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arXiv 2212.13626cs.LGstat.ML
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LOSDD:用于离群点检测的Leave-Out支持向量数据描述

LOSDD: Leave-Out Support Vector Data Description for Outlier Detection

TU Dortmund University(多特蒙德工业大学)

Daniel Boiar, Thomas Liebig, Erich Schubert

摘要:

支持向量机在干净数据上训练时已成功用于单类分类(OCSVM,SVDD),但它们在脏数据上的效果要差得多:训练数据中存在的离群值倾向于成为支持向量,因此被认为是“正常”的。在这篇文章中,我们提高了有效性,发现在肮脏的训练数据与leave-out策略:通过暂时省略一个候选人的时间,这一点可以判断使用剩余的数据。我们表明,这是更有效的得分离群点比使用现有的基于SVM的方法的松弛项。然后可以从数据中移除识别的离群值,使得可以识别被其他离群值隐藏的离群值,以减少掩蔽问题。简单地说,这种方法需要训练N个单独的SVM(并且在迭代地一次一个地去除最差的离群值时训练$O(N^2)$ SVM),这是非常昂贵的。我们将讨论在每个步骤中只需要考虑支持向量,并且通过重用SVM参数和权重,可以大大加速这种增量再训练。通过批量删除候选项,我们可以进一步缩短处理时间,尽管它显然比训练单个SVM的成本更高。

英文摘要:

Support Vector Machines have been successfully used for one-class classification (OCSVM, SVDD) when trained on clean data, but they work much worse on dirty data: outliers present in the training data tend to become support vectors, and are hence considered "normal". In this article, we improve the effectiveness to detect outliers in dirty training data with a leave-out strategy: by temporarily omitting one candidate at a time, this point can be judged using the remaining data only. We show that this is more effective at scoring the outlierness of points than using the slack term of existing SVM-based approaches. Identified outliers can then be removed from the data, such that outliers hidden by other outliers can be identified, to reduce the problem of masking. Naively, this approach would require training N individual SVMs (and training $O(N^2)$ SVMs when iteratively removing the worst outliers one at a time), which is prohibitively expensive. We will discuss that only support vectors need to be considered in each step and that by reusing SVM parameters and weights, this incremental retraining can be accelerated substantially. By removing candidates in batches, we can further improve the processing time, although it obviously remains more costly than training a single SVM.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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