Constructing Boosting Algorithms from SVMs: An Application to One-Class Classification

  • Authors:
  • Gunnar Rätsch;Sebastian Mika;Bernhard Schölkopf;Klaus-Robert Müller

  • Affiliations:
  • -;-;-;-

  • Venue:
  • IEEE Transactions on Pattern Analysis and Machine Intelligence
  • Year:
  • 2002

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Abstract

We show via an equivalence of mathematical programs that a support vector (SV) algorithm can be translated into an equivalent boosting-like algorithm and vice versa. We exemplify this translation procedure for a new algorithm驴one-class leveraging驴starting from the one-class support vector machine (1-SVM). This is a first step toward unsupervised learning in a boosting framework. Building on so-called barrier methods known from the theory of constrained optimization, it returns a function, written as a convex combination of base hypotheses, that characterizes whether a given test point is likely to have been generated from the distribution underlying the training data. Simulations on one-class classification problems demonstrate the usefulness of our approach.