One-class support vector machine (OCSVM) and support vector data description (SVDD) are two main domain-based one-class (kernel) classifiers. To reveal their relationship with density estimation in the case of t...One-class support vector machine (OCSVM) and support vector data description (SVDD) are two main domain-based one-class (kernel) classifiers. To reveal their relationship with density estimation in the case of the Gaussian kernel, OCSVM and SVDD are firstly unified into the framework of kernel density estimation, and the essential relationship between them is explicitly revealed. Then the result proves that the density estimation induced by OCSVM or SVDD is in agreement with the true density. Meanwhile, it can also reduce the integrated squared error (ISE). Finally, experiments on several simulated datasets verify the revealed relationships.展开更多
基金Supported by the National Natural Science Foundation of China(60603029)the Natural Science Foundation of Jiangsu Province(BK2007074)the Natural Science Foundation for Colleges and Universities in Jiangsu Province(06KJB520132)~~
文摘One-class support vector machine (OCSVM) and support vector data description (SVDD) are two main domain-based one-class (kernel) classifiers. To reveal their relationship with density estimation in the case of the Gaussian kernel, OCSVM and SVDD are firstly unified into the framework of kernel density estimation, and the essential relationship between them is explicitly revealed. Then the result proves that the density estimation induced by OCSVM or SVDD is in agreement with the true density. Meanwhile, it can also reduce the integrated squared error (ISE). Finally, experiments on several simulated datasets verify the revealed relationships.