Generative Models:
do not need to have labels
learn all the probability density
Find $f(x), f(x,y)$ (estimate distributions)
Discriminative Models
Input - Label matching
do not need to know distributions
Find $f(y|x)$
ex) Classification, Regression
Anormarly = Low Likelihood (density)
Distance to the k-nearest neighbors
One-Class Classification
Reconstruction error
Voting / Teacher-students
Variance / Uncertainty
Auto-encoder based AD
$\mathbf z = \phi_e(\mathbf x; \Theta_e), \hat {\mathbf x}=\phi_d(\mathbf z; \Theta_d)$
$\{\Theta_e^, \Theta_d^\}=\argmin_{\Theta_e, \Theta_d}\sum_{\mathbf x \in \mathcal X}||\mathbf x-\phi_d(\phi_e(\mathbf x;\Theta_e);\Theta_d)||^2$
$s_{\mathbf x}=||\mathbf x-\hat{\mathbf x}||^2 = ||\mathbf x-\phi_d(\phi_e(\mathbf x;\Theta_e^);\Theta_d^)||^2$