Some useful references on the topic:
- https://towardsdatascience.com/understanding-variational-autoencoders-vaes-f70510919f73
- https://arxiv.org/abs/1811.10276
- https://arxiv.org/pdf/1906.02691.pdf
- https://arxiv.org/pdf/1312.6114.pdf
- https://keras.io/examples/generative/vae/
Contains the VAE model and the script that runs the training.
Contains tools to plot input and output variables, latent variables, the correlation matrix and ROC curves (which gives a measure of the efficiency of te anomaly detection).
Contains tools to perform the anomaly detection.