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One-class classification of point patterns of extremes

Abstract:

Novelty detection or one-class classification starts from a model describing some type of ‘normal behaviour’ and aims to classify deviations from this model as being either novelties or anomalies.
In this paper the problem of novelty detection for point patterns S = {x1, . . . , xk} ⊂ R d is treated where examples of anomalies are very sparse, or even absent. The latter complicates the tuning of hyperparameters in models commonly used for novelty detection, such as one-class support vec...

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Publication status:
Published
Peer review status:
Peer reviewed

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
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Funding agency for:
Clifton, D
Grant:
Healthcare Technologies Challenge Award
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Funding agency for:
Clifton, D
Grant:
Healthcare Technologies Challenge Award
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Grant:
action IC1303
Publisher:
Journal of Machine Learning Research Publisher's website
Journal:
Journal of Machine Learning Research Journal website
Volume:
17
Issue:
191
Pages:
1-21
Publication date:
2016-09-01
Acceptance date:
2016-09-23
EISSN:
1533-7928
ISSN:
1532-4435
Source identifiers:
646330
Keywords:
Pubs id:
pubs:646330
UUID:
uuid:386532c1-0ac3-44dc-abe2-38eced6c1b8a
Local pid:
pubs:646330
Deposit date:
2016-09-26

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