Interpretable Anomaly Detection via Discrete Optimization

Anomaly detection is essential in many application domains, such as cyber security, law enforcement, medicine, and fraud protection. However, the decision-making of current deep learning approaches is notoriously hard to understand, which often limits their practical applicability. To overcome this limitation, we propose a framework for learning inherently interpretable anomaly detectors from sequential data. More specifically, we consider the task of learning a deterministic finite automaton (DFA) from a given multi-set of unlabeled sequences. We show that this problem is computationally hard and develop two learning algorithms based on constraint optimization. Moreover, we introduce novel regularization schemes for our optimization problems that improve the overall interpretability of our DFAs. Using a prototype implementation, we demonstrate that our approach shows promising results in terms of accuracy and F1 score.

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