Title
One-class LS-SVM with zero leave-one-out error
Abstract
This paper extends the closed form calculation of the leave-one-out (LOO) error for least-squares support vector machines (LS-SVMs) from the two-class to the one-class case. Furthermore, it proposes a new algorithm for determining the hyperparameters of a one-class LS-SVM with Gaussian kernels which exploits the efficient LOO error calculation. The standard deviations are selected by prior knowledge while the regularization parameter is optimized in order to obtain a tight decision boundary under the constraint of a zero LOO error.
Year
DOI
Venue
2014
10.1109/CICA.2014.7013225
Computational Intelligence in Control and Automation
Keywords
Field
DocType
Gaussian processes,optimisation,pattern classification,regression analysis,support vector machines,unsupervised learning,Gaussian kernels,LOO error calculation,closed form calculation,hyperparameter determination,least-squares support vector machines,one-class LS-SVM,one-class classification,regularization parameter optimization,standard deviation selection,tight decision boundary,unsupervised learning task,zero LOO error constraint,zero leave-one-out error
Pattern recognition,Hyperparameter,Support vector machine,Loo,Algorithm,Gaussian,Regularization (mathematics),Artificial intelligence,Standard deviation,Decision boundary,Mathematics,Leave-one-out error
Conference
Citations 
PageRank 
References 
0
0.34
10
Authors
2
Name
Order
Citations
PageRank
Geritt Kampmann100.34
Oliver Nelles29917.27