MemStream detects anomalies from a multi-aspect data stream. We output an anomaly score for each record. MemStream is a memory augmented feature extractor, allows for quick retraining, gives a theoretical bound on the memory size for effective drift handling, is robust to memory poisoning, and outperforms 11 state-of-the-art streaming anomaly detection baselines.
After an initial training of the feature extractor on a small subset of normal data, MemStream processes records in two steps: (i) It outputs anomaly scores for each record by querying the memory for K-nearest neighbours to the record encoding and calculating a discounted distance and (ii) It updates the memory, in a FIFO manner, if the anomaly score is within an update threshold β.
This code has been tested on Debian GNU/Linux 9 with a 12GB Nvidia GeForce RTX 2080 Ti GPU, CUDA Version 10.2 and PyTorch 1.5.