Anomaly Detection - A Two-stage Paradigm
Current, state-of-the-art anomaly detection methods follow this simple, two-stage paradigm:
(i) Each data point is transformed to a representation, often learned in a self-supervised manner.
(ii) A density estimation model, often as simple as a kNN estimator, is fitted to the normal data provided in a training set.
To classify a new sample as normal or anomalous, its estimated probability density is computed - low likelihood samples are denoted as anomalies.