OCSVM (ELKI: Environment for DeveLoping KDD-Applications Supported by Index-Structures)

java.lang.Object
- elki.outlier.svm.OCSVM<V>

Type Parameters:

V - Object type

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 OCSVM<V>
extends java.lang.Object
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/interfaces inherited from interface elki.Algorithm
  Algorithm.Utils

Field Summary

Fields
Modifier and Type	Field	Description
`(package private) PrimitiveSimilarity<? super V>`	`kernel`	Kernel function.
`private static Logging`	`LOG`	Class logger.
`(package private) double`	`nu`	Nu parameter.

Constructor Summary

Constructors
Constructor Description

OCSVM(PrimitiveSimilarity<? super V> kernel, double nu)
Constructor.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`TypeInformation[]`	`getInputTypeRestriction()`	Get the input type restriction used for negotiating the data query.
`OutlierResult`	`run(Relation<V> relation)`	Run one-class SVM.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface elki.outlier.OutlierAlgorithm
autorun

- Field Detail
  - LOG
```
private static final Logging LOG
```
    Class logger.
  - kernel
```
PrimitiveSimilarity<? super V> kernel
```
    Kernel function.
  - nu
```
double nu
```
    Nu parameter.
- Constructor Detail
  - OCSVM
```
public OCSVM(PrimitiveSimilarity<? super V> kernel,
             double nu)
```
    Constructor.
    
    Parameters:
    
    kernel - Kernel to use with SVM.
    
    nu - Nu parameter
- Method Detail
  - getInputTypeRestriction
```
public TypeInformation[] getInputTypeRestriction()
```
    Description copied from interface: Algorithm
    
    Get the input type restriction used for negotiating the data query.
    
    Specified by:
    
    getInputTypeRestriction in interface Algorithm
    
    Returns:
    
    Type restriction
  - run
```
public OutlierResult run(Relation<V> relation)
```
    Run one-class SVM.
    
    Parameters:
    
    relation - Data relation
    
    Returns:
    
    Outlier result.