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What do you understand by Anomaly detection? What are its applications?
What is the role of Gaussian distribution in anomaly detection? Explain the role of μ
and σ in the Gaussian distribution.
*** Write the formal anomaly detection algorithm using uni-variate Gaussian model.
What are the three considerations with uni-variate Gaussian anomaly detection
algorithm?
Briefly describe the issues for developing and evaluating an anomaly detection system,
including data labelling, data splitting/cross validation, algorithm evaluation and picking
an appropriate value for epsilon.
* Explain when and how to choose between anomaly detection algorithm and supervised
learning algorithms. Explain with examples.
Explain how to deal with non-Gaussian features during anomaly detection.
* Give an example of feature engineering for anomaly detection.
*** Demonstrate an example where the multi-variate Gaussian model can detect an
outlier, where the uni-variate Gaussian model fails.
*** Write the formal anomaly detection algorithm using multi-variate Gaussian model.
Explain the relation between the two Gaussian Models – Uni-variate and Multi-variate.
Compare the uni-variate and multi-variate Gaussian models. Also, mention the issues
related with non-invertible matrix during anomaly detection.

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Questions on Anomaly Detection

  • 1. 1 What do you understand by Anomaly detection? What are its applications? What is the role of Gaussian distribution in anomaly detection? Explain the role of μ and σ in the Gaussian distribution. *** Write the formal anomaly detection algorithm using uni-variate Gaussian model. What are the three considerations with uni-variate Gaussian anomaly detection algorithm? Briefly describe the issues for developing and evaluating an anomaly detection system, including data labelling, data splitting/cross validation, algorithm evaluation and picking an appropriate value for epsilon. * Explain when and how to choose between anomaly detection algorithm and supervised learning algorithms. Explain with examples. Explain how to deal with non-Gaussian features during anomaly detection. * Give an example of feature engineering for anomaly detection. *** Demonstrate an example where the multi-variate Gaussian model can detect an outlier, where the uni-variate Gaussian model fails. *** Write the formal anomaly detection algorithm using multi-variate Gaussian model. Explain the relation between the two Gaussian Models – Uni-variate and Multi-variate. Compare the uni-variate and multi-variate Gaussian models. Also, mention the issues related with non-invertible matrix during anomaly detection.