1. One-Class Support Tensor Machines with Bounded Hinge Loss Function for Anomaly Detection
- Author
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Tariq M. Khan and Imran Razzak
- Subjects
Optimization problem ,Computer science ,02 engineering and technology ,Support vector machine ,Kernel (linear algebra) ,Robustness (computer science) ,020204 information systems ,Bounded function ,Outlier ,Hinge loss ,0202 electrical engineering, electronic engineering, information engineering ,One-class classification ,020201 artificial intelligence & image processing ,Anomaly detection ,Tensor ,Algorithm - Abstract
Traditional one class support tensor machine (OCSTM) is a popular classifier that is widely adopted for one class classification, however, outliers in the data negatively affects its performance. To improve the robustness of OCSTM against outliers, in this paper, we present OCSTM with bounded loss function rather than finding optimized support vectors with unbounded loss function. To solve the corresponding optimization problem, we have presented half quadratic optimization to drive the problem to traditional OCSTM, followed by solving a typical OCSTM optimization problem iteratively. We further demonstrate our algorithms through experiments on eight real-world benchmark datasets. Experimental results show that the proposed approach separates well most of the samples of interested class from origin even in the presence of outliers.
- Published
- 2020
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