Adaptive-weighted One-Class Support Vector Machine for Outlier Detection

The classification performances of the traditional one-class support vector machine (OCSVM) and its variants are often not satisfying when outliers are complex. To deal with this case, assigning smaller weights to these outliers may alleviate their influence upon the classification boundary and enhance the robustness of OCSVM. In this paper, a novel adaptive-weighted one-class support vector machine (AWOCSVM) is proposed for dealing with the outlier detection problem. The appropriate weights are assigned to training samples by considering both their local densities and distances between them to their center. Experimental results on two synthetic data sets and eight benchmark data sets demonstrate that the proposed AWOCSVM achieves more compact classification boundary and superior performance in comparison with the traditional OCSVM and one related approach.