The One Class Support Vector Machine Solution Path

  title={The One Class Support Vector Machine Solution Path},
  author={Gyemin Lee and Clayton Scott},
  journal={2007 IEEE International Conference on Acoustics, Speech and Signal Processing - ICASSP '07},
This paper applies the algorithm of Hastie et al., (2004) to the problem of learning the entire solution path of the one class support vector machine (OC-SVM) as its free parameter ν varies from 0 to 1. The OC-SVM with Gaussian kernel is a nonparametric estimator of a level set of the density governing the observed sample, with the parameter ν implicitly defining the corresponding level. Thus, the path algorithm produces estimates of all level sets and can therefore be applied to a variety of… CONTINUE READING
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