<p>I am implementing VAE based anomaly detection for multivariate timeseries using keras,
I have ELBO (Evidence lower bound) which is combination of</p>
<p><span class="math-container">$$-\ D_{KL}\left({\ q}_\varphi\left(z\middle| x^i\right)\parallel p_\theta\left(z\right)\ \right)\ +\ \ E_{q_\varphi(z|x^i)}\left[\log{p_\theta\left(x\middle| z\right)}\right]$$</span></p>
<p>The loss function is combination of minimizing the <strong>KL[Q(z|x)|p(z)]</strong> and maximizing <strong>log [P(X|z)]</strong>
how do I implement the above loss function for the multivariate timeseries of shape (batch_size,time_steps,features) using Tensorflow ?
appreciate any suggestions</p>

CC BY-SA 4.0
2024-02-15T15:02:08.847Z
Please clarify your specific problem or provide additional details to highlight exactly what you need. As it's currently written, it's hard to tell exactly what you're asking.
vl_knd
CC BY-SA 4.0
2024-02-28T20:52:59.083Z
Hi yeah i am basically struggling with  the implementation part of Loss function for VAE and my data is multivariate timeseries data.
mmv_87
<keras><variational-autoencoder><anomaly-detection>
VAE ( variational autoencoder) for timeseries anomaly detection ,
mmv_87
# VAE ( variational autoencoder) for timeseries anomaly detection ,

(Asked by: username_0 on 2024-02-04)

I am implementing VAE based anomaly detection for multivariate timeseries using keras,
I have ELBO (Evidence lower bound) which is combination of

$$-\ D\_{KL}\left({\ q}\_\varphi\left(z\middle| x^i\right)\parallel p\_\theta\left(z\right)\ \right)\ +\ \ E\_{q\_\varphi(z|x^i)}\left[\log{p\_\theta\left(x\middle| z\right)}\right]$$

The loss function is combination of minimizing the **KL[Q(z|x)|p(z)]** and maximizing **log [P(X|z)]**
how do I implement the above loss function for the multivariate timeseries of shape (batch\_size,time\_steps,features) using Tensorflow ?
appreciate any suggestions

**Tags:** keras, variational-autoencoder, anomaly-detection

> **Comments:**
> **username_1**: Please clarify your specific problem or provide additional details to highlight exactly what you need. As it's currently written, it's hard to tell exactly what you're asking.  
> **username_0**: Hi yeah i am basically struggling with  the implementation part of Loss function for VAE and my data is multivariate timeseries data.  

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## 0 answers

