Skip to content

Anomaly Detection: How to Artificially Increase your F1-Score with a Biased Evaluation Protocol

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.
In this paper, we show that F1-score and AVPR are highly sensitive to the contamination rate.
One consequence is that it is possible to artificially increase their values by modifying the train-test split procedure.
This leads to misleading comparisons between algorithms in the literature, especially when the evaluation protocol is not well detailed.
Moreover, we show that the F1-score and the AVPR cannot be used to compare performances on different datasets as they do not reflect the intrinsic difficulty of modeling such data.
Based on these observations, we claim that F1-score and AVPR should not be used as metrics for anomaly detection. We recommend a generic evaluation procedure for unsupervised anomaly detection, including the use of other metrics such as the AUC, which are more robust to arbitrary choices in the evaluation protocol.

Damien Fourure*, Muhammad Usama Javaid*, Nicolas Posocco*, Simon Tihon*, Anomaly Detection: How to Artificially Increase your F1-Score with a Biased Evaluation Protocol, In Proc. of The European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2021.

* equal contributions

Click here to access the paper.

Releated Posts

Internships 2023

This document presents internships supervised by our software engineering department or by our research & development department. Each project is an opportunity to feel both empowered and responsible for your own professional development and for your contribution to the company.
Read More

AI For Aviation

Our team works with EUROCONTROL and WaPT to safely reduce wake separation between flights. Read on to read more about the two papers they recently published!
Read More