Feature: Threshold Calculation

[DiogenesAnalytics]

Problem

One of the applications of autoencoders is anomaly detection. Currently there is no code to help with the process of measuring the threshold of the anomaly error (where the anomaly begins and where the normal error ends).

Solution

Write some utility functions to help calculate the reconstruction error as well as the threshold.

References

• https://stats.stackexchange.com/questions/427448/autoencoder-reconstruction-error-threshold
• https://datascience.stackexchange.com/questions/46014/how-to-set-the-reconstruction-error-threshold-for-anomaly-detection-using-autoen
• https://grabngoinfo.com/autoencoder-for-anomaly-detection-using-tensorflow-keras/
• https://keras.io/examples/timeseries/timeseries_anomaly_detection/
• https://stackoverflow.com/questions/50581043/practical-determination-of-anomaly-threshold-in-variational-autoencoders

[DiogenesAnalytics]

Implemented with: c0b983ad25bdc393f7e1f421f58a11e571b60bbe