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
创建时间: 2020-09-09T04:35:46Z
项目社区:https://github.com/chugh007/CreditCard_FraudDetection

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CreditCard_FraudDetection

General Information

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.