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Hi I'm new here. I want to ask how to do an evaluation (ROC and AUC) of anomaly detection extension ( nearest neighbour based, clustering based and statistical based). I want to compare each model. Thank you.
Hi,
do you have labels available? Otherwise it's impossible to calculate ROC.
Best,
Martin
No i don't have. I want to do unsupervised method.
Can you suggest any evaluation method for unsupervised?