Learned from DMC: Crossvalidation is important
Rarely found in Anomaly Detection, why?
A bit more complicated (not all samples are equal), but no reason why not
->So I implemented it into yano
folding only on normal data
How to handle anomalies?
If not folding them, cross-validation less useful
if folding them, often rare anomalies even more rare
->test set always 50\% anomalous
->Also improves simple evaluation metrics (accuracy)
Do you know a reason why Cross Validation is not common in AD?
Are there Problems with the way I fold my Anomalies?