Jan Gronewald

Machine learning for journal entry testing: A type-aware evaluation of anomaly detectors under a review budget

Journal entry anomaly detectors are commonly evaluated on the full population with ROC-AUC, precision and recall, ignoring the review budget and which anomaly types are found. We propose a type-aware evaluation combining per-type recall, fair-share type recall (FSR), which caps each type's credit at its budget share, t...