On one extremal problem of adaptive machine learning for detection of anomalies

  • Authors:
  • K. V. Mal'Kov;D. V. Tunitskii

  • Affiliations:
  • PWI Inc., New York, USA;Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2008

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Abstract

An adaptive algorithm to solve a wide range of problems of unsupervised learning by constructing a sequence of interrelated extremal principles was proposed. The least squares method with a priori defined weights used as a starting point enabled determination of the "center" of learning sample. Next, a natural passage from the least squares method to more flexible extremal principle enabling adaptive determination of both the "center" and weights of the learning sample events was performed. Finally, a universal extremal principle enabling determination of the scaling coefficient of the membership function in addition to the "center" and weights was constructed.