Automatically change anomaly detection threshold based on probabilistic distribution of anomaly scores

Abstract

Approaches herein relate to model decay of an anomaly detector due to concept drift. Herein are machine learning techniques for dynamically self-tuning an anomaly score threshold. In an embodiment in a production environment, a computer receives an item in a stream of items. A machine learning (ML) model hosted by the computer infers by calculation an anomaly score for the item. Whether the item is anomalous or not is decided based on the anomaly score and an adaptive anomaly threshold that dynamically fluctuates. A moving standard deviation of anomaly scores is adjusted based on a moving average of anomaly scores. The moving average of anomaly scores is then adjusted based on the anomaly score. The adaptive anomaly threshold is then adjusted based on the moving average of anomaly scores and the moving standard deviation of anomaly scores.