Efficient Unsupervised Parameter Estimation for One-Class Support Vector Machines

Abstract

One-class support vector machines (OCSVMs) are very effective for semisupervised anomaly detection. However, their performance strongly depends on the settings of their hyperparameters, which has not been well studied. Moreover, unavailability of a clean training set that only comprises normal data in many real-life problems has given rise to the application of OCSVMs in an unsupervised manner. However, it has been shown that if the training set includes anomalies, the normal boundary created by OCSVMs is prone to skew toward the anomalies. This problem decreases the detection rate of anomalies and results in poor performance of the classifier. In this paper, we propose a new technique to se..