Anomaly detection is a widely explored domain in machine learning. Many models are proposed in the literature, and compared through different metrics measured on various datasets.
The most popular metrics used to compare performances are F1-score, AUC and AVPR.
Missing data is a recurrent and challenging problem, especially when using machine learning algorithms for real-world applications. For this reason, missing data imputation has become an active research area, in which recent deep learning approaches have achieved state-of-the-art results. We propose DAEMA: Denoising Autoencoder with Mask Attention.
Continue readingUncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken.
Studies have shown that most models are not intrinsically well calibrated, meaning that their decision scores are not consistent.