Python Codes and Datasets: https://github.com/fanaee/AnomalyDetection
Covered Topics:
Definitions
Applications
Supervised vs. Unsupervised
Unsupervised Methods
- Univariate
--- Boxplot
--- Histogram
--- Distribution-based Approach
--- Mixture Models
- Multivariate
--- Histogram-based Outlier Score (HBOS)
- Neighborhood-based
--- K-Nearest Neighbors (kNN)
--- Local Outlier Factor (LOF)
--- Connectivity Outlier Factor (COF)
- One-class-Classification-based
--- One-class Support Vector Machines (OCSVM)
- Clustering-based
--- DBSCAN
- High-dimensional
--- Principal Component Analysis (PCA)
--- Matrix Factorization
--- Tensor Factorization
--- Autoencoder
--- Angle-based Outlier Detection (ABOD)
--- Isolation Forest
--- Feature Bagging
Evaluation Metrics
Methods' Comparison
Summary