I am currently using the PAL to run the Anomaly Detection natively on HANA v1 in a couple of instances, however, i am having some difficulties understanding some of the output and necessary input. My questions should be easy for someone who knows their way around.
(1) What is the formal definition of what is called 'Score' as Output in the 'Statistics Table' from the Anomaly Detection. I understand that using an euclidian distance function, the Score will be the distance from the observation to its respective local cluster centre, as i defined local cluster outlier. But I tried reconstruction of the 'SCORE' by euclidian distance, but it seems as if the Score was errected using a weighting matrix. If so how was the weighting matrix used?
My config for ANOMALY DETECTION:
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('GROUP_NUMBER',,null,null); -> Default
INSERT INTO #PAL_CONTROL_TBL VALUES ('INIT_TYPE',4,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('DISTANCE_LEVEL',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION',100,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NORMALIZATION',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('OUTLIER_DEFINE',1,null,null);
Everything else default as in PAL Documentation
Best Regards
Nicholas