Abstract
Novelty detection is an important tool for unsupervised data analysis. It relies on finding regions of low density within which events are then flagged as novel. By design this is dependent on the underlying measure of the space. In this paper we derive a formulation which is able to address this problem by allowing for a reference measure to be given in the form of a sample from an alternative distribution. We show that this optimization problem can be solved efficiently and that it works well in practice.
Original language | English |
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Pages (from-to) | 536-543 |
Number of pages | 8 |
Journal | Journal of Machine Learning Research |
Volume | 5 |
Publication status | Published - 2009 |
Event | 12th International Conference on Artificial Intelligence and Statistics, AISTATS 2009 - Clearwater, FL, United States Duration: 16 Apr 2009 → 18 Apr 2009 |