Anomaly detection with Python
Introduction The goal of anomaly detection is to identify cases that are unusual within data that is seemingly homogeneous. Anomaly detection is an important tool for detecting fraud, network intrusion, and other rare events that may have great significance but are hard to find. Outliers are cases that are unusual because they fall outside the distribution that is considered normal for the data. The distance from the center of a normal distribution indicates how typical a given point is with respect to the distribution of the data. Each case can be ranked according to the probability that it is either typical or atypical. Anomaly detection is a form of classification and is implemented as one-class classification, because only one class is represented in the training data. An anomaly detection model predicts whether a data point is typical for a given distribution or not. An atypical data point can be either an outlier or an example of a previously unseen class. Normally, a...