Latent Space Autoregression for Novelty Detection

Novelty detection is commonly referred as the discrimination of observations that do not conform to a learned model of regularity. Despite its importance in different application settings, designing a novelty detector is utterly complex due to the unpredictable nature of novelties and its inaccessibility during the training procedure, factors which expose the unsupervised nature of the problem. In our proposal, we design a general unsupervised framework where we equip a deep autoencoder with a parametric density estimator that learns the probability distribution underlying the latent representations with an autoregressive procedure. We show that a maximum likelihood objective, optimized in conjunction with the…