Semi-Supervised Optimal Transport Methods For Detecting Anomalies

Building upon advances on optimal transport and anomaly detection, we propose a generalization of an unsupervised and automatic method for detection of significant deviation from reference signals. Unlike most existing approaches for anomaly detection, our method is built on a non-parametric framework exploiting the optimal transportation to estimate deviation from an observed distribution. We described the theoretical background of our method and demonstrate its effectiveness on two datasets: an industrial predictive maintenance task based on audio recording and a detection of anomalous breathing relying on brain signals. In this type of problem, no negative or faulty samples are seen during training and the objective is to detect any abnormal sample without raising false alarm. The proposed approach outperforms all state-of-the-art methods for anomaly detection on the two considered datasets.