Anomaly detection is an important task in industrial applications.
However, designing an accurate anomaly detector can be very challenging
in settings where anomalous labels are sparse or, in the worst case,
missing in the training data. To mitigate this issue of a lack of
anomalous labels in the domain of interest, existing approaches use
transfer learning, leveraging information from anomalous samples in a
closely related domain. Although previous studies have shown good
results from applying transfer learning, they do not specifically
address the issue of high false-positive rates, especially in industrial
settings. High false-positive rates can arise from misleading
information present in uninformative features. Inspired by this
observation, the paper focuses on identifying key input
features—termed as such due to their strong predictability in anomaly
detection. A transfer learning approach is introduced that leverages the
optimal fβ score for key feature estimation. This
approach involves a weight vector to amplify key features and attenuate
uninformative inputs during prediction. We demonstrate the capabilities
of our proposed method through an industrial application: anomaly
detection for rotating machinery. Based on our findings, anomaly
detection algorithms that utilize data-driven features obtained through
the proposed method outperform detectors based on features identified by
domain experts. More importantly, our proposed framework can work with
any downstream unsupervised anomaly detection algorithm, allowing us to
freely choose the best algorithm for the anomaly detection task.