Statistical confidence metric for reconstructive anomaly detection models

Abstract

Approaches herein relate to reconstructive models such as an autoencoder for anomaly detection. Herein are machine learning techniques that measure inference confidence based on reconstruction error trends. In an embodiment, a computer hosts a reconstructive model that encodes and decodes features. Based on that decoding, the following are automatically calculated: a respective reconstruction error of each feature, a respective moving average of reconstruction errors of each feature, an average of the moving averages of the reconstruction errors of all features, a standard deviation of the moving averages of the reconstruction errors of all features, and a confidence of decoding the features that is based on a ratio of the average of the moving averages of the reconstruction errors to the standard deviation of the moving averages of the reconstruction errors. The computer detects and indicates that a threshold exceeds the confidence of decoding, which may cause important automatic reactions herein.