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00769de · Nov 30, 2023

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autoencoder

AutoEncoder (AE)

citekey SakuradaYairi2014Anomaly
source code own
Learning type semi-supervised
input multivariate

Notes

  • AutoEncoder is trained on all non-anomaly data. Whenever it encounters an anomaly value, the reproduction error is quite higher than the error with non-anomaly instances.
  • The test data is put into the AutoEncoder and the scores are returned.
  • An assumption is made that all errors are normally distributed with some mean and std. Any error value that follows mean + kstd > threshold or mean - kstd < thereshold is considered as an anomaly. (NOT IMPLEMENTED)