Deep Autoencoding Gaussian Mixture Model for Unsupervised Anomaly Detection

Unsupervised anomaly detection on multi- or high-dimensional data is of great importance in both fundamental machine learning research and industrial applications, for which density estimation lies at the core. Although previous approaches based on dimensionality reduction followed by density estimation have made fruitful progress, they mainly suffer from decoupled model learning with inconsistent optimization goals and incapability of preserving essential information in the low-dimensional space... (read more)

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