相关论文: Towards Convexity in Anomaly Detection: A New Form…
Anomaly detection is defined as the problem of finding data points that do not follow the patterns of the majority. Among the various proposed methods for solving this problem, classification-based methods, including one-class Support…
In this paper, we present new optimization models for Support Vector Machine (SVM), with the aim of separating data points in two or more classes. The classification task is handled by means of nonlinear classifiers induced by kernel…
Support vector machines (SVMs) with sparsity-inducing nonconvex penalties have received considerable attentions for the characteristics of automatic classification and variable selection. However, it is quite challenging to solve the…
We investigate anomaly detection in an unsupervised framework and introduce Long Short Term Memory (LSTM) neural network based algorithms. In particular, given variable length data sequences, we first pass these sequences through our LSTM…
The classical hinge-loss support vector machines (SVMs) model is sensitive to outlier observations due to the unboundedness of its loss function. To circumvent this issue, recent studies have focused on non-convex loss functions, such as…
In support vector machine (SVM) applications with unreliable data that contains a portion of outliers, non-robustness of SVMs often causes considerable performance deterioration. Although many approaches for improving the robustness of SVMs…
We study anomaly detection and introduce an algorithm that processes variable length, irregularly sampled sequences or sequences with missing values. Our algorithm is fully unsupervised, however, can be readily extended to supervised or…
Support vector machines (SVMs) are well-studied supervised learning models for binary classification. In many applications, large amounts of samples can be cheaply and easily obtained. What is often a costly and error-prone process is to…
Support vector machine (SVM) is a powerful classification method that has achieved great success in many fields. Since its performance can be seriously impaired by redundant covariates, model selection techniques are widely used for SVM…
In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…
The Support Vector Machine (SVM) is one of the most widely used classification methods. In this paper, we consider the soft-margin SVM used on data points with independent features, where the sample size $n$ and the feature dimension $p$…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
This paper investigates the asymptotic behavior of the soft-margin and hard-margin support vector machine (SVM) classifiers for simultaneously high-dimensional and numerous data (large $n$ and large $p$ with $n/p\to\delta$) drawn from a…
Anomaly detection is a critical problem in data analysis and pattern recognition, finding applications in various domains. We introduce quantum support vector data description (QSVDD), an unsupervised learning algorithm designed for anomaly…
We propose a simple mathematical definition and new neural architecture for finding anomalies within discrete sequence datasets. Our model comprises of a modified LSTM autoencoder and an array of One-Class SVMs. The LSTM takes in elements…
For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…
This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…
The goal of the paper is development of an optimization method with the superlinear convergence rate for a nonsmooth convex function. For optimization an approximation is used that is similar to the Steklov integral averaging. The…
Many computer vision problems (e.g., camera calibration, image alignment, structure from motion) are solved with nonlinear optimization methods. It is generally accepted that second order descent methods are the most robust, fast, and…
A general approach for anomaly detection or novelty detection consists in estimating high density regions or Minimum Volume (MV) sets. The One-Class Support Vector Machine (OCSVM) is a state-of-the-art algorithm for estimating such regions…