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arXiv 2404.04064cs.LGcs.CRcs.NAmath.NA

融合字典学习与支持向量机用于无监督异常检测

Fusing Dictionary Learning and Support Vector Machines for Unsupervised Anomaly Detection

organization= Research Center for Logic, Optimization;Security (LOS), Department of Computer Science, Faculty of Mathematics;Computer Science, University of Bucharest , country= Romania;organization= Faculty of Electronics, Telecommunications;Information Technology Technical University of Iași , country= Romania

Paul Irofti, Iulian-Andrei Hîji, Andrei Pătraşcu, Nicolae Cleju

AI总结:

提出将 OC-SVM 与字典学习残差统一为复合目标的无监督异常检测模型,用 K-SVD 型迭代求解,并扩展至 DPL 与核函数设置,验证收敛性、参数影响和数值性能。

摘要:

本文研究如何通过稀疏表示技术改进用于无监督异常检测的单类支持向量机(OC-SVM)。随着字典学习(DL)近来成为揭示数据中隐藏稀疏模式的常用分析技术,我们的方法利用这一洞见,使无监督检测在模式发现和维度方面具有更强的可控性。我们提出一种新的异常检测模型,将 OC-SVM 与 DL 的残差函数统一为单个复合目标,随后通过 K-SVD 型迭代算法求解。针对该新复合模型,本文显式推导了交替 K-SVD 迭代的闭式解,并讨论了实际可实现的方案。标准 DL 模型被适配到字典对学习(DPL)场景,在该场景中通常的稀疏性约束被自然消除。最后,我们将两个目标扩展到允许使用核函数的更一般设置。文中给出了所得算法的经验收敛性质,对其参数化进行了深入分析,同时通过与现有方法比较展示了它们的数值性能。

英文摘要:

We study in this paper the improvement of one-class support vector machines (OC-SVM) through sparse representation techniques for unsupervised anomaly detection. As Dictionary Learning (DL) became recently a common analysis technique that reveals hidden sparse patterns of data, our approach uses this insight to endow unsupervised detection with more control on pattern finding and dimensions. We introduce a new anomaly detection model that unifies the OC-SVM and DL residual functions into a single composite objective, subsequently solved through K-SVD-type iterative algorithms. A closed-form of the alternating K-SVD iteration is explicitly derived for the new composite model and practical implementable schemes are discussed. The standard DL model is adapted for the Dictionary Pair Learning (DPL) context, where the usual sparsity constraints are naturally eliminated. Finally, we extend both objectives to the more general setting that allows the use of kernel functions. The empirical convergence properties of the resulting algorithms are provided and an in-depth analysis of their parametrization is performed while also demonstrating their numerical performance in comparison with existing methods.

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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