Abstract
A challenge to many real-world data streams is imbalance with concept drift, which is one of the most critical tasks in anomaly detection. Learning nonstationary data streams for anomaly detection has been well studied in recent years. However, most of the researches assume that the class of data streams is relatively balanced. Only a few approaches tackle the joint issue of imbalance and concept drift. To overcome this joint issue, we propose an ensemble learning method with generative adversarial network-based sampling and consistency check (EGSCC) in this paper. First, we design a comprehensive anomaly detection framework that includes an oversampling module by generative adversarial network, an ensemble classifier, and a consistency check module. Next, we introduce double encoders into GAN to better capture the distribution characteristics of imbalanced data for oversampling. Then, we apply the stacking ensemble learning to deal with concept drift. Four base classifiers of SVM, KNN, DT and RF are used in the first layer, and LR is used as meta classifier in second layer. Last but not least, we take consistency check of the incremental instance and check set to determine whether it is anormal by statistical learning, instead of threshold-based method. And the validation set is dynamic updated according to the consistency check result. Finally, three artificial data sets obtained from Massive Online Analysis platform and two real data sets are used to verify the performance of the proposed method from four aspects: detection performance, parameter sensitivity, algorithm cost and anti-noise ability. Experimental results show that the proposed method has significant advantages in anomaly detection of imbalanced data streams with concept drift.