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Simple Incremental One-Class Support Vector Classification

Kai Labusch1, Fabian Timm1 and Thomas Martinetz1

(1)  Institute for Neuro- and Bioinformatics, University of Lübeck, Ratzeburger Allee 160, D-23538 Lübeck, Germany
Abstract
We introduce the OneClassMaxMinOver (OMMO) algorithm for the problem of one-class support vector classification. The algorithm is extremely simple and therefore a convenient choice for practitioners. We prove that in the hard-margin case the algorithm converges with $\mathcal{O} (1/\sqrt{t})$ to the maximum margin solution of the support vector approach for one-class classification introduced by Schölkopf et al. Furthermore, we propose a 2-norm soft margin generalisation of the algorithm and apply the algorithm to artificial datasets and to the real world problem of face detection in images. We obtain the same performance as sophisticated SVM software such as libSVM.

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