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Automatic Hyperparameter Tuning Method for Local Outlier Factor, with Applications to Anomaly Detection

Automatic Hyperparameter Tuning Method for Local Outlier Factor, with Applications to Anomaly Detection

In recent years, there have been many practical applications of anomaly detection such as in predictive maintenance, detection of credit fraud, network intrusion, and system failure. The goal of anomaly detection is to identify in the test data anomalous behaviors that are either rare or unseen in the training data. …