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Autoencoder for Anomaly Detection

Identifies potential anomalies from transaction and or sensor data with a deep learning autoencoder.
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About

This algorithm uses a neural network built in Tensorflow to predict anomalies from transaction and/or sensor data feeds. The model outputs predictions and reconstruction errors for the observations that highlight potential anomalies. Using an adjustable lower order basis representation of the space, the model includes 2 hidden layers and default 0.01 learning rate for minimizing loss on a RMS objective function.

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