项目作者: chugh007
项目描述 :
Credit Card Fraud Detection using Anomaly Detection
高级语言: Jupyter Notebook
项目地址: git://github.com/chugh007/CreditCard_FraudDetection.git
CreditCard_FraudDetection
This is a classic example to practice anomaly detection . I have followed the steps from Andrew NG’s machine learning tutorial for anomaly detection (https://youtu.be/086OcT-5DYI)
Implementation Notes
- As mentioned in the tutorial , the features used follows gaussian distribution.
- To estimate the probability density at a point ,GaussianMixture is used .
- Training set has all non-anomolous samples
- The anomolous samples are split equally among test and validation sets.
- The optimal threshold value for highest roc_auc_score is chosen using validation set.
Future Works
- AIC and BIC score is used to estimate the number of clusters . We can also use bayesian mixture model which can give a good estimate of the number of clusters, but it is very slow to train.