Back
Constructing Boosting algorithms from SVMs: an application to one-class classification.
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 algorithmone-class leveragingstarting from the one-class support vector machine (1-SVM). 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.
@article{972, title = {Constructing Boosting algorithms from SVMs: an application to one-class classification.}, journal = {IEEE Transactions on Pattern Analysis and Machine Intelligence}, abstract = {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 algorithmone-class leveragingstarting from the one-class support vector machine (1-SVM). 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.}, volume = {24}, number = {9}, pages = {1184-1199}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, month = sep, year = {2002}, slug = {972}, author = {R{\"a}tsch, G. and Mika, S. and Sch{\"o}lkopf, B. and M{\"u}ller, K-R.}, month_numeric = {9} }