nips nips2004 nips2004-49 nips2004-49-reference knowledge-graph by maker-knowledge-mining

49 nips-2004-Density Level Detection is Classification


Source: pdf

Author: Ingo Steinwart, Don Hush, Clint Scovel

Abstract: We show that anomaly detection can be interpreted as a binary classification problem. Using this interpretation we propose a support vector machine (SVM) for anomaly detection. We then present some theoretical results which include consistency and learning rates. Finally, we experimentally compare our SVM with the standard one-class SVM. 1


reference text

[1] B.D. Ripley. Pattern recognition and neural networks. Cambridge Univ. Press, 1996.

[2] B. Sch¨lkopf and A.J. Smola. Learning with Kernels. MIT Press, 2002. o

[3] J.A. Hartigan. Clustering Algorithms. Wiley, New York, 1975.

[4] J.A. Hartigan. Estimation of a convex density contour in 2 dimensions. J. Amer. Statist. Assoc., 82:267–270, 1987.

[5] W. Polonik. Measuring mass concentrations and estimating density contour clusters—an excess mass aproach. Ann. Stat., 23:855–881, 1995.

[6] A.B. Tsybakov. On nonparametric estimation of density level sets. Ann. Statist., 25:948–969, 1997.

[7] S. Ben-David and M. Lindenbaum. Learning distributions by their density levels: a paradigm for learning without a teacher. J. Comput. System Sci., 55:171–182, 1997.

[8] C. Scovel and I. Steinwart. Fast rates for support vector machines. Ann. Statist., submitted, 2003. http://www.c3.lanl.gov/˜ingo/publications/ann-03.ps.

[9] I. Steinwart, D. Hush, and C. Scovel. A classification framework for anomaly detection. Technical report, Los Alamos National Laboratory, 2004.

[10] A.B. Tsybakov. Optimal aggregation of classifiers in statistical learning. Ann. Statist., 32:135– 166, 2004.

[11] E. Mammen and A. Tsybakov. Smooth discrimination analysis. Ann. Statist., 27:1808–1829, 1999.

[12] C. Scovel, D. Hush, and I. Steinwart. Learning rates for support vector machines for density level detection. Technical report, Los Alamos National Laboratory, 2004.

[13] I. Steinwart. Consistency of support vector machines and other regularized kernel machines. IEEE Trans. Inform. Theory, to appear, 2005.

[14] Chih-Chung Chang and Chih-Jen Lin. LIBSVM: a library for support vector machines, 2004.

[15] B. Sch¨lkopf, J.C. Platt, J. Shawe-Taylor, and A.J. Smola. Estimating the support of a higho dimensional distribution. Neural Computation, 13:1443–1471, 2001.