Feature Interaction-Based Reinforcement Learning for Tabular Anomaly Detection

Abstract

Deep learning-based anomaly detection (DAD) has been a hot topic of research in various domains. Despite being the most common data type, DAD for tabular data remains under-explored. Due to the scarcity of anomalies in real-world scenarios, deep semi-supervised learning methods have come to dominate, which build deep learning models and leverage a limited number of labeled anomalies and large-scale unlabeled data to improve their detection capabilities. However, existing works share two drawbacks. (1) Most of them simply treat the unlabeled samples as normal ones, ignoring the problem of label contamination, which is very common in real-world datasets. (2) Only very few works have designed models specifically for tabular data instead of migrating models from other domains to tabular data. Both of them will limit the model’s performance. In this work, we propose a feature interaction-based reinforcement learning for tabular anomaly detection, FIRTAD. FIRTAD incorporates a feature interaction module into a deep reinforcement learning framework; the former can model tabular data by learning a relationship among features, while the latter can effectively exploit available information and fully explore suspicious anomalies from the unlabeled samples. Extensive experiments on three datasets not only demonstrate its superiority over the state-of-art methods but also confirm its robustness to anomaly rarity, label contamination and unknown anomalies.