Active Anomaly Detection via Ensembles

17 Sep 2018Shubhomoy Das • Md Rakibul Islam • Nitthilan Kannappan Jayakodi • Janardhan Rao Doppa

In critical applications of anomaly detection including computer security and fraud prevention, the anomaly detector must be configurable by the analyst to minimize the effort on false positives. First, we present an important insight into how anomaly detector ensembles are naturally suited for active learning. This insight allows us to relate the greedy querying strategy to uncertainty sampling, with implications for label-efficiency.

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