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One-Class Support Measure Machines for Group Anomaly Detection
Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence, PMLR R11:549-558, 2013.
Abstract
We propose one-class support measure ma- chines (OCSMMs) for group anomaly detec- tion. Unlike traditional anomaly detection, OCSMMs aim at recognizing anomalous ag- gregate behaviors of data points. The OC- SMMs generalize well-known one-class sup- port vector machines (OCSVMs) to a space of probability measures. By formulating the problem as quantile estimation on distribu- tions, we can establish interesting connec- tions to the OCSVMs and variable kernel density estimators (VKDEs) over the input space on which the distributions are defined, bridging the gap between large-margin meth- ods and kernel density estimators. In partic- ular, we show that various types of VKDEs can be considered as solutions to a class of regularization problems studied in this pa- per. Experiments on Sloan Digital Sky Sur- vey dataset and High Energy Particle Physics dataset demonstrate the benefits of the pro- posed framework in real-world applications.