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QUESTION

When a comprehensive training set is available, a supervised anomaly detection technique can typically outperform an unsupervised anomaly technique

When a comprehensive training set is available, a supervised anomaly detection technique can typically outperform an unsupervised anomaly technique when performance is evaluated using measures such as the detection and false alarm rate. However, in some cases, such as fraud detection, new types of anomalies are always developing. Performance can be evaluated according to the detection and false alarm rates because it is possible to determine whether an object (transaction) is anomalous. Discuss the relative merits of supervised and unsupervised anomaly under such conditions.

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