One Class Gaussian
- In one class gaussian, we assume that our data came from Multivariate Normal Distribution
- The distribution depends on
and defines where is the center of the distribution defines what will be the shape of the distribution
- We learn these 2 variables from the sample data
- When we have the learned weight of
and , then for any new value, we find the - If
is above a threshold, then it is identified as it has come from that class - Otherwise anomaly
- If
