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LODA: auto hyper-parameters for number of histograms #2

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H00N24 opened this issue Jun 23, 2020 · 0 comments
Open

LODA: auto hyper-parameters for number of histograms #2

H00N24 opened this issue Jun 23, 2020 · 0 comments
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H00N24 commented Jun 23, 2020

Description
Add automatic hyper-parameters selection for LODA based on the reduction of variance after increasing the number of histograms.

An algorithm is described in the 4.1.1 Settings of hyper-parameters of Pevný, T. Loda: Lightweight on-line detector of anomalies. Mach Learn 102, 275–304 (2016). https://doi.org/10.1007/s10994-015-5521-0

Implementation details
TODO
@H00N24 H00N24 added the new feature New feature or request label Jun 23, 2020
@H00N24 H00N24 self-assigned this Jun 23, 2020
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