yano_pres/prep/11CrossValidation/q

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2022-05-23 18:49:15 +02:00
Learned from DMC: Crossvalidation is important
Rarely found in Anomaly Detection, why?
A bit more complicated (not all samples are equal), but no reason why not
->So I implemented it into yano
<l2st>
folding only on normal data
How to handle anomalies?
If not folding them, cross-validation less useful
if folding them, often rare anomalies even more rare
->test set always 50\% anomalous
->Also improves simple evaluation metrics (accuracy)
</l2st>
Do you know a reason why Cross Validation is not common in AD?
Are there Problems with the way I fold my Anomalies?