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Anomaly detection with Wasserstein GAN

lib:11a82641b0be62e2 (v1.0.0)

Authors: Ilyass Haloui,Jayant Sen Gupta,Vincent Feuillard
ArXiv: 1812.02463
Document:  PDF  DOI 
Abstract URL: http://arxiv.org/abs/1812.02463v2

Generative adversarial networks are a class of generative algorithms that have been widely used to produce state-of-the-art samples. In this paper, we investigate GAN to perform anomaly detection on time series dataset. In order to achieve this goal, a bibliography is made focusing on theoretical properties of GAN and GAN used for anomaly detection. A Wasserstein GAN has been chosen to learn the representation of normal data distribution and a stacked encoder with the generator performs the anomaly detection. W-GAN with encoder seems to produce state of the art anomaly detection scores on MNIST dataset and we investigate its usage on multi-variate time series.

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