Questions tagged [novelty-detection]
The novelty-detection tag has no usage guidance.
21
questions
0
votes
0
answers
10
views
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 ...
1
vote
0
answers
152
views
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 ...
1
vote
2
answers
548
views
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 ...
2
votes
1
answer
95
views
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 ...
2
votes
1
answer
65
views
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 ...
0
votes
0
answers
312
views
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.
0
votes
1
answer
132
views
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 ...
1
vote
1
answer
493
views
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 <...
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 ...
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 ...
1
vote
0
answers
82
views
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\...
2
votes
1
answer
7k
views
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 ...
0
votes
0
answers
52
views
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 ...
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 ...
4
votes
1
answer
2k
views
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=...
0
votes
1
answer
1k
views
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"...
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 ...
0
votes
0
answers
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 ...
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-...
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 ...
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?