Variational Autoencoder based Anomaly Detection using Reconstruction Probability

@inproceedings{An2015VariationalAB,
  title={Variational Autoencoder based Anomaly Detection using Reconstruction Probability},
  author={Jinwon An and Sungzoon Cho},
  year={2015}
}
We propose an anomaly detection method using the reconstruction probability from the variational autoencoder. The reconstruction probability is a probabilistic measure that takes into account the variability of the distribution of variables. The reconstruction probability has a theoretical background making it a more principled and objective anomaly score than the reconstruction error, which is used by autoencoder and principal components based anomaly detection methods. Experimental results… CONTINUE READING
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