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AnomalyDetectionMetrics.DetectionRateAtFalsePositiveCount Property

Definition

Detection rate at K false positives. This gives the ratio of correctly identified anomalies given the specified number of false positives. A value closer to 1 indicates a better model.

public double DetectionRateAtFalsePositiveCount { get; }
member this.DetectionRateAtFalsePositiveCount : double
Public ReadOnly Property DetectionRateAtFalsePositiveCount As Double

Property Value

Remarks

This is computed as follows: 1.Sort the test examples by the output of the anomaly detector in descending order of scores. 2.Among the top K False Positives, compute ratio : (True Positive @ K) / (Total anomalies in test data) Example confusion matrix for anomaly detection: Anomalies (in test data) | Non-Anomalies (in test data) Predicted Anomalies : TP | FP Predicted Non-Anomalies : FN | TN

Applies to