nips nips2013 nips2013-358 nips2013-358-reference knowledge-graph by maker-knowledge-mining

358 nips-2013-q-OCSVM: A q-Quantile Estimator for High-Dimensional Distributions


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Author: Assaf Glazer, Michael Lindenbaum, Shaul Markovitch

Abstract: In this paper we introduce a novel method that can efficiently estimate a family of hierarchical dense sets in high-dimensional distributions. Our method can be regarded as a natural extension of the one-class SVM (OCSVM) algorithm that finds multiple parallel separating hyperplanes in a reproducing kernel Hilbert space. We call our method q-OCSVM, as it can be used to estimate q quantiles of a highdimensional distribution. For this purpose, we introduce a new global convex optimization program that finds all estimated sets at once and show that it can be solved efficiently. We prove the correctness of our method and present empirical results that demonstrate its superiority over existing methods. 1


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