Journal
IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
Volume 24, Issue 9, Pages 1184-1199Publisher
IEEE COMPUTER SOC
DOI: 10.1109/TPAMI.2002.1033211
Keywords
boosting; SVMs; one-class classification; unsupervised learning; novelty detection
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We show via an equivalence of mathematical programs that a support vector (SV) algorithm can be translated into an equivalent boosting-like algorithm and vice versa. We exemplify this translation procedure for a new algorithm-one-class leveraging-starting from the one-class support vector machine (1-SVIM). This is a first step toward unsupervised learning in a boosting framework. Building on so-called barrier methods known from the theory of constrained optimization, it returns a function, written as a convex combination of base hypotheses, that characterizes whether a given test point is likely to have been generated from the distribution underlying the training data. Simulations on one-class classification problems demonstrate the usefulness of our approach.
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