Beyond Individual Input for Deep Anomaly Detection on Tabular Data

Anomaly detection is crucial in various domains, such as finance, healthcare, and cybersecurity. In this paper, we propose a novel deep anomaly detection method for tabular data that leverages Non-Parametric Transformers (NPTs), a model initially proposed for supervised tasks, to capture both feature-feature and sample-sample dependencies. In a reconstruction-based framework, we train the NPT to reconstruct masked features of normal samples. In a non-parametric fashion, we leverage the whole training set during inference and use the model's ability to reconstruct the masked features during to generate an anomaly score. To the best of our knowledge, our proposed method is the first to successfully combine feature-feature and sample-sample dependencies for anomaly detection on tabular datasets. We evaluate our method on an extensive benchmark of 31 tabular datasets and demonstrate that our approach outperforms existing state-of-the-art methods based on the F1-score and AUROC by a significant margin.