https://github.com/oliverhennhoefer/cross-conformal-anomaly-detection
Reproducible experiments conducted in the paper 'Uncertainty Quantification in Anomaly Detection with Cross-Conformal p-Values'.
https://github.com/oliverhennhoefer/cross-conformal-anomaly-detection
anomaly-detection benjamini-hochberg conformal-anomaly-detection conformal-inference conformal-prediction cross-conformal false-discovery-rate uncertainty-estimation uncertainty-quantification
Last synced: 3 months ago
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Reproducible experiments conducted in the paper 'Uncertainty Quantification in Anomaly Detection with Cross-Conformal p-Values'.
- Host: GitHub
- URL: https://github.com/oliverhennhoefer/cross-conformal-anomaly-detection
- Owner: OliverHennhoefer
- Created: 2024-01-15T07:33:15.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2024-02-29T08:39:35.000Z (over 1 year ago)
- Last Synced: 2025-01-16T04:16:58.032Z (9 months ago)
- Topics: anomaly-detection, benjamini-hochberg, conformal-anomaly-detection, conformal-inference, conformal-prediction, cross-conformal, false-discovery-rate, uncertainty-estimation, uncertainty-quantification
- Language: Python
- Homepage: https://arxiv.org/pdf/2402.16388.pdf
- Size: 33.4 MB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# Cross-Conformal Anomaly Detection
Supplementary code for the paper ['Uncertainty Quantification in Anomaly Detection with (Cross-)Conformal *p*-Values'](https://arxiv.org/pdf/2402.16388.pdf)
## Uncertainty Quantification in Anomaly Detection
The provided code defines an experimental evaluation setup for comparing the classical *inductive conformal* (or *split-conformal*) approach for anomaly detection to *cross-conformal* methods as derived from *(cross-)conformal prediction*.
## Setup
- Run with `Python 3.12 (>=3.9)`
- Install `requirements.txt` (`pip install -r requirements.txt`)
## Contact
Ask questions, report bugs: oliver.hennhoefer@h-ka.de
## Conformal Inference
To learn more about conformal inference, check out the [**awesome conformal prediction**](https://github.com/valeman/awesome-conformal-prediction) repository.