Suppose you are given some dataset drawn from an underlying probability distribution ¤ and you want to estimate a “simple” subset ¥ of input space such that the probability that a test point drawn from ¤ lies outside of ¥ equals some a priori specified ¦ between § and ¨. We propose a method to approach this problem by trying to estimate a function © which is positive on ¥ 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.
Author(s): | Schölkopf, B. and Williamson, RC. and Smola, AJ. and Shawe-Taylor, J. and Platt, JC. |
Book Title: | Advances in Neural Information Processing Systems 12 |
Journal: | Advances in Neural Information Processing Systems |
Pages: | 582-588 |
Year: | 2000 |
Month: | June |
Day: | 0 |
Editors: | SA Solla and TK Leen and K-R M{\"u}ller |
Publisher: | MIT Press |
Bibtex Type: | Conference Paper (inproceedings) |
Address: | Cambridge, MA, USA |
Event Name: | 13th Annual Neural Information Processing Systems Conference (NIPS 1999) |
Event Place: | Denver, CO, USA |
Digital: | 0 |
Electronic Archiving: | grant_archive |
ISBN: | 0-262-11245-0 |
Organization: | Max-Planck-Gesellschaft |
School: | Biologische Kybernetik |
Links: |
BibTex
@inproceedings{815, title = {Support vector method for novelty detection}, journal = {Advances in Neural Information Processing Systems}, booktitle = {Advances in Neural Information Processing Systems 12}, abstract = {Suppose you are given some dataset drawn from an underlying probability distribution ¤ and you want to estimate a “simple” subset ¥ of input space such that the probability that a test point drawn from ¤ lies outside of ¥ equals some a priori specified ¦ between § and ¨. We propose a method to approach this problem by trying to estimate a function © which is positive on ¥ 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. }, pages = {582-588}, editors = {SA Solla and TK Leen and K-R M{\"u}ller}, publisher = {MIT Press}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {Cambridge, MA, USA}, month = jun, year = {2000}, slug = {815}, author = {Sch{\"o}lkopf, B. and Williamson, RC. and Smola, AJ. and Shawe-Taylor, J. and Platt, JC.}, month_numeric = {6} }