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articles/machine-learning/algorithm-module-reference/module-reference.md

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| R language | Write code and embed it in a module to integrate R with your pipeline. | [Execute R Script](execute-r-script.md) |
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| Text Analytics | Provide specialized computational tools for working with both structured and unstructured text. | [Extract N Gram Features from Text](extract-n-gram-features-from-text.md) <br/> [Feature Hashing](feature-hashing.md) <br/> [Preprocess Text](preprocess-text.md) |
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| Recommendation | Build recommendation models. | [Evaluate Recommender](evaluate-recommender.md) <br/> [Score SVD Recommender](score-svd-recommender.md) <br/> [Train SVD Recommender](train-SVD-recommender.md) |
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| Anomaly detection | Build anomaly detection models. | [PCA-Based Anomaly Detection](pca-based-anomaly-detection.md) <br/> [Train Anomaly Detection Model](train-anomaly-detection-model.md) |
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| Anomaly Detection | Build anomaly detection models. | [PCA-Based Anomaly Detection](pca-based-anomaly-detection.md) <br/> [Train Anomaly Detection Model](train-anomaly-detection-model.md) |
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## Error messages

articles/machine-learning/algorithm-module-reference/pca-based-anomaly-detection.md

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This module helps you build a model in scenarios where it is easy to obtain training data from one class, such as valid transactions, but difficult to obtain sufficient samples of the targeted anomalies.
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For example, to detect fraudulent transactions, very often you don't have enough examples of fraud to train on, but have many examples of good transactions. The **PCA-Based Anomaly Detection** module solves the problem by analyzing available features to determine what constitutes a "normal" class, and applying distance metrics to identify cases that represent anomalies. This let you train a model using existing imbalanced data.
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For example, to detect fraudulent transactions, very often you don't have enough examples of fraud to train on, but have many examples of good transactions. The **PCA-Based Anomaly Detection** module solves the problem by analyzing available features to determine what constitutes a "normal" class, and applying distance metrics to identify cases that represent anomalies. This lets you train a model using existing imbalanced data.
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## More about Principal Component Analysis
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For anomaly detection, each new input is analyzed, and the anomaly detection algorithm computes its projection on the eigenvectors, together with a normalized reconstruction error. The normalized error is used as the anomaly score. The higher the error, the more anomalous the instance is.
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For additional information about how PCA works, and about the implementation for anomaly detection, see these papers:
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For more information about how PCA works, and about the implementation for anomaly detection, see these papers:
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- [A randomized algorithm for principal component analysis](https://arxiv.org/abs/0809.2274). Rokhlin, Szlan and Tygert
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- [A randomized algorithm for principal component analysis](https://arxiv.org/abs/0809.2274). Rokhlin, Szlan, and Tygert
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- [Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions](http://users.cms.caltech.edu/~jtropp/papers/HMT11-Finding-Structure-SIREV.pdf) (PDF download). Halko, Martinsson and Tropp.
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- [Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions](http://users.cms.caltech.edu/~jtropp/papers/HMT11-Finding-Structure-SIREV.pdf) (PDF download). Halko, Martinsson, and Tropp.
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## How to configure PCA Anomaly Detection
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1. Add the **PCA-Based Anomaly Detection** module to your pipeline in the designer. You can find this module in the **Anomaly Detection** category.
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2. In the **Properties** pane for the **PCA-Based Anomaly Detection** module, click the **Training mode** option, and indicate whether you want to train the model using a specific set of parameters, or use a parameter sweep to find the best parameters.
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2. In the right panel of the **PCA-Based Anomaly Detection** module, click the **Training mode** option, and indicate whether you want to train the model using a specific set of parameters, or use a parameter sweep to find the best parameters.
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- **Single Parameter**: Select this option if you know how you want to configure the model, and provide a specific set of values as arguments.
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- **Oversampling parameter for randomized PCA**: Type a single whole number that represents the ratio of oversampling of the minority class over the normal class. (Available when using the **Single parameter** training method.)
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> [!NOTE]
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> You cannot view the oversampled data set. For additional details of how oversampling is used with PCA, see [Technical notes](#technical-notes).
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> You cannot view the oversampled data set. For more information of how oversampling is used with PCA, see [Technical notes](#technical-notes).
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5. **Enable input feature mean normalization**: Select this option to normalize all input features to a mean of zero. Normalization or scaling to zero is generally recommended for PCA, because the goal of PCA is to maximize variance among variables.
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When training is complete, you can either save the trained model, or connect it to the [Score Model](score-model.md) module to predict anomaly scores.
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To evaluate the results of an anomaly detection models requires some additional steps:
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Evaluating the results of an anomaly detection model requires some additional steps:
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1. Ensure that a score column is available in both datasets
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See the [set of modules available](module-reference.md) to Azure Machine Learning.
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See [Exceptions and error codes for the designer (preview)](designer-error-codes.md) for a list of errors specific to the designer modules.
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See [Exceptions and error codes for the designer (preview)](designer-error-codes.md) for a list of errors specific to the designer modules.''

articles/machine-learning/algorithm-module-reference/toc.yml

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href: score-svd-recommender.md
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- name: Train SVD Recommender
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href: train-svd-recommender.md
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- name: Anomaly detection
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- name: Anomaly Detection
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- name: PCA-Based Anomaly Detection
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href: pca-based-anomaly-detection.md

articles/machine-learning/algorithm-module-reference/train-anomaly-detection-model.md

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See the [set of modules available](module-reference.md) to Azure Machine Learning.
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See [Exceptions and error codes for the designer (preview)](designer-error-codes.md) for a list of errors specific to the designer modules.
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