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The Limit of One-Class SVM

Published on Feb 25, 20079858 Views

In this talk, I will present an analysis of the asymptotic behaviour of the One-Class support vector machine (SVM), a popular algorithm for outlier detection. I will show that One-Class SVM asymptotic

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Chapter list

The Limit of One-Class SVM00:02
One-Class SVM (Schölkopf&al, 2001)01:42
Quantile Estimation (QE)08:22
Density Level Set Estimation (DLSE)11:21
QE = DLSE12:03
One-Class SVM (Schölkopf&al, 2001)13:40
One-Class SVM (Schölkopf&al, 2001)13:55
Main Contribution15:06
Plan16:34
Plan17:19
Some Notation17:20
The Big Picture20:24
The Big Picture23:41
The Shape of f025:27
Smoothness Assumption27:48
Main Result29:14
Plan36:17
Split36:22
Split37:08
Split37:13
Split37:18
Split37:30
Split37:39
Split37:53
Plan37:59
Estimation Error38:02
Estimation Error40:21
Here we are41:23
Plan41:27
Regularization Error41:29
Regularization Error42:56
Regularization Error44:18
Here we are45:56
Plan46:00
Approximation Error46:03
Here we are47:26
conclusion48:21