Symmetry (Nov 2021)

A Novel Hybrid Method for KPI Anomaly Detection Based on VAE and SVDD

  • Yun Zhao,
  • Xiuguo Zhang,
  • Zijing Shang,
  • Zhiying Cao

DOI
https://doi.org/10.3390/sym13112104
Journal volume & issue
Vol. 13, no. 11
p. 2104

Abstract

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Key performance indicator (KPI) anomaly detection is the underlying core technology in Artificial Intelligence for IT operations (AIOps). It has an important impact on subsequent anomaly location and root cause analysis. Variational auto-encoder (VAE) is a symmetry network structure composed of encoder and decoder, which has attracted extensive attention because of its ability to capture complex KPI data features and better detection results. However, VAE is not well applied to the modeling of KPI time series data and it is often necessary to set the threshold to obtain more accurate results. In response to these problems, this paper proposes a novel hybrid method for KPI anomaly detection based on VAE and support vector data description (SVDD). This method consists of two modules: a VAE reconstructor and SVDD anomaly detector. In the VAE reconstruction module, firstly, bi-directional long short-term memory (BiLSTM) is used to replace the traditional feedforward neural network in VAE to capture the time correlation of sequences; then, batch normalization is used at the output of the encoder to prevent the disappearance of KL (Kullback–Leibler) divergence, which prevents ignoring latent variables to reconstruct data directly. Finally, exponentially weighted moving average (EWMA) is used to smooth the reconstruction error, which reduces false positives and false negatives during the detection process. In the SVDD anomaly detection module, smoothed reconstruction errors are introduced into the SVDD for training to determine the threshold of adaptively anomaly detection. Experimental results on the public dataset show that this method has a better detection effect than baseline methods.

Keywords