Anomaly detection has been widely studied and used in diverse applications. Building an effective anomaly detection system requires researchers and developers to learn complex structure from noisy data, identify dynamic anomaly patterns, and detect anomalies with limited labels. Recent advancements in deep learning techniques have greatly improved anomaly detection performance, in comparison with classical approaches, and have extended anomaly detection to a wide variety of applications. This tutorial will help the audience gain a comprehensive understanding of deep learning based anomaly detection techniques in various application domains. First, we give an overview of the anomaly detection problem, introducing the approaches taken before the deep model era and listing out the challenges they faced. Then we survey the state-of-the-art deep learning models that range from building block neural network structures such as MLP, CNN, and LSTM, to more complex structures such as autoencoder, generative models (VAE, GAN, Flow-based models), to deep one-class detection models, etc. In addition, we illustrate how techniques such as transfer learning and reinforcement learning can help amend the label sparsity issue in anomaly detection problems and how to collect and make the best use of user labels in practice. Second to last, we discuss real world use cases coming from and outside LinkedIn. The tutorial concludes with a discussion of future trends.

Anomaly detection has been widely studied and used in diverse applications. Building an effective anomaly detection system requires the researchers/developers to learn the complex structure from noisy data, identify the dynamic anomaly patterns and detect anomalies while lacking sufficient labels. Recent advancement in deep learning techniques has made it possible to largely improve anomaly detection performance compared to the classical approaches. This tutorial will help the audience gain a comprehensive understanding of deep learning-based anomaly detection techniques in various application domains. First, it introduces what is the anomaly detection problem, the approaches taken before the deep model era and the challenges it faced. Then it surveys the state-of-the-art deep learning models extensively and discusses the techniques used to overcome the limitations from traditional algorithms. Second to last, it studies deep model anomaly detection techniques in real world examples from LinkedIn production systems. The tutorial concludes with a discussion of future trends.

Web-based ranking problems involve ordering different kinds of items in a list or grid to be displayed in mediums like a website or a mobile app. In most cases, there are multiple objectives or metrics like clicks, viral actions, job applications, advertising revenue and others that we want to balance. Constructing a serving algorithm that achieves the desired tradeoff among multiple objectives is challenging, especially for more than two objectives. In addition, it is often not possible to estimate such a serving scheme using offline data alone for non-stationary systems with frequent online interventions. We consider a large-scale online application where metrics for multiple objectives are continuously available and can be controlled in a desired fashion by changing certain control parameters in the ranking model. We assume that the desired balance of metrics is known from business considerations. Our approach models the balance criteria as a composite utility function via a Gaussian process over the space of control parameters. We show that obtaining a solution can be equated to finding the maximum of the Gaussian process, practically obtainable via Bayesian optimization. However, implementing such a scheme for large-scale applications is challenging. We provide a novel framework to do so and illustrate its efficacy in the context of LinkedIn Feed. In particular, we show the effectiveness of our method by using both offline simulations as well as promising online A/B testing results. At the time of writing this paper, the method described was fully deployed on the LinkedIn Feed.