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Title:
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Learning minimum volume sets with support vector machines |
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Author:
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Davenport, Mark A.; Baraniuk, Richard G.; Scott, Clayton D.
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Type:
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Conference Paper |
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Citation:
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M. A. Davenport, R. G. Baraniuk and C. D. Scott,"Learning minimum volume sets with support vector machines," in IEEE Workshop on Machine Learning for Signal Processing (MLSP),, pp. 301-306. |
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Abstract:
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Given a probability law P on d-dimensional Euclidean space, the minimum volume set (MV-set) with mass beta , 0 < beta < 1, is the set with smallest volume enclosing a probability mass of at least beta. We examine the use of support vector machines (SVMs) for estimating an MV-set from a collection of data points drawn from P, a problem with applications in clustering and anomaly detection. We investigate both one-class and two-class methods. The two-class approach reduces the problem to Neyman-Pearson (NP) classification, where we artificially generate a second class of data points according to a uniform distribution. The simple approach to generating the uniform data suffers from the curse of dimensionality. In this paper we (1) describe the reduction of MV-set estimation to NP classification, (2) devise improved methods for generating artificial uniform data for the two-class approach, (3) advocate a new performance measure for systematic comparison of MV-set algorithms, and (4) establish a set of benchmark experiments to serve as a point of reference for future
MV-set algorithms. We find that, in general, the two-class method performs more reliably. |
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Date Published:
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2006-09-01 |
