核(代数)
计算机科学
算法
人工智能
核方法
支持向量机
模式识别(心理学)
多项式核
核主成分分析
高斯函数
径向基函数核
机器学习
作者
Hansi Jiang,Haoyu Wang,Wenhao Hu,Deovrat Kakde,Arin Chaudhuri
出处
期刊:Proceedings of the ... AAAI Conference on Artificial Intelligence
[Association for the Advancement of Artificial Intelligence (AAAI)]
日期:2019-07-17
卷期号:33 (01): 3991-3998
被引量:8
标识
DOI:10.1609/aaai.v33i01.33013991
摘要
Support vector data description (SVDD) is a machine learning technique that is used for single-class classification and outlier detection. The idea of SVDD is to find a set of support vectors that defines a boundary around data. When dealing with online or large data, existing batch SVDD methods have to be rerun in each iteration. We propose an incremental learning algorithm for SVDD that uses the Gaussian kernel. This algorithm builds on the observation that all support vectors on the boundary have the same distance to the center of sphere in a higher-dimensional feature space as mapped by the Gaussian kernel function. Each iteration involves only the existing support vectors and the new data point. Moreover, the algorithm is based solely on matrix manipulations; the support vectors and their corresponding Lagrange multiplier αi’s are automatically selected and determined in each iteration. It can be seen that the complexity of our algorithm in each iteration is only O(k2), where k is the number of support vectors. Experimental results on some real data sets indicate that FISVDD demonstrates significant gains in efficiency with almost no loss in either outlier detection accuracy or objective function value.
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