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RoseCDL: Robust and Scalable Convolutional Dictionary Learning for Rare event and Anomaly Detection

About

Detecting rare events and anomalies in large-scale signals is essential in fields such as astronomy, physical simulations, and biomedical science. In many cases, this problem naturally decomposes into identifying common local patterns and detecting deviations that correspond to anomalies. Convolutional Dictionary Learning (CDL) is a powerful tool for modeling local structures, but its adoption for this task has been limited by computational demands and sensitivity to outliers. We introduce RoseCDL, a novel CDL algorithm designed for robust and scalable modeling of signal pattern distribution. RoseCDL leverages stochastic windowing for efficient training and incorporates inline outlier detection to enhance robustness. This enables unsupervised identification of anomalous and rare patterns in long signals based on the local reconstruction loss. Experiments on real-world datasets show that RoseCDL delivers improved detection accuracy and computational efficiency, making CDL practical for challenging detection tasks in large-scale signal analysis.

Jad Yehya, Mansour Benbakoura, C\'edric Allain, Beno\^it Malezieux, Matthieu Kowalski, Thomas Moreau• 2025

Related benchmarks

TaskDatasetResultRank
Time Series Anomaly DetectionSVDB
AUC-PR43.1
33
Time Series Anomaly DetectionMITDB
AUC-PR15.5
33
Time Series Anomaly DetectionDaphnet
AUC-PR11.1
33
Time Series Anomaly DetectionECG
AUC-PR53.4
12
Anomaly DetectionDodgers
AUC-PR23.8
7
Anomaly DetectionSimulated
AUC-PR98.6
6
Anomaly DetectionMSL
AUC-PR13.6
6
Anomaly DetectionSMAP
AUC-PR0.111
5
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