@author: Jonathan Ticknor, L-3 Data Tactics (Twitter:@JonTicknor, Github:jticknor)

ANN model with sigmoid transfer function in hidden layer and linear transfer function in output layer. Mini-batch gradient descent is used to improve computational efficiency. Current network configuration is for a single hidden layer. Future releases will include additional transfer functions (tanh, etc), option for multiple hidden layers, objective functions (cross entropy), and a self-updating learning rate.

Requires numpy

example artificial neural network (ANN)

Example using KDD Cup 1999 outlier detection data (provided). Plot detection rate and false positive rate based on percentage of top outliers used. Outlierness score is the reconstruction error, i.e. output error, of each data point.

Requires scikit-learn package