ANEMONE: Graph Anomaly Detection with Multi-Scale Contrastive Learning

Abstract

Anomaly detection on graphs plays a significant role in various domains, including cybersecurity, e-commerce, and financial fraud detection. However, existing methods on graph anomaly detection usually consider the view in a single scale of graphs, which results in their limited capability to capture the anomalous patterns from different perspectives. Towards this end, we introduce a novel graph anomaly detection framework, namely ANEMONE, to simultaneously identify the anomalies in multiple graph scales. Concretely, ANEMONE first leverages a graph neural network backbone encoder with multi-scale contrastive learning objectives to capture the pattern distribution of graph data by learning the agreements between instances at the patch and context levels concurrently. Then, our method employs a statistical anomaly estimator to evaluate the abnormality of each node according to the degree of agreement from multiple perspectives.