Introduction This is the next article in my collection of blogs on anomaly detection. This time we will be taking a look at unsupervised learning using the Isolation Forest algorithm for outlier detection. I’ve mentioned this before, but this time we will look at some of the details more closely.
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The M-competitions compare and evaluate different approaches to, and implementations of, time-series forecasting. Here is a brief review of the latest one, M5
Read moreInstead of randomly or exhaustively iterating through combinations of algorithms and parameters, we can use Bayesian Optimization libraries to build up an in-memory approximation to the process we want to fine-tune. We can then make a our selections on prior knowledge.
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