Anomaly Detection

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Anomalies data points which do not conform to an expected pattern of the other items in the data set



Anomaly Detection. Sometimes the goal is to identify data points that are simply unusual. In fraud detection, for example, any highly unusual credit card spending patterns are suspect. The possible variations are so numerous and the training examples so few, that it's not feasible to learn what fraudulent activity looks like. The approach that anomaly detection takes is to simply learn what normal activity looks like (using a history non-fraudulent transactions) and identify anything that is significantly different.


Principal Component Analysis (PCA) Anomaly Detection

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PCA-based anomaly detection - the vast majority of the data falls into a stereotypical distribution; points deviating dramatically from that distribution are suspect Keep it Simple : Machine Learning & Algorithms for Big Boys | Dinesh Chandrasekar

Intruder

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