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I have a dataset born to solve a classification problem. Due to the imbalances of the Y, i choose to move to an anomaly detection task. Should I use the Y i have inside the anomaly detection model as a features? Is it an overfitting Risk?

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  • $\begingroup$ If you have imbalanced data you can use oversampling or under sampling techniques to deal with it. $\endgroup$
    – Ethan
    Dec 1 '20 at 2:46
  • $\begingroup$ It doesn't improve my results, for that reason I use anomaly detection $\endgroup$
    – Daniele
    Dec 1 '20 at 7:50
  • $\begingroup$ How large is your dataset? $\endgroup$
    – Ethan
    Dec 1 '20 at 7:51
  • $\begingroup$ 500k x 20. The original labels instead are the following: class a : 480k, class b: 15k, class c: 5k $\endgroup$
    – Daniele
    Dec 1 '20 at 8:41
  • $\begingroup$ To me it is surprising that you would find no improvement from resampling with a data set as large as 500k. $\endgroup$
    – Ethan
    Dec 1 '20 at 16:54
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It simply depends on what is the goal of the task:

  • If the final goal is still to predict Y after detecting anomalies (i.e. probably using the output of anomaly detection as a feature), then Y cannot be used since it wouldn't be available in a realistic test set.
  • If it's just a completely different task in which Y is available as an input, then why not use it.

With 500k instances, A single additional variable with 3 possible values has an extremely low risk of causing overfitting.

Note that since classification didn't work, it's likely that there is little relationship between the features and Y (otherwise there was some mistake in the classification experiment).

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