Hi,
This PR implements a GMM-based unsupervised outlier detection. I'm not sure the original, first paper using GMM-based detectors, but the following is a reference.
Oren Barkan and Amir Averbuch, "Robust mixture models for anomaly detection," 2016 IEEE 26th International Workshop on Machine Learningfor Signal Processing (MLSP), pp.1-6, 2016.
Best regards, Akira
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