Support vector method for novelty detection

Bernhard Schölkopf, Robert Williamson, Alex Smola, John Shawe-Taylor, John Piatt

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    1590 Citations (Scopus)

    Abstract

    Suppose you are given some dataset drawn from an underlying probability distribution P and you want to estimate a "simple" subset S of input space such that the probability that a test point drawn from P lies outside of S equals some a priori specified ν between 0 and 1. We propose a method to approach this problem by trying to estimate a function / which is positive on S and negative on the complement. The functional form of / is given by a kernel expansion in terms of a potentially small subset of the training data; it is regularized by controlling the length of the weight vector in an associated feature space. We provide a theoretical analysis of the statistical performance of our algorithm. The algorithm is a natural extension of the support vector algorithm to the case of unlabelled data.

    Original languageEnglish
    Title of host publicationAdvances in Neural Information Processing Systems 12 - Proceedings of the 1999 Conference, NIPS 1999
    PublisherNeural Information Processing Systems Foundation
    Pages582-588
    Number of pages7
    ISBN (Print)0262194503, 9780262194501
    Publication statusPublished - 2000
    Event13th Annual Neural Information Processing Systems Conference, NIPS 1999 - Denver, CO, United States
    Duration: 29 Nov 19994 Dec 1999

    Publication series

    NameAdvances in Neural Information Processing Systems
    ISSN (Print)1049-5258

    Conference

    Conference13th Annual Neural Information Processing Systems Conference, NIPS 1999
    Country/TerritoryUnited States
    CityDenver, CO
    Period29/11/994/12/99

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