Anomaly detection is important for data cleaning, cybersecurity, and robust AI systems. This talk will review recent work in our group on (a) benchmarking existing algorithms, (b) developing a theoretical understanding of their behavior, (c) explaining anomaly "alarms" to a data analyst, and (d) interactively re-ranking candidate anomalies in response to analyst feedback. Then the talk will describe two applications: (a) detecting and diagnosing sensor failures in weather networks and (b) open category detection in supervised learning.
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