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The simplest way to understand Variational Inference

Overview: Generally speaking, Variational Inference(VI) is a specific Statistical inference method that attempts to find the best tractable distribution to replace the intractable distribution when the unknown density function is intractable. In this way, a typical inference problem can be converted to a typical optimization problem. The best tractable distribution we look for is theContinue reading “The simplest way to understand Variational Inference”

My new paper: Anomaly Detection based on LDA, Autoencoder and GMM

Recently my team has finished a paper about Anomaly Detection. We proposed a novel unsupervised Anomaly Detection model (LAG) based on LDA, Autoencoder, and GMM. Our model can be used on both structured and unstructured data and provides a comprehensive solution for various Anomaly Detection tasks in different industries. Particularly, we provide a way toContinue reading “My new paper: Anomaly Detection based on LDA, Autoencoder and GMM”

Suspicious customer detection with LDA + Auto-Encoder part1

Suspicious customer detection is one of the applications of Fraud Detection or Anomaly Detection. There are many data-driven approaches in this area. This blog will introduce a very novel approach as a good alternative solution for suspicious customer detection: LDA + Auto-Encoder. Different business units or business lines have different perspectives to detect anomaly customers.Continue reading “Suspicious customer detection with LDA + Auto-Encoder part1”


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