Variational Autoencoder based Anomaly Detection using Reconstruction Probability

We propose an anomaly detection method using the reconstruction probability from the variational autoencoder. The reconstruction probability is a probabilistic measure that takes into account the variability of the distribution of variables. The reconstruction probability has a theoretical background making it a more principled and objective anomaly score than the reconstruction error, which is used by autoencoder and principal components based anomaly detection methods. Experimental results show that the proposed method outperforms autoencoder based and principal components based methods. Utilizing the generative characteristics of the variational autoencoder enables deriving the reconstruction of the data to analyze the underlying cause of the anomaly.