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Supplementary material to reproduce "Multivariate Deep Evidential Regression"

License: MIT License

Jupyter Notebook 96.94% Python 0.20% TeX 2.86%
deep-learning neural-network pytorch uncertainty evidence confidence

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Implement this algorithm to multivariate anomaly detection

Hello, I am writing a thesis about anomaly detection in multivariate time series and I think that this method can be very interesting.
I would ask you if you have some suggestions to adapt this method for anomaly detection.
In past weeks, I worked on the Deep Evidential Regression for univariate time series and it detects anomalies calculating the entropy for each point. In your method, what can be a possible way? Because if I have read well the paper there is no lambda parameter to control the uncertainty.

Thanks

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