期刊
MACHINE LEARNING
卷 107, 期 8-10, 页码 1363-1383出版社
SPRINGER
DOI: 10.1007/s10994-018-5723-3
关键词
Novelty detection; Deep Gaussian Processes; Autoencoder; Unsupervised learning; Stochastic variational inference
资金
- AXA Research Fund
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.
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