Interpretable Anomaly and Drift Detection with Gaussian Mixture Models

תקציר מקורי באנגליתarXiv:2607.16811v2 Announce Type: replace Abstract: We revisit Gaussian Mixture Models (GMMs) as a lightweight, interpretable tool for anomaly detection and, in particular, for detecting distributional drift in data streams. We make three practical choices explicit and evaluate them on seven public benchmarks. First, the number of mixture components is selected automatically by the Bayesian Information Criterion, initialised by k-means, removing the need to fix it in advance. Second, individual observations are scored by their negative log-likelihood under a GMM fitted to normal data, with thresholds set at a target false-alarm rate using Extreme Value Theory. Third, the same interpretable model extends to distributional drift: each Gaussian component is a named "regime," and the fraction