A novel parameter refinement approach to one class support vector machine

  • Authors:
  • Trung Le;Dat Tran;Wanli Ma;Dharmendra Sharma

  • Affiliations:
  • Faculty of Information Sciences and Engineering, University of Canberra, ACT, Australia;Faculty of Information Sciences and Engineering, University of Canberra, ACT, Australia;Faculty of Information Sciences and Engineering, University of Canberra, ACT, Australia;Faculty of Information Sciences and Engineering, University of Canberra, ACT, Australia

  • Venue:
  • ICONIP'11 Proceedings of the 18th international conference on Neural Information Processing - Volume Part II
  • Year:
  • 2011

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Abstract

One-Class Support Vector Machine employs a grid parameter selection process to discover the best parameters for a given data set. It is assumed that two separate trade-off parameters are assigned to normal and abnormal data samples, respectively. However, this assumption is not always true because data samples have different contributions to the construction of hypersphere or hyperplane decision boundary. In this paper, we introduce a new iterative learning process that is carried out right after the grid parameter selection process to refine the trade-off parameter value for each sample. In this learning process, a weight is assigned to each sample to represent the contribution of that sample and is iteratively refined. Experimental results performed on a number of data sets show a better performance for the proposed approach.