Digital Commons Network^™

Automs: Automatic Model Selection For Novelty Detection With Error Rate Control, Yifan Zhang, Haiyan Jiang, Haojie Ren, Changliang Zou, Dejing Dou

Machine Learning Faculty Publications

Given an unsupervised novelty detection task on a new dataset, how can we automatically select a “best” detection model while simultaneously controlling the error rate of the best model? For novelty detection analysis, numerous detectors have been proposed to detect outliers on a new unseen dataset based on a score function trained on available clean data. However, due to the absence of labeled anomalous data for model evaluation and comparison, there is a lack of systematic approaches that are able to select the “best” model/detector (i.e., the algorithm as well as its hyperparameters) and achieve certain error rate control simultaneously. …