Ramp Loss based robust one-class SVM

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.

Selective ensemble method for anomaly detection based on parallel learning

Anomaly detection is a highly important task in the field of data analysis. Traditional anomaly detection approaches often strongly depend on data size, structure and features, while introducing the idea of ensemble into anomaly detection can greatly improve the generalization ability. Ensemble-based anomaly detection methods still face some challenges, however, such as data imbalance, time and space demand and the selection of base detectors. To this end, we propose a selective ensemble method for anomaly detection based on parallel learning (SEAD-PL). First, a differentiated stratified sampling method is designed to alleviate the problem of data imbalance. Then, a distributed parallel training frame is built to address the problem of excessive time and space consumption for base detector training. Finally, a clustering-based ensemble selection strategy is introduced to balance the accuracy and diversity of base detectors. Experiments are performed on six datasets, which demonstrate that the proposed method has obvious advantages over four selected methods.