Title :
On the optimal solution of primal optimization problem of one-class SVM
Author :
Xiaoming Wang ; Hong Peng
Author_Institution :
Sch. of Math. & Comput. Eng., Xihua Univ., Chengdu, China
Abstract :
One-class SVM, which is a good machine learning method, has recently attracted wide interest. In this paper, we focus on the properties of the optimal solution to its primal optimization problem. We first prove that the optimal solution with respect to the normal vector of the hyperplane is unique, and then present and prove the necessary and sufficient conditions for the case where the optimal solution with respect to the bias of the hyperplane is not unique. At last, we present a method to compute the bias in the case where the optimal solution with respect to the bias is not unique.
Keywords :
learning (artificial intelligence); optimisation; support vector machines; machine learning method; one-class SVM; optimal solution; primal optimization problem; Computers; Educational institutions; Kernel; Learning systems; Optimization; Presses; Support vector machines; kernel method; one-class SVM; uniqueness of solution;
Conference_Titel :
Mechatronic Science, Electric Engineering and Computer (MEC), 2011 International Conference on
Conference_Location :
Jilin
Print_ISBN :
978-1-61284-719-1
DOI :
10.1109/MEC.2011.6025953