate a little change in the weights of the drawn hyperplane, i.e. rotate it a bit. If the samples are located around the origin, you'll notice that they can still be correctly classified. If they're far away from the origin, the same little change in weights will lead to bigger misclassifications.
B) Sometimes standardization and normalization are used interchangeably.
Standardization: I quote from Machine Learning and Pattern Recognition by Bishop : "For the purposes of this example, we have made a linear re-scaling of the data, known as standardizing, such that each of the variables has zero mean and unit standard deviation."
Normalization could be e.g. min-max normalization when you scale all feature values to the [0,1] range, or feature vector normalization when you divide the feature vector by its modulus.

OpenCV - Feature Matching vs Optical Flow

I am interested in making a motion tracking app using OpenCV, and there has been a wealth of information available online. However, I am a tad confused between feature matching and tracking features using a sparse optical flow algorithm such as Lucas-Kanade. With that in mind, I have the following questions:
What is the main difference between the two (feature matching and optical flow) if I have specified a region of pixels to track? I'm not interested in tracking in real time, if that helps clear up any assumptions.
In addition, since I'm not doing real time tracking, is it a better idea to use dense optical flow (Farneback) to keep track of the pixels in my specified region of interest?
Thank you.
I would like to add a few thoughts about that theme since I found this a very interesting question too.
As said before Feature Matching is a technique that is based on:
A feature detection step which returns a set of so called feature points. These feature points are located at positions with salient image structures, e.g. edge-like structures when you are using FAST or blob like structures if you are using SIFT or SURF.
The second step is the matching. The association of feature points extracted from two different images. The matching is based on local visual descriptors, e.g. histogram of gradients or binary patterns, that are locally extracted around the feature positions. The descriptor is a feature vector and associated feature point pairs are pairs a minimal feature vector distances.
Most feature matching methods are scale and rotation invariant and are robust for changes in illuminations (e.g caused by shadow or different contrast). Thus these methods can be applied to image sequences but are more often used to align image pairs captured from different views or with different devices.The disadvantage of Feature Matching methods is the difficulty of defining where the feature matches are spawn and that the feature pair (which in a image sequence are motion vectors) are in general very sparse. In addition the subpixel accuracy of matching approaches are very limited as most detector are fine-graded to integer positions.
From my experience the main advantage of feature matching approaches is that they can compute very large motions/ displacements.
OpenCV offers some feature matching methods but there are a lot of more recent, faster and more accurate approaches available online e.g.:
DeepMatching which relies on deep learning and are often used to initialize optical flow methods to help them deal with long-range motions.
Stereoscann which is a very fast approach at its origin proposed for visual odometry.
Optical flow methods in contrast rely on the minimization of the brightness constancy and additional constrain e.g. smoothness etc. Thus they derive motion vector based on spatial and temporal image gradients of a sequence of consecutive frames. Thus they are more suited image sequences rather than image pairs that are captured from very different view points. The main challenges in the estimation of motion with optical flow vectors are large motions, occlusion, strong illumination changes and changes of the appearance of the objects and mostly the low runtime. However optical flow methods can be highly accurate and compute dense motion fields which respect to shared motion boundaries of the objects in a scene.
However, the accuracy of different optical flow methods is very different. Local methods such as the PLK (Lucas Kanade) are in general less accurate but allow to compute pre selected motion vectors only and can thus be very fast. (In the recent years we have done some research to improve the accuracy of the local approach, see here for further information).
The main OpenCV trunk offers global approaches such as the Farnback. But this is a quite outdated approach. Try the OpenCV contrib trunk which more recent methods. But to get an good overview of the most recent methods take a look at the public optical flow benchmarks. Here you will find code and implementations as well e.g.:
MPI-Sintel optical flow benchmark
KITTI 2012 optical flow benchmark. Both offer links e.g. to git's or source code for some newer methods. Such as FlowFields.
But from my point of view I would not on an early stage reject a specific approach matching or optical flow. Try as much as possible available online implementations and see what is the best for your application.
Feature matching uses the feature descriptors to match features with one another (usually) using a nearest neighbor search in the feature descriptor space. The basic idea is you have descriptor vectors, and the same feature in two images should be near each other in the descriptor space, so you just match that way.
Optical flow algorithms do not look at a descriptor space, and instead, looks at pixel patches around features and tries to match those patches instead. If you're familiar with dense optical flow, sparse optical flow just does dense optical flow but on small patches of the image around feature points. Thus optical flow assumes brightness constancy, that is, that pixel brightness doesn't change between frames. Also, since you're looking around neighboring pixels, you need to make the assumption that neighboring points to your features move similarly to your feature. Finally, since it's using a dense flow algorithm on small patches, the points where they move cannot be very far in the image from the original feature location. If they are, then the pyramid-resolution approach is recommended, where you scale down the image before you do this so that what once was a 16 pixel translation is now a 2 pixel translation, and then you can scale up with the found transformation as your prior.
So feature matching algorithms are all-in-all far better when it comes to using templates where the scale is not exactly the same, or if there's a perspective difference in the image and template, or if the transformations are large. However, your matches are only as good as your feature detector is exact. On optical flow algorithms, as long as it's looking in the right spot, the transformations can be really, really precise. They're both computationally expensive a bit; optical flow algorithms being an iterative approach makes them expensive (and although you'd think the pyramid approach can eat up more costs by running on more images, it can actually make it faster in some cases to reach the desired accuracy), and nearest neighbor searches are also expensive. Optical flow algorithms OTOH can work really well when the transformations are small, but if anything in your scene messes with your lighting or you get some incorrect pixels (like say, even minor occlusion) can really throw it off.
Which one to use definitely depends on the project. For a project I worked on with satellite imagery, I used dense optical flow because the images of desert terrain I was working with did not have precise enough features (in location) and different feature descriptors happen to look relatively similar so searching that feature space wasn't giving tons of great matches. In this case, optical flow was the better method. However, if you were doing image alignment on satellite imagery of a city where buildings can occlude parts of the scene, there are a lot of features that will stay matched and give a better result.
The OpenCV Lucas-Kanade tutorial doesn't give a whole lot of insight but should get your code moving in the right direction with the above in mind.
key-point matching = sparse optical flow
KLT tracking is a good example of sparse flow, see the demo LKDemo.cpp (it had some python wrapper example too, cant remember it now).
for a dense example, see samples/python/opt_flow.py, using Farnebäcks method.
You are right in being confused... The entire world is confused about this terribly simple topic. Alot of the reason is because people believe Lucas-Kanade to be sparse flow (due to a terribly badly named and commented example in openCV: LKdemo which should be called KLTDemo).

Histogram of Oriented Gradients in multi-scale (mean-shift?)

I am working on HOG descriptors and I am pretty much done with most of the parts, except the fusion of the detection windows.
What I have done so far is; I build a scale space pyramid of the image and for each image on each scale I move the detection window(64x128) and detect humans. In each image a person is detected by more than one window.
So the question is how to fuse all these windows(assume for one person) into one window. Dalal suggests that one should use a robust mod detection algorithm, such as mean-shift. But, I have multiple scales... Should I first estimate the true location of the detection window found in lower levels of the scale space in order to do that?
Any help is appreciated.
Thanks in advance.
My interpretation is that mean shift would give you in effect what you are suggesting.
Essentially, you estimate the probability distribution of the location of the person at the coarsest scale first based upon the strengths of the detector outputs. This gives you a robust estimate of mode.
You can then iteratively refine using the finer scales around the maximum or the mode.
The idea is very similar that used in pyramidal LK tracking, for example. You can also do ensemble processing and/or particle filters.

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