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Adding robust PCA anomaly detector.
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Markus-Go committed Nov 7, 2014
1 parent ffc3818 commit aba1859
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Showing 4 changed files with 416 additions and 10 deletions.
6 changes: 3 additions & 3 deletions build.properties
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extension.version=2
extension.revision=2
extension.update=000
extension.version=2
extension.revision=3
extension.update=000
15 changes: 10 additions & 5 deletions resources/com/rapidminer/resources/OperatorsAnomalyDetection.xml
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</class>
</operator>
<operator>
<key>Color Coded Join</key>
<class> de.dfki.madm.anomalydetection.operator.statistical_based.OutlierColorJoin
</class>
</operator>
<key>Color Coded Join</key>
<class> de.dfki.madm.anomalydetection.operator.statistical_based.OutlierColorJoin
</class>
</operator>
<operator>
<key>Robust Principal Component Analysis Anomaly Score (rPCA)</key>
<class> de.dfki.madm.anomalydetection.operator.statistical_based.RobustPCAOperator
</class>
</operator>
</group>
<group key ="kernel_based" >
<group key ="kernel_based" >
<operator>
<key>One-Class LIBSVM Anomaly Score</key>
<class> de.dfki.madm.anomalydetection.operator.kernel_based.AnomalyDetectionLibSVMOperator
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</p>
</help>
</operator>
<operator>
<operator>
<name>Color Coded Join</name>
<synopsis> Creates color coded Outlier output </synopsis>
<help> <p>
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</p>
</help>
</operator>
<operator>
<operator>
<name>Robust Principal Component Analysis Anomaly Score (rPCA)</name>
<synopsis> Computes an anomaly score based on a robust PCA estimation </synopsis>
<help> <p> Computes a robust PCA-based anomaly score. For robustness, trimming of the
original data set based on the Mahalanobis distance is performed first. Then,
PCA is computed and a score is determined based on the top upper and/or lower PCs.
This operator follows the papers "A Novel Anomaly Detection Scheme Based on
Principal Component Classifier" by Shyu et al (2003) and "Robust Methods for
Unsupervised PCA-based Anomaly Detection" by Kwitt et al. (2006). In contrast to
the original publications, this operator computes a normalized score instead of
classifying into normal/anomalous instances.
</p><p>
Please be aware of the fact that this method can deal with "one big" cluster only and will
probably fail if normal data consists of multiple clusters (non-linear dependencies) as
well as on local anomaly detection tasks.
</p>
</help>
</operator>
<operator>
<name>One-Class LIBSVM Anomaly Score</name>
<synopsis>Computes the outlier score using one-class SVMs</synopsis>
<help> <p>
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