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The Limit of One-Class SVM
Published on 2007-02-259867 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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Presentation
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
Main Contribution15:06
Plan16:34
Some Notation17:20
The Big Picture20:24
The Shape of f025:27
Smoothness Assumption27:48
Main Result29:14
Split36:22
Estimation Error38:02
Here we are41:23
Regularization Error41:29
Approximation Error46:03
conclusion48:21