A Linear Programming Approach to Novelty Detection

Novelty detection involves modeling the normal behaviour of a sys(cid:173) tem hence enabling detection of any divergence from normality. It has potential applications in many areas such as detection of ma(cid:173) chine damage or highlighting abnormal features in medical data. One approach is to build a hypothesis estimating the support of the normal data i.e. constructing a function which is positive in the region where the data is located and negative elsewhere. Recently kernel methods have been proposed for estimating the support of a distribution and they have performed well in practice - training involves solution of a quadratic programming problem. In this pa(cid:173) per we propose a simpler kernel method for estimating the support based on linear programming.