Anomaly Detection using Deep Auto-Encoders

One of the determinants for a good anomaly detector is finding smart data representations that can easily evince deviations from the normal distribution. Traditional supervised approaches would require a strong assumption about what is normal and what not plus a non negligible effort in labeling the training dataset. Deep auto-encoders work very well in learning high-level abstractions and non-linear relationships of the data without requiring data labels. In this talk we will review a few popular techniques used in shallow machine learning and propose two semi-supervised approaches for novelty detection: one based on reconstruction error and another based on lower-dimensional feature compression.

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About Gianmario

Data Scientist with experience on building data-driven solutions and analytics for real business problems. His main focus is on scaling machine learning algorithms over distributed systems. Co-author of the Agile Manifesto for Data Science (datasciencemanifesto.com), he loves evangelising his passion for best practices and effective methodologies amongst the data geeks community.
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