1. Kernel Choice in One-Class Support Vector Machines for Novelty and Outlier Detection
- Author
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Jiapeng Huang, Chen Tao, and Tianhao Li
- Subjects
Heuristic (computer science) ,business.industry ,Computer science ,05 social sciences ,Bayesian probability ,Pattern recognition ,010501 environmental sciences ,Kernel Bandwidth ,01 natural sciences ,Support vector machine ,Kernel (linear algebra) ,Kernel (statistics) ,0502 economics and business ,Radial basis function kernel ,Anomaly detection ,Sensitivity (control systems) ,Artificial intelligence ,050207 economics ,business ,0105 earth and related environmental sciences - Abstract
Novelty and outlier detection are both used for anomaly detection. This paper works through the method of One-Class support vector machine (SVM) which could estimate the contour of initial observations and can be applied in the problems of anomaly detection. In this paper, the experiments on both artificial and real-world data sets are performed to demonstrate the importance of kernel and kernel parameter choice and the corresponding sensitivity of the algorithm. Due to the desire for general regulations of kernel parameter selection, some general methods of selecting the kernel bandwidth parameter of RBF kernel are therefore investigated, including median heuristic method and Bayesian kernel learning method. Then, the experiments based on these methods are conducted to observe their effect. Consequently, some new discoveries together with current issues on these methods, as well as some applicable situations of these methods, are found in this paper. Furthermore, this paper also confirms the effectiveness of RBF kernel and that the initial value of its bandwidth parameter can be set by those two methods.
- Published
- 2020
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