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Unsupervised Learning Metrics

Implementation of metrics for unsupervised learning. Currently implemented are

  • Area under Mass-Volume curve (Stephan Clémençon and Jeremie Jakubowicz, Scoring anomalies: a M-estimation formulation approach. 2013-04)
  • Area under Mass-Volume curve for high dimensional spaces (https://arxiv.org/abs/1607.01152)

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