Monitoring and Anomaly Detection Actor-Critic Based Controlled Sensing. (arXiv:2201.00879v1 [cs.LG])

We address the problem of monitoring a set of binary stochastic processes and
generating an alert when the number of anomalies among them exceeds a
threshold. For this, the decision-maker selects and probes a subset of the
processes to obtain noisy estimates of their states (normal or anomalous).
Based on the received observations, the decisionmaker first determines whether
to declare that the number of anomalies has exceeded the threshold or to
continue taking observations. When the decision is to continue, …

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