One class proximal support vector machines

作者:

Highlights:

• We study the extraction of a target population from a dataset contaminated by outliers.

• To this end, we propose a new Fisher type contrast measure.

• We reconsider this problem from the formalism of proximal support vector machines.

• An approximation of the contrast measure is done using a conjugate gradient method.

• No matrix inversion is needed which lowers the computational complexity.

摘要

Highlights•We study the extraction of a target population from a dataset contaminated by outliers.•To this end, we propose a new Fisher type contrast measure.•We reconsider this problem from the formalism of proximal support vector machines.•An approximation of the contrast measure is done using a conjugate gradient method.•No matrix inversion is needed which lowers the computational complexity.

论文关键词:Outlier detection,Proximal support vector machines,Linear programming problem,Contrast measure

论文评审过程:Received 23 March 2014, Revised 10 April 2015, Accepted 30 September 2015, Available online 22 October 2015, Version of Record 24 December 2015.

论文官网地址:https://doi.org/10.1016/j.patcog.2015.09.036