Learning minimum volume sets with support vector machines

dc.citation.bibtexNameinproceedingsen_US
dc.citation.conferenceNameIEEE Workshop on Machine Learning for Signal Processing (MLSP)en_US
dc.citation.firstpage301
dc.citation.lastpage306
dc.citation.locationMaynooth, Irelanden_US
dc.contributor.authorDavenport, Mark A.en_US
dc.contributor.authorBaraniuk, Richard G.en_US
dc.contributor.authorScott, Clayton D.en_US
dc.date.accessioned2007-10-31T00:41:41Z
dc.date.available2007-10-31T00:41:41Z
dc.date.issued2006-09-01en
dc.date.modified2006-09-13en_US
dc.date.note2006-09-13en_US
dc.date.submitted2006-09-01en_US
dc.descriptionConference Paperen_US
dc.description.abstractGiven 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.en_US
dc.identifier.citationM. A. Davenport, R. G. Baraniuk and C. D. Scott, "Learning minimum volume sets with support vector machines," 2006.
dc.identifier.doihttp://dx.doi.org/10.1109/MLSP.2006.275565en_US
dc.identifier.urihttps://hdl.handle.net/1911/19833
dc.language.isoeng
dc.titleLearning minimum volume sets with support vector machinesen_US
dc.typeConference paper
dc.type.dcmiText
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