Saba Sanami

Calibrated Unsupervised Anomaly Detection in Multivariate Time-series using Reinforcement Learning

2025 · arXiv (Cornell University)

This paper investigates unsupervised anomaly detection in multivariate time-series data using reinforcement learning (RL) in the latent space of an autoencoder. A significant challenge is the limited availability of anomalous data, often leading to misclassifying …