Questions tagged [novelty-detection]

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What is the relationship between bias-variance and sensitivity-specificity for novelty detection?

An over or under-parameterized binary classification model (- vs +) tends to over or under-fit (bias-variance tradeoff). This leads to errors during prediction on unseen data. Depending on if ...
Douw Marx's user avatar
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One class SVM and centered data

I understand that the one class SVM try to separate the normal training data point from the origin. My guess is that, if we centered the data in a normalisation step, the OCSMV will works poorly since ...
A.Vignon's user avatar
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How to tune parameters for novelty detection with only normal dataset

There exists multiple novelty detection methods. I'll discuss two: One-class SVM LOF Both of them have parameters. For example, the SVM has a $\nu$ parameter and if the SVM uses the RBF kernel, it ...
Tristan's user avatar
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2 votes
1 answer
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novelty detection to prevent prediction outside training dataset

I have a training dataset composed of $d$ independent variables $\bf X$ and a dependent variable $\bf y$ for $n$ observations. I have trained a model with this $n$ observations. What I want to do now ...
AlexC's user avatar
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1 answer
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Is it better to do per-class anomaly detection on P(x, y) or P(x | y)?

(Not an expert in anomaly detection.) I'd like to experiment with per-class anomaly detection. That is, we have a feature vector $x$, and a classifier that predicts its class $\hat{y}$. I'd like to ...
kennysong's user avatar
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if the Seasonal Hybrid ESD (S-H-ESD) algorithm can be used even when seasonal does not exist

First, I have monthly data from January 2000 to January 2020. However, seasonality does not appear. I wonder if S-H-ESD algorithms can be used even in this case.
황윤태's user avatar
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1 answer
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Can I use anomaly detection models as outliers and novelty detection?

Several books that I have read do not distinguish the several models that exist for anomaly and outlier detection. After I read about these models, I have chosen to detect anomalous events on ...
xeon123's user avatar
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Is it OK to have only a single class labels in test data for prediction with one-class-svm?

I have a data which has only a single class, namely, '0'. There is no 'not 0' class. The one-class SVM model was trained on a <...
Hello World's user avatar
2 votes
2 answers
920 views

How to choose a method for binary classifier based on only positive and unlabelled examples?

I need to build a binary classifier with machine learning, as I fail to manually choose a combination of features to achieve minimal fraction of false positives. What is best practice for choosing a ...
wass rubleff's user avatar
8 votes
1 answer
296 views

Detecting changes in large number of time-series that share seasonality

I have large number of time-series that are independent of each other, but share some seasonality patterns. I need to detect anomalies/changes (increased volume, change in mean), that appear in the ...
Tim's user avatar
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Weighting loss function using Voronoi-tessellation of response space

Let's say you have some Real-valued features $\mathbf{X}$ and Real-valued univariate responses $\mathbf{y}$. We want to fit a regression model to this data: $$\mathbf{y} = f\left(\mathbf{X};\beta\...
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Best way to train one-class SVM

Let`s say I have training data which contains 10 classes and have build a classifier using this data. When applying this classifier in real life it may encounter examples not belong to the classes ...
Angry Imbecile's user avatar
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Are Novelty Effects accounted for in Power Analysis?

I'm a bit a new hypothesis testing, so I hope that this question makes sense. Say that I proposed a new treatment (like a new drug or something) and I wanted to test whether this drug was effective or ...
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4 votes
2 answers
10k views

Parameter optimization in one-class SVM of LibSVM

I am new to machine learning and SVMs. I have a general question regarding the optimization of parameters in one-class SVM in libsvm in R. I found similar posts but yet not conclusive answer. Can ...
Thanos's user avatar
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Is a one class naive bayes possible?

I have a simple question - I think. I have recently read a paper: https://www.google.co.uk/url?sa=t&source=web&rct=j&url=http://www.cs.columbia.edu/~kewang/paper/DMSEC-camera.pdf&ved=...
user3546025's user avatar
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Time series analysis (removing effect of external factor)

I'm currently working on detecting the response from a sensor with the following profile: The sensor responds to temperature fluctuations and I was wondering if y'all could suggest methods to "remove"...
ananio's user avatar
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6 votes
3 answers
859 views

Power martingales for change detection: M goes to zero?

I'm trying to apply the power martingale framework by [Vovk et al., 2003] to change detection in unlabeled data streams, just like in [Ho and Wechsler, 2007]. The basic idea involves using a power ...
snikolenko's user avatar
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754 views

Novelty and Outlier Detection in Unsupervised Learning Style

Currently I am looking for some method to do novelty and outlier detection. I found some good example here using scikit-learn (Link1). However, it is based on supervised learning and I believe the ...
Samo Jerom's user avatar
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3 votes
2 answers
2k views

Novelty and Outlier Detection for Multi-label Data

I met a problem of using novelty and outlier detection for my multi-label data. For example, I have got some training data that is not polluted by outliers. However, the training data are with multi-...
Samo Jerom's user avatar
  • 1,709
2 votes
1 answer
5k views

Clustering based anomaly detection

I'm trying to implement anomaly detection based on clustering. I'm hopping for confirmation of my approach, and I'm exposing my idea, being aware that I could have miss something in my analysis, so ...
Kobe-Wan Kenobi's user avatar
37 votes
4 answers
65k views

What is one class SVM and how does it work?

I was using one class SVM, implemented in scikit-learn, for my research work. But I have no good understanding of this. Can anyone please give a simple, good explanation of one class SVM?
Nilani Algiriyage's user avatar