Novelty detection: a review—part 2: neural network based approaches
Signal Processing
A Neural Network-Based Novelty Detector for Image Sequence Analysis
IEEE Transactions on Pattern Analysis and Machine Intelligence
ACM Computing Surveys (CSUR)
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This paper deals with the dynamical behavior, in probabilistic sense, of a simple perceptron network with sigmoidal output units performing autoassociation for novelty filtering. Networks of retinotopic topology having a one-to-one correspondence between input and output units can be readily trained using the delta learning rule, to perform autoassociative mappings. A novelty filter is obtained by subtracting the network output from the input vector. Then the presentation of a “familiar” pattern tends to evoke a null response; but any anomalous component is enhanced. Such a behavior exhibits a promising feature for enhancement of weak signals in additive noise. This paper shows that the probability density function of the weight converges to Gaussian when the input time series is statistically characterized by nonsymmetrical probability density functions. It is shown that the probability density function of the weight satisfies the Fokker-Planck equation. By solving the Fokker-Planck equation, it is found that the weight is Gaussian distributed with time dependent mean and variance