External and Kaggle gallery =========================== This page is the single entry point for optional Kaggle and external-data examples. These examples are **not part of tests** because they require manual downloads, dataset-specific licenses, or larger local files. The goal is not to claim that ``robustcov`` wins everywhere. The goal is to show where robust covariance gives a strong advantage, where it is competitive, where it is mainly diagnostic, and where another method is better. How to read the cards --------------------- .. list-table:: Result labels :header-rows: 1 * - Label - Meaning * - Strong win - robustcov clearly improves the most relevant metric against common unsupervised baselines. * - Competitive - robustcov is close to the best method, or wins one metric but loses another. * - Competitive, slow - robustcov improves quality but runtime is currently a weakness. * - Not best - another baseline performs better; the robustcov result is still reported for transparency. * - Diagnostic - there are no ground-truth labels, but robust distances provide interpretable stress/anomaly rankings. Recommended result pages ------------------------ .. raw:: html
Strong win. FastMCD PR-AUC 0.712 and F1 0.801 on a classic imbalanced fraud dataset.
Competitive. robustcov gives the best F1, while IsolationForest has stronger PR-AUC and speed.
Diagnostic. RegularizedCauchy ranks unusual cross-asset return days.
Diagnostic. Window-level features identify abnormal volatility/correlation regimes.