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In this article, a novel hyperspectral anomaly detection method with kernel Isolation Forest (iForest) is proposed. The method is based on an assumption that anomalies rather than background can be more susceptible to isolation in the kernel space. Based on this idea, the proposed method detects anomalies as follows. First, the hyperspectral data are mapped into the kernel space, and the first $K$ principal components are used. Then, the isolation samples in the image are detected with the iForest constructed using randomly selected samples in the principal components. Finally, the initial anomaly detection map is iteratively refined with locally constructed iForest in connected regions with large areas. Experimental results on several real hyperspectral data sets demonstrate that the proposed method outperforms other state-of-the-art methods. [ABSTRACT FROM AUTHOR]

In this letter, a novel anomaly detection method is proposed, which can effectively fuse the multiscale information extracted by attribute and edge-preserving filters. The proposed method consists of the following steps. First, multiscale attribute and edge-preserving filters are utilized to obtain multiscale anomaly detection maps. Then, the multiscale detection maps are fused via an averaging approach, and the training samples of the anomalies and background are selected from the fused detection map. Next, the support vector machine classification is performed on the hyperspectral image to obtain an anomaly probability map. Finally, the detection result is obtained by multiplying the fused detection map and the anomaly probability map, followed by an edge-preserving filtering-based postprocessing. Experiments performed on four real hyperspectral data sets demonstrate that the proposed method shows a better detection performance with respect to several state-of-the-art hyperspectral anomaly detection methods. [ABSTRACT FROM AUTHOR]

The popularity of deep reinforcement learning (DRL) applications in economics has increased exponentially. DRL, through a wide range of capabilities from reinforcement learning (RL) to deep learning (DL), offers vast opportunities for handling sophisticated dynamic economics systems. DRL is characterized by scalability with the potential to be applied to high-dimensional problems in conjunction with noisy and nonlinear patterns of economic data. In this paper, we initially consider a brief review of DL, RL, and deep RL methods in diverse applications in economics, providing an in-depth insight into the state-of-the-art. Furthermore, the architecture of DRL applied to economic applications is investigated in order to highlight the complexity, robustness, accuracy, performance, computational tasks, risk constraints, and profitability. The survey results indicate that DRL can provide better performance and higher efficiency as compared to the traditional algorithms while facing real economic problems in the presence of risk parameters and the ever-increasing uncertainties. [ABSTRACT FROM AUTHOR]