Unsupervised Anomaly Detection

The objective of Unsupervised Anomaly Detection is to detect previously unseen rare objects or events without any prior knowledge about these. The only information available is that the percentage of anomalies in the dataset is small, usually less than 1%. Since anomalies are rare and unknown to the user at training time, anomaly detection in most cases boils down to the problem of modelling the normal data distribution and defining a measurement in this space in order to classify samples as anomalous or normal. In high-dimensional data such as images, distances in the original space quickly lose descriptive power (curse of dimensionality) and a mapping to some more suitable space is required.

<span class="description-source">Source: Unsupervised Learning of Anomaly Detection from Contaminated Image Data using Simultaneous Encoder Training </span>