Theoretical analysis for solution of support vector data description

Xiaoming Wang, Fu Lai Korris Chung, Shitong Wang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

24 Citations (Scopus)

Abstract

As we may know well, uniqueness of the Support Vector Machines (SVM) solution has been solved. However, whether Support Vector Data Description (SVDD), another best-known machine learning method, has a unique solution or not still remains unsolved. Due to the fact that the primal optimization of SVDD is not a convex programming problem, it is difficult for us to theoretically analyze the SVDD solution in an analogous way to SVM. In this paper, we concentrate on the theoretical analysis for the solution to the primal optimization problem of SVDD. We first reformulate equivalently the primal optimization problem of SVDD into a convex programming problem, and then prove that the optimal solution with respect to the sphere center is unique, derive the necessary and sufficient conditions of non-uniqueness of the optimal solution with respect to the sphere radius in the primal optimization problem of SVDD. Moreover, we also explore the property of the SVDD solution from the perspective of the SVDD dual form. Furthermore, according to the geometric interpretation of SVDD, a method of computing the sphere radius is proposed when the optimal solution with respect to the sphere radius in the primal optimization problem is non-unique. Finally, we have several examples to illustrate these findings.
Original languageEnglish
Pages (from-to)360-369
Number of pages10
JournalNeural Networks
Volume24
Issue number4
DOIs
Publication statusPublished - 1 May 2011

Keywords

  • Convex optimization
  • Kernel methods
  • Support vector data description
  • Uniqueness

ASJC Scopus subject areas

  • Cognitive Neuroscience
  • Artificial Intelligence

Fingerprint

Dive into the research topics of 'Theoretical analysis for solution of support vector data description'. Together they form a unique fingerprint.

Cite this