coursera Andrew Ng 机器学习第九周笔记 异常检测与推荐系统

Anomaly Detection

Density estimation

Dataset: x1, x2, x3, ... xm
Is X-test anomalous ?


anomaly detection vs supervised learning

choosing what features to use

non-gaussian features, maybe log(x),sqrt(x),x^2 to gaussian-like features

multivariate G distributon

Don't model p(x1) p(x2) separately.

Modle p(x) all in one go.

Recommender Systems

collaborative filtering algorithm

finding related movies

smallest|| xi - xj ||

users who have not rated any movies

mean normalization