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LODA: Training and predicting on feature vectors with missing values #3

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

LODA: Training and predicting on feature vectors with missing values #3

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

Description
Add support for training and predicting datasets with missing variables without the need to replace missing values. LODA could use projection vectors with zero entry for missing features.

An algorithm is described in the 3.2 Missing variables and 4.5 Robustness to missing variables 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

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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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