A fast iterative algorithm for support vector data description

Robust Support Vector Data Description with Truncated Loss Function for Outliers Depression

Support vector data description (SVDD) is widely regarded as an effective technique for addressing anomaly detection problems. However, its performance can significantly deteriorate when the training data are affected by outliers or mislabeled observations. This study introduces a universal truncated loss function framework into the SVDD model to enhance its robustness and employs the fast alternating direction method of multipliers (ADMM) algorithm to solve various truncated loss functions. Moreover, the convergence of the fast ADMM algorithm is analyzed theoretically. Within this framework, we developed the truncated generalized ramp, truncated binary cross entropy, and truncated linear exponential loss functions for SVDD. We conducted extensive experiments on synthetic and real-world datasets to validate the effectiveness of these three SVDD models in handling data with different noise levels, demonstrating their superior robustness and generalization capabilities compared to other SVDD models.