Unsupervised Parameter Estimation for One-Class Support Vector Machines

Although the hyper-plane based One-Class Support Vector Machine (OCSVM) and the hyper-spherical based Support Vector Data Description (SVDD) algorithms have been shown to be very effective in detecting outliers, their performance on noisy and unlabeled training data has not been widely studied. Moreover, only a few heuristic approaches have been proposed to set the different parameters of these methods in an unsupervised manner. In this paper, we propose two unsupervised methods for estimating the optimal parameter settings to train OCSVM and SVDD models, based on analysing the structure of the data. We show that our heuristic is substantially faster than existing parameter estimation approaches while its accuracy is comparable with supervised parameter learning methods, such as grid-search with cross-validation on labeled data. In addition, our proposed approaches can be used to prepare a labeled data set for a OCSVM or a SVDD from unlabeled data.