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Support vector method for novelty detection

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Citation

Schölkopf, B., Williamson, R., Smola, A., Shawe-Taylor, J., & Platt, J. (2000). Support vector method for novelty detection. In S. Solla, T. Leen, & K. Müller (Eds.), Advances in Neural Information Processing Systems 12 (pp. 582-588). Cambridge, MA, USA: MIT Press.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-E4C8-3
Abstract
Suppose you are given some dataset drawn from an underlying probability distribution ¤ and you want to estimate a “simple” subset ¥ of input space such that the probability that a test point drawn from ¤ lies outside of ¥ equals some a priori specified ¦ between § and ¨. We propose a method to approach this problem by trying to estimate a function © which is positive on ¥ and negative on the complement. The functional form of © is given by a kernel expansion in terms of a potentially small subset of the training data; it is regularized by controlling the length of the weight vector in an associated feature space. We provide a theoretical analysis of the statistical performance of our algorithm. The algorithm is a natural extension of the support vector algorithm to the case of unlabelled data.