Supplemental Material of “ Probabilistic Two - Level Anomaly Detection for Correlated Systems ”

نویسندگان

  • Tetsuro Morimura
  • Einoshin Suzuki
  • Tsuyoshi Idé
چکیده

where Sij represents α−2 Vij . In this section, we mainly discuss the optimization of Eq. (2). Since both W and Z are regarded as variables, we can not give closed-form solutions. However, Eq. (2) can be iteratively optimized with respect to Z by fixing W, and vice versa. By doing so, a local optimal can be reached since the value of Eq. (2) decreases or stays steadily even after a small number of updates.

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تاریخ انتشار 2014