Probabilistic novelty detection with support vector machines

Novelty detection, or one-class classification, is of particular use in the analysis of high-integrity systems, in which examples of failure are rare in comparison with the number of examples of stable behaviour, such that a conventional multi-class classification approach cannot be taken. Support V...

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Main Authors: Clifton, L, Clifton, D, Zhang, Y, Watkinson, P, Tarassenko, L, Yin, H
Format: Journal article
Published: Institute of Electrical and Electronics Engineers 2014
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author Clifton, L
Clifton, D
Zhang, Y
Watkinson, P
Tarassenko, L
Yin, H
author_facet Clifton, L
Clifton, D
Zhang, Y
Watkinson, P
Tarassenko, L
Yin, H
author_sort Clifton, L
collection OXFORD
description Novelty detection, or one-class classification, is of particular use in the analysis of high-integrity systems, in which examples of failure are rare in comparison with the number of examples of stable behaviour, such that a conventional multi-class classification approach cannot be taken. Support Vector Machines (SVMs) are a popular means of performing novelty detection, and it is conventional practice to use a train-validate-test approach, often involving cross-validation, to train the one-class SVM, and then select appropriate values for its parameters. An alternative method, used with multi-class SVMs, is to calibrate the SVM output into conditional class probabilities. A probabilistic approach offers many advantages over the conventional method, including the facility to select automatically a probabilistic novelty threshold. The contributions of this paper are (i) the development of a probabilistic calibration technique for one-class SVMs, such that on-line novelty detection may be performed in a probabilistic manner; and (ii) the demonstration of the advantages of the proposed method (in comparison to the conventional one-class SVM methodology) using case studies, in which one-class probabilistic SVMs are used to perform condition monitoring of a high-integrity industrial combustion plant, and in detecting deterioration in patient physiological condition during patient vital-sign monitoring. © 2014 IEEE.
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spelling oxford-uuid:3cf37979-a4ac-4b47-8ad1-501f63acc8a02022-03-26T14:16:36ZProbabilistic novelty detection with support vector machinesJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:3cf37979-a4ac-4b47-8ad1-501f63acc8a0Symplectic Elements at OxfordInstitute of Electrical and Electronics Engineers2014Clifton, LClifton, DZhang, YWatkinson, PTarassenko, LYin, HNovelty detection, or one-class classification, is of particular use in the analysis of high-integrity systems, in which examples of failure are rare in comparison with the number of examples of stable behaviour, such that a conventional multi-class classification approach cannot be taken. Support Vector Machines (SVMs) are a popular means of performing novelty detection, and it is conventional practice to use a train-validate-test approach, often involving cross-validation, to train the one-class SVM, and then select appropriate values for its parameters. An alternative method, used with multi-class SVMs, is to calibrate the SVM output into conditional class probabilities. A probabilistic approach offers many advantages over the conventional method, including the facility to select automatically a probabilistic novelty threshold. The contributions of this paper are (i) the development of a probabilistic calibration technique for one-class SVMs, such that on-line novelty detection may be performed in a probabilistic manner; and (ii) the demonstration of the advantages of the proposed method (in comparison to the conventional one-class SVM methodology) using case studies, in which one-class probabilistic SVMs are used to perform condition monitoring of a high-integrity industrial combustion plant, and in detecting deterioration in patient physiological condition during patient vital-sign monitoring. © 2014 IEEE.
spellingShingle Clifton, L
Clifton, D
Zhang, Y
Watkinson, P
Tarassenko, L
Yin, H
Probabilistic novelty detection with support vector machines
title Probabilistic novelty detection with support vector machines
title_full Probabilistic novelty detection with support vector machines
title_fullStr Probabilistic novelty detection with support vector machines
title_full_unstemmed Probabilistic novelty detection with support vector machines
title_short Probabilistic novelty detection with support vector machines
title_sort probabilistic novelty detection with support vector machines
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AT cliftond probabilisticnoveltydetectionwithsupportvectormachines
AT zhangy probabilisticnoveltydetectionwithsupportvectormachines
AT watkinsonp probabilisticnoveltydetectionwithsupportvectormachines
AT tarassenkol probabilisticnoveltydetectionwithsupportvectormachines
AT yinh probabilisticnoveltydetectionwithsupportvectormachines