Anomaly Detection

  1. Model Evaluation and Performance Assessment
    1. Evaluation Metrics
      1. Classification Metrics
        1. Precision
          1. Calculation Methods
            1. Interpretation Guidelines
            2. Recall
              1. Sensitivity Analysis
                1. Trade-offs with Precision
                2. F1-Score
                  1. Harmonic Mean Properties
                    1. Variants and Extensions
                    2. Specificity
                      1. Accuracy
                        1. Limitations in Imbalanced Settings
                      2. Ranking Metrics
                        1. Area Under ROC Curve
                          1. ROC Curve Construction
                            1. Interpretation Guidelines
                              1. Multi-class Extensions
                              2. Area Under Precision-Recall Curve
                                1. PR Curve Analysis
                                  1. Comparison with ROC
                                  2. Average Precision
                                    1. Normalized Discounted Cumulative Gain
                                    2. Correlation Metrics
                                      1. Matthews Correlation Coefficient
                                        1. Phi Coefficient
                                          1. Cramér's V
                                          2. Threshold-Independent Metrics
                                            1. Kolmogorov-Smirnov Statistic
                                              1. Mann-Whitney U Test
                                            2. Evaluation Challenges
                                              1. Label Scarcity
                                                1. Synthetic Data Generation
                                                  1. Expert Annotation
                                                    1. Active Learning Approaches
                                                    2. Class Imbalance Effects
                                                      1. Metric Selection Guidelines
                                                        1. Stratified Sampling
                                                          1. Cost-Sensitive Evaluation
                                                          2. Threshold Selection
                                                            1. ROC-Based Methods
                                                              1. Precision-Recall Based Methods
                                                                1. Cost-Based Optimization
                                                                  1. Statistical Methods
                                                                  2. Temporal Evaluation
                                                                    1. Time-Series Cross-Validation
                                                                      1. Prequential Evaluation
                                                                        1. Sliding Window Evaluation
                                                                      2. Model Selection and Hyperparameter Optimization
                                                                        1. Cross-Validation Strategies
                                                                          1. K-Fold Cross-Validation
                                                                            1. Stratified Cross-Validation
                                                                              1. Time-Series Cross-Validation
                                                                                1. Leave-One-Out Cross-Validation
                                                                                2. Hyperparameter Optimization
                                                                                  1. Grid Search
                                                                                    1. Exhaustive Search
                                                                                      1. Parameter Space Definition
                                                                                      2. Random Search
                                                                                        1. Sampling Strategies
                                                                                          1. Convergence Properties
                                                                                          2. Bayesian Optimization
                                                                                            1. Gaussian Process Models
                                                                                              1. Acquisition Functions
                                                                                                1. Sequential Model-Based Optimization
                                                                                                2. Evolutionary Algorithms
                                                                                                  1. Genetic Algorithms
                                                                                                    1. Particle Swarm Optimization
                                                                                                  2. Model Comparison
                                                                                                    1. Statistical Significance Testing
                                                                                                      1. Paired t-Tests
                                                                                                        1. Wilcoxon Signed-Rank Test
                                                                                                          1. McNemar's Test
                                                                                                          2. Validation Strategies
                                                                                                            1. Hold-Out Validation
                                                                                                              1. Bootstrap Methods
                                                                                                                1. Nested Cross-Validation

                                                                                                            Previous

                                                                                                            7. Advanced Anomaly Detection Topics

                                                                                                            Go to top

                                                                                                            Next

                                                                                                            9. Real-World Applications and Use Cases