Invention Grant
- Patent Title: Kernel parameter selection in support vector data description for outlier identification
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Application No.: US15583067Application Date: 2017-05-01
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Publication No.: US09990592B2Publication Date: 2018-06-05
- Inventor: Sergiy Peredriy , Deovrat Vijay Kakde , Arin Chaudhuri
- Applicant: SAS Institute Inc.
- Applicant Address: US NC Cary
- Assignee: SAS Institute Inc.
- Current Assignee: SAS Institute Inc.
- Current Assignee Address: US NC Cary
- Agency: Bell & Manning, LLC
- Main IPC: G06N99/00
- IPC: G06N99/00 ; G06F17/30

Abstract:
A computing device determines a kernel parameter value for a support vector data description for outlier identification. A first candidate optimal kernel parameter value is computed by computing a first optimal value of a first objective function that includes a kernel function for each of a plurality of kernel parameter values from a starting kernel parameter value to an ending kernel parameter value using an incremental kernel parameter value. The first objective function is defined for a SVDD model using observation vectors to define support vectors. A number of the observation vectors is a predefined sample size. The predefined sample size is incremented by adding a sample size increment. A next candidate optimal kernel parameter value is computed with an incremented number of vectors until a computed difference value is less than or equal to a predefined convergence value.
Public/Granted literature
- US20170236074A1 KERNEL PARAMETER SELECTION IN SUPPORT VECTOR DATA DESCRIPTION FOR OUTLIER IDENTIFICATION Public/Granted day:2017-08-17
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