This repository contains the Python code to learn hyperparameters of unsupervised anomaly detection algorithms as described in the paper "Learning hyperparameters for unsupervised anomaly detection", A. Thomas, S. Clémençon, V. Feuillard, A. Gramfort, Anomaly Detection Workshop, ICML 2016.
To install the package, run:
pip install .
A demo is presented in the notebook: demo_anomaly_tuning.ipynb
Description of the files:
We are actively trying to reduce the number of dependencies. However, as of now these are the dependencies for the examples to run:
Code should run on python 3.7 or higher.