DRTA: Dynamic Reward Scaling for Reinforcement Learning in Time Series Anomaly Detection

• URL: http://arxiv.org/abs/2508.18474v1
• Date: Mon, 25 Aug 2025 20:39:49 GMT
• Title: DRTA: Dynamic Reward Scaling for Reinforcement Learning in Time Series Anomaly Detection
• Authors: Bahareh Golchin, Banafsheh Rekabdar, Kunpeng Liu,
• Abstract summary: Anomaly detection in time series data is important for applications in finance, healthcare, sensor networks, and industrial monitoring.<n>We propose a reinforcement learning-based framework that integrates dynamic reward shaping, Variational Autoencoder (VAE), and active learning, called DRTA.<n>Our method uses an adaptive reward mechanism that balances exploration and exploitation by dynamically scaling the effect of VAE-based reconstruction error and classification rewards.
• Score: 7.185726339205792
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Anomaly detection in time series data is important for applications in finance, healthcare, sensor networks, and industrial monitoring. Traditional methods usually struggle with limited labeled data, high false-positive rates, and difficulty generalizing to novel anomaly types. To overcome these challenges, we propose a reinforcement learning-based framework that integrates dynamic reward shaping, Variational Autoencoder (VAE), and active learning, called DRTA. Our method uses an adaptive reward mechanism that balances exploration and exploitation by dynamically scaling the effect of VAE-based reconstruction error and classification rewards. This approach enables the agent to detect anomalies effectively in low-label systems while maintaining high precision and recall. Our experimental results on the Yahoo A1 and Yahoo A2 benchmark datasets demonstrate that the proposed method consistently outperforms state-of-the-art unsupervised and semi-supervised approaches. These findings show that our framework is a scalable and efficient solution for real-world anomaly detection tasks.

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