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The area under receiver operating characteristics (AUC) is the standard measure for comparison of anomaly detectors. Its advantage is in providing a scalar number that allows a natural ordering and is independent on a threshold, which…

Machine Learning · Computer Science 2023-05-09 Vít Škvára , Tomáš Pevný , Václav Šmídl

Anomaly detection is a widely explored domain in machine learning. Many models are proposed in the literature, and compared through different metrics measured on various datasets. The most popular metrics used to compare performances are…

Machine Learning · Computer Science 2021-07-01 Damien Fourure , Muhammad Usama Javaid , Nicolas Posocco , Simon Tihon

We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection…

Machine Learning · Statistics 2019-09-12 Tomoharu Iwata , Machiko Toyoda , Shotaro Tora , Naonori Ueda

The rise of smart factories has heightened the demand for automated maintenance, and normal-data-based anomaly detection has proved particularly effective in environments where anomaly data are scarce. This method, which does not require…

Machine Learning · Computer Science 2024-08-12 Wonjun Yi , Yong-Hwa Park , Wonho Jung

This article provides a thorough meta-analysis of the anomaly detection problem. To accomplish this we first identify approaches to benchmarking anomaly detection algorithms across the literature and produce a large corpus of anomaly…

Artificial Intelligence · Computer Science 2016-08-29 Andrew Emmott , Shubhomoy Das , Thomas Dietterich , Alan Fern , Weng-Keen Wong

Anomaly detection (AD) is a fundamental task for time-series analytics with important implications for the downstream performance of many applications. In contrast to other domains where AD mainly focuses on point-based anomalies (i.e.,…

The proper use of model evaluation metrics is important for model evaluation and model selection in binary classification tasks. This study investigates how consistent different metrics are at evaluating models across data of different…

Machine Learning · Statistics 2024-12-17 Jing Li

Anomaly Detection is a crucial step for critical applications such in the industrial, medical or cybersecurity domains. These sectors share the same requirement of handling differently the different types of classification errors. Indeed,…

Machine Learning · Computer Science 2025-04-03 Arnaud Bougaham , Benoît Frénay

The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive…

Outlier ensemble methods have shown outstanding performance on the discovery of instances that are significantly different from the majority of the data. However, without the awareness of fairness, their applicability in the ethical…

Machine Learning · Computer Science 2021-03-18 Haoyu Liu , Fenglong Ma , Shibo He , Jiming Chen , Jing Gao

Machine learning models deployed in real-world applications are often evaluated with precision-based metrics such as F1-score or AUC-PR (Area Under the Curve of Precision Recall). Heavily dependent on the class prior, such metrics make it…

Machine Learning · Computer Science 2020-04-29 Wissam Siblini , Jordan Fréry , Liyun He-Guelton , Frédéric Oblé , Yi-Qing Wang

In the research area of anomaly detection, novel and promising methods are frequently developed. However, most existing studies exclusively focus on the detection task only and ignore the interpretability of the underlying models as well as…

Machine Learning · Computer Science 2023-01-16 Cheng Feng , Pingge Hu

In high-stakes risk prediction, quantifying uncertainty through interval-valued predictions is essential for reliable decision-making. However, standard evaluation tools like the receiver operating characteristic (ROC) curve and the area…

Machine Learning · Computer Science 2026-02-05 Yuqi Li , Matthew M. Engelhard

Anomaly detection is the task of identifying examples that do not behave as expected. Because anomalies are rare and unexpected events, collecting real anomalous examples is often challenging in several applications. In addition, learning…

Machine Learning · Computer Science 2024-05-24 Lorenzo Perini , Maja Rudolph , Sabrina Schmedding , Chen Qiu

Objective: Area under the receiving operator characteristic curve (AUC) is commonly reported alongside prediction models for binary outcomes. Recent articles have raised concerns that AUC might be a misleading measure of prediction…

Machine Learning · Statistics 2025-11-04 Emily Minus , R. Yates Coley , Susan M. Shortreed , Brian D. Williamson

Optimal performance is critical for decision-making tasks from medicine to autonomous driving, however common performance measures may be too general or too specific. For binary classifiers, diagnostic tests or prognosis at a timepoint,…

Often the challenge associated with tasks like fraud and spam detection is the lack of all likely patterns needed to train suitable supervised learning models. This problem accentuates when the fraudulent patterns are not only scarce, they…

Machine Learning · Computer Science 2019-05-08 Utkarsh Porwal , Smruthi Mukund

The Area Under Curve measure (AUC) seems apt to evaluate and compare diverse models, possibly without calibration. An important example of AUC application is the evaluation and benchmarking of models that predict faithfulness of generated…

Computation and Language · Computer Science 2024-05-28 Juri Opitz

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…

Machine Learning · Statistics 2021-01-13 Peter J. Rousseeuw , Mia Hubert

When sufficient labeled data are available, classical criteria based on Receiver Operating Characteristic (ROC) or Precision-Recall (PR) curves can be used to compare the performance of un-supervised anomaly detection algorithms. However ,…

Machine Learning · Statistics 2016-07-06 Nicolas Goix
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