Short Answer
The process involves training a Variational Autoencoder (VAE) on normal data to recognize typical patterns. After training, the VAE analyzes new data for deviations, and if it cannot reconstruct certain inputs accurately, these instances are flagged as anomalies, which can be useful in applications like fraud detection.
Step 1: Train on Normal Data
Begin by training the Variational Autoencoder (VAE) on a dataset comprised entirely of normal data. This training process involves the model learning the typical features and patterns found within the data. It is critical that the data represents what is considered ‘normal’ so that the VAE can effectively learn to recognize it during inference.
Step 2: Analyze Deviations
Once trained, the VAE uses its learned patterns to analyze new data inputs for any significant deviations from the established norm. During this phase, it will reconstruct the input data based on the features it learned. The effectiveness of this reconstruction helps in identifying anomalies by highlighting inputs that do not closely match the learned features.
Step 3: Detect Anomalies
Finally, determine whether a data instance is an anomaly by evaluating the reconstruction accuracy. If the VAE struggles to reconstruct certain data inputs well, it signifies deviations from normal patterns. This allows users to flag and address these anomalies, leading to practical applications in fields like fraud detection and system monitoring.