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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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3196379561,274 · Jun 202019922001200920182026
48 results for Support Vector Data Description (SVDD)

Support Vector Data Description (SVDD) is a popular outlier detection technique which constructs a flexible description of the input data. SVDD computation time is high for large training datasets which limits its use in big-data process-monitoring applications. We propose a new iterative sampling-based method for SVDD…

2016-06-16abs ↗pdf ↗

Support vector data description (SVDD) is a machine learning technique that is used for single-class classification and outlier detection. The idea of SVDD is to find a set of support vectors that defines a boundary around data. When dealing with online or large data, existing batch SVDD methods have to be rerun in eac…

2017-09-01abs ↗pdf ↗

Proposes LAMA for principled SVDD hyperparameter estimation.

problem Estimating SVDD hyperparameters is difficult and heuristic methods are unreliable.
method LAMA (Local Active Min-Max Alignment) using active learning and kernel alignment.
result LAMA provides evidence-based estimates for SVDD hyperparameters with quality scores.

This paper proposes the adaptation of Support Vector Data Description (SVDD) to the multiple kernel case (MK-SVDD), based on SimpleMKL. It also introduces a variant called Slim-MK-SVDD that is able to produce a tighter frontier around the data. For the sake of comparison, the equivalent methods are also developed for O…

2017-12-07abs ↗pdf ↗

New process capability index for non-normal data.

problem Measuring process capability when data does not follow normal distributions.
method Developed a new multivariate non-parametric PCI using Support Vector Data Description (SVDD).
result Demonstrated improved accuracy in process capability measurement for non-normal data.

New results on risk estimation for SVM and related methods.

problem Estimating risk in support vector machine applications.
method Expanding relaxation theory to support vector methods and analyzing their generalization ability.
result Risk approaches ratio of complexity to data sample size as sample size increases.

Support Vector Data Description (SVDD) is a machine learning technique used for single class classification and outlier detection. SVDD based K-chart was first introduced by Sun and Tsung for monitoring multivariate processes when underlying distribution of process parameters or quality characteristics depart from Norm…

2016-07-25abs ↗pdf ↗

An unsupervised anomaly detection method for irregularly sampled time-series data.

problem Anomaly detection in irregularly sampled or missing valued time-series data.
method Uses LSTM networks with time modulation gates to extract temporal features and SVDD for anomaly labeling.
result Significantly outperforms standard approaches on real-life datasets.

A new method for projecting multimodal data to a common subspace for one-class classification.

problem Classifying data from multiple sources with varying features.
method Iterative transformation to a common subspace, separate transformations for each modality, regularization strategies.
result Outperforms competing methods across multiple datasets.

Most signal processing problems involve the challenging task of multidimensional probability density function (PDF) estimation. In this work, we propose a solution to this problem by using a family of Rotation-based Iterative Gaussianization (RBIG) transforms. The general framework consists of the sequential applicatio…

2016-01-31abs ↗pdf ↗

Maximum entropy distributions with discrete support in mm dimensions arise in machine learning, statistics, information theory, and theoretical computer science. While structural and computational properties of max-entropy distributions have been extensively studied, basic questions such as: Do max-entropy distributio…

2017-11-06abs ↗pdf ↗

Improves anomaly detection with contaminated unlabeled data.

problem Weakness in existing semi-supervised anomaly detection methods when unlabeled data contain anomalies.
method Integrates positive-unlabeled learning with deep anomaly detection models.
result Achieves better detection performance on various datasets.

Morse neural networks improve uncertainty quantification and detection.

problem Uncertainty quantification and out-of-distribution detection.
method Generalizes unnormalized Gaussian densities to high-dimensional submanifolds using KL-divergence loss.
result Unified approach for OOD detection, anomaly detection, and continuous learning.

We discuss a general technique that can be used to form a differentiable bound on the optima of non-differentiable or discrete objective functions. We form a unified description of these methods and consider under which circumstances the bound is concave. In particular we consider two concrete applications of the metho…

2012-12-18abs ↗pdf ↗

We generalize a support vector machine to a support spinor machine by using the mathematical structure of wedge product over vector machine in order to extend field from vector field to spinor field. The separated hyperplane is extended to Kolmogorov space in time series data which allow us to extend a structure of sup…

2017-09-11abs ↗pdf ↗

A new method for support vector regression using a data-driven insensitive parameter.

problem Determining an optimal insensitive parameter in support vector regression.
method A data-driven approach to approximate the insensitive parameter by minimizing a generalized loss function based on the likelihood principle.
result The proposed method outperforms traditional support vector regression methods and has lower computational costs.

Support Vector Machine (SVM) is an efficient classification approach, which finds a hyperplane to separate data from different classes. This hyperplane is determined by support vectors. In existing SVM formulations, the objective function uses L2 norm or L1 norm on slack variables. The number of support vectors is a me…

2018-04-06abs ↗pdf ↗

Quantum algorithm solves SOCP and SVM problems faster than classical methods.

problem Quantum algorithms for solving SOCP and SVM problems.
method Quantum interior-point method (IPM) for SOCP, scaling as O(n^k).
result Quantum algorithm exhibits polynomial speedup over classical methods.

New algorithms reduce computational burden for principal support vector machines.

problem High computational cost of principal support vector machines for large datasets.
method Two distributed estimation algorithms for principal support vector machines.
result Statistical efficiency is maintained with distributed algorithms.

Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that scales efficiently to very large data sets. Instead of solving the whole training s…

2014-10-13abs ↗pdf ↗

A new SVM method for predicting time series labels.

problem Learning to predict labels from high-dimensional time series data.
method Extended SVM concept to continuous time series data, formulated as a convex optimization problem.
result Empirical results show the algorithm's effectiveness for analyzing long-term multivariate data.

This paper speeds up SVC clustering by compressing data while preserving key properties.

problem Efficiently clustering large-scale real-world data sets.
method Spectrum-preserving data compression for fast support vector clustering.
result Achieved 100X and 115X speedups on real-world data sets while maintaining clustering quality.

Paper proposes DMGD for integrating outlier and community detection in graph embedding.

problem Outlier nodes affect graph embedding of regular nodes, especially in networks with multiple communities.
method DMGD integrates outlier and community detection with node embedding using multiclass graph description.
result DMGD detects outliers relative to their communities and achieves better node embedding compared to state-of-the-arts.

Deep-learning model detects ASD from MRI data with high accuracy.

problem Challenges in diagnosing ASD due to subjective behavioral assessments and informant biases.
method Integrates deep-learning and SVM techniques to classify ASD brain scans.
result Highly accurate classification of ASD brain scans from neurotypical scans.

Statistical learning theory explains SVMs for data-driven decision making.

problem Decision making and model construction from data.
method Statistical learning theory, focusing on empirical and structural risk minimization.
result Support Vector Machines (SVMs) are a prominent implementation of structural risk minimization.