(1) Anomaly Detection
1. Task of Anomaly Detection
Given training set, test whether some new examples are anomalous.2. Anomaly Detection Algorithm
First choose the parameters which might be indicative of anomalous examples.
Assume every parameter x i ∼ N ( μ , σ 2 ) x_i \sim N(\mu,\sigma^2) xi∼N(μ,σ2),
then P ( x ) = ∏ j = 1 n P ( x j ; μ , σ 2 ) < ξ P(x)=\prod_{j=1}^n P(x_j;\mu,\sigma^2) < \xi P(x)=∏j=1nP(x