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Deep Gaussian Process autoencoders for novelty detection
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DOI：10.1007/s10994-018-5723-3.png)
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摘要
En 中文
Novelty detection is one of the classic problems in machine learning that has applications across several domains. This paper proposes a novel autoencoder based on Deep Gaussian Processes for novelty detection tasks. Learning the proposed model is made tractable and scalable through the use of random feature approximations and stochastic variational inference. The result is a flexible model that is easy to implement and train, and can be applied to general novelty detection tasks, including large-scale problems and data with mixed-type features. The experiments indicate that the proposed model achieves competitive results with state-of-the-art novelty detection methods.
Keyword:
Novelty detection
Deep Gaussian Processes
Autoencoder
Unsupervised learning
Stochastic variational inference
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