(1 + ε)-class Classification: an Anomaly Detection Method for Highly Imbalanced or Incomplete Data Sets

06/14/2019

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by   Maxim Borisyak, et al.

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ETH Zurich

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Higher School of Economics

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33

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Anomaly detection is not an easy problem since distribution of anomalous samples is unknown a priori. We explore a novel method that gives a trade-off possibility between one-class and two-class approaches, and leads to a better performance on anomaly detection problems with small or non-representative anomalous samples. The method is evaluated using several data sets and compared to a set of conventional one-class and two-class approaches.