Bayesian Anomaly Detection and Classification for Noisy Data

Autor: Ethan Roberts, Bruce A. Bassett, Michelle Lochner
Rok vydání: 2020
Předmět:
Zdroj: Advances in Intelligent Systems and Computing ISBN: 9783030493417
ISDA
DOI: 10.1007/978-3-030-49342-4_41
Popis: Statistical uncertainties are rarely incorporated into machine learning algorithms, especially for anomaly detection. Here we present the Bayesian Anomaly Detection And Classification (BADAC) formalism, which provides a unified statistical approach to classification and anomaly detection within a hierarchical Bayesian framework. BADAC deals with uncertainties by marginalising over the unknown, true, value of the data. Using simulated data with Gaussian noise as an example, BADAC is shown to be superior to standard algorithms in both classification and anomaly detection performance in the presence of uncertainties. Additionally, BADAC provides well-calibrated classification probabilities, valuable for use in scientific pipelines.
Databáze: OpenAIRE