Autonomously Determining the Parameters for SVDD with RBF Kernel from a One-Class Training Set

The one-class support vector machine “support vector
data description” (SVDD) is an ideal approach for anomaly or outlier
detection. However, for the applicability of SVDD in real-world
applications, the ease of use is crucial. The results of SVDD are
massively determined by the choice of the regularisation parameter C
and the kernel parameter  of the widely used RBF kernel. While for
two-class SVMs the parameters can be tuned using cross-validation
based on the confusion matrix, for a one-class SVM this is not
possible, because only true positives and false negatives can occur
during training. This paper proposes an approach to find the optimal
set of parameters for SVDD solely based on a training set from
one class and without any user parameterisation. Results on artificial
and real data sets are presented, underpinning the usefulness of the
approach.

• Andreas Theissler
• Ian Dear

• Support vector data description
• anomaly detection
• one-class classification
• parameter tuning.

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