Dr. James McCaffrey of Microsoft Research provides full code and step-by-step examples of anomaly detection, used to find items in a dataset that are different from the majority for tasks like ...

Creating and Training the LightGBM Autoencoder Model The LightGBM system does not have a built-in autoencoder class so one must be created using multiple regression modules. The goal of the ...

Bryan Lim, Stefan Zohren and Stephen Roberts propose a real-time indicator to detect temporary increases in asset co-movements that they call the autoencoder reconstruction ratio (ARR), which measures ...