Week 11: GMMs and anomaly detection

DATA 442/642 · Week 11

Module 5 — GMMs and anomaly detection

Notes

• 11.1 Gaussian Mixture Models(slides)
• 11.2 GMMs for Anomaly Detection(slides)
• 11.3 Practical Considerations(slides)

Additional

• One-class SVM(PDF)
• Gaussian mixture models(PDF)
• 15. Gaussian mixture models(PDF)

Discussion

• A GMM is a soft clustering. What is being mixed?
• How would you turn a GMM density into an anomaly score?