de.lmu.ifi.dbs.elki.algorithm.outlier.svm

Class LibSVMOneClassOutlierDetection<V extends NumberVector>

java.lang.Object

de.lmu.ifi.dbs.elki.algorithm.AbstractAlgorithm<OutlierResult>

de.lmu.ifi.dbs.elki.algorithm.outlier.svm.LibSVMOneClassOutlierDetection<V>

All Implemented Interfaces:

Algorithm, OutlierAlgorithm

@Reference(authors="B. Sch\u00f6lkopf, J. C. Platt, J. Shawe-Taylor, A. J. Smola, R. C. Williamson",
           title="Estimating the support of a high-dimensional distribution",
           booktitle="Neural computation 13.7",
           url="https://doi.org/10.1162/089976601750264965",
           bibkey="DBLP:journals/neco/ScholkopfPSSW01")
public class LibSVMOneClassOutlierDetection<V extends NumberVector>
extends AbstractAlgorithm<OutlierResult>
implements OutlierAlgorithm

Outlier-detection using one-class support vector machines.

Important note: from literature, the one-class SVM is trained as if 0 was the only counterexample. Outliers will only be detected when they are close to the origin in kernel space! In our experience, results from this method are rather mixed, in particular as you would likely need to tune hyperparameters. Results may be better if you have a training data set with positive examples only, then apply it only to new data (which is currently not supported in this implementation, it assumes a single-dataset scenario).

Reference:

B. Schölkopf, J. C. Platt, J. Shawe-Taylor, A. J. Smola, R. C. Williamson
Estimating the support of a high-dimensional distribution
Neural computation 13.7

Since:

0.7.0

Author:

Erich Schubert

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	LibSVMOneClassOutlierDetection.Parameterizer<V extends NumberVector> Parameterization class.
static class	LibSVMOneClassOutlierDetection.SVMKernel Kernel functions.

Field Summary

Fields

Modifier and Type	Field and Description
protected LibSVMOneClassOutlierDetection.SVMKernel	kernel Kernel function in use.
private static Logging	LOG Class logger.
(package private) static libsvm.svm_print_interface	LOG_HELPER Setup logging helper for SVM.
(package private) double	nu Nu parameter.

Fields inherited from class de.lmu.ifi.dbs.elki.algorithm.AbstractAlgorithm

ALGORITHM_ID

Constructor Summary

Constructors

Constructor and Description
LibSVMOneClassOutlierDetection(LibSVMOneClassOutlierDetection.SVMKernel kernel, double nu) Constructor.

Method Summary

Modifier and Type	Method and Description
TypeInformation[]	getInputTypeRestriction() Get the input type restriction used for negotiating the data query.
protected Logging	getLogger() Get the (STATIC) logger for this class.
OutlierResult	run(Relation<V> relation) Run one-class SVM.

Methods inherited from class de.lmu.ifi.dbs.elki.algorithm.AbstractAlgorithm

run

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface de.lmu.ifi.dbs.elki.algorithm.outlier.OutlierAlgorithm

run

Field Detail

LOG

private static final Logging LOG

Class logger.

kernel

protected LibSVMOneClassOutlierDetection.SVMKernel kernel

Kernel function in use.

nu

double nu

Nu parameter.

LOG_HELPER

static final libsvm.svm_print_interface LOG_HELPER

Setup logging helper for SVM.

Constructor Detail

LibSVMOneClassOutlierDetection

public LibSVMOneClassOutlierDetection(LibSVMOneClassOutlierDetection.SVMKernel kernel,
                                      double nu)

Constructor.

Parameters:

kernel - Kernel to use with SVM.

nu - Nu parameter

Method Detail

run

public OutlierResult run(Relation<V> relation)

Run one-class SVM.

Parameters:

relation - Data relation

Returns:

Outlier result.

getInputTypeRestriction

public TypeInformation[] getInputTypeRestriction()

Description copied from class: AbstractAlgorithm

Get the input type restriction used for negotiating the data query.

Specified by:

getInputTypeRestriction in interface Algorithm

Specified by:

getInputTypeRestriction in class AbstractAlgorithm<OutlierResult>

Returns:

Type restriction

getLogger

protected Logging getLogger()

Description copied from class: AbstractAlgorithm

Get the (STATIC) logger for this class.

Specified by:

getLogger in class AbstractAlgorithm<OutlierResult>

Returns:

the static logger