Anomaly detection (AD), separating anomalies from normal data, has various applications across domains, from manufacturing to healthcare. While most previous works have shown to be effective for cases with fully or partially labeled data, they are less practical for AD applications due to tedious data labeling processes. In this work, we focus on unsupervised AD problems whose entire training data are unlabeled and may contain both normal and anomalous samples. To tackle this problem, we build a robust one-class classification framework via data refinement. To refine the data accurately, we propose an ensemble of one-class classifiers, each of which is trained on a disjoint subset of training data. Moreover, we propose a self-training of deep representation one-class classifiers (STOC) that iteratively refines the data and deep representations. In experiments, we show the efficacy of our method for unsupervised anomaly detection on benchmarks from image and tabular data domains. For example, with a 10% anomaly ratio on CIFAR-10 data, the proposed method outperforms state-of-the-art one-class classification method by 6.3 AUC and 12.5 average precision.
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