Density Level Detection is Classification

Steinwart, Ingo, Hush, Don, Scovel, Clint

Neural Information Processing Systems 

We show that anomaly detection can be interpreted as a binary classification problem.Using this interpretation we propose a support vector machine (SVM) for anomaly detection. We then present some theoretical resultswhich include consistency and learning rates. Finally, we experimentally compare our SVM with the standard one-class SVM.

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