OneShot: Label-Efficient Detector Weighting for Time Series Anomaly Detection
Novel technique for ML researchers working on label-efficient anomaly detection in time series data.
AI Summary
Researchers propose OneShot, a method that uses just one labeled anomaly to optimally weight multiple time series anomaly detectors, outperforming single detectors and averaging approaches.
Excerpt
Time series (TS) anomaly detection (AD) lacks a universal detector, with the best choice determined by the series rather than by the algorithm. Existing methods therefore either select one detector for each series or average a pool of them. However, both assume that no label ever arrives, while a deployed monitor does receive them, since an operator confirms the alarms it raises. In this paper, we propose ONESHOT, which uses a single confirmed anomaly to weight the pool rather than to choose one
