arXiv:2410.23774cs.LG2024-10

提出新凸优化方法,让异常检测模型解唯一且可分析。

Towards Convexity in Anomaly Detection: A New Formulation of SSLM with Unique Optimal Solutions

  • 将SSL-M改造成凸问题,可用标准优化求解
  • 证明在特定参数下解唯一,且能确定最优解存在性
  • 适合需要可靠、可解释结果的工业异常检测场景

支持向量数据描述(SVDD)和小球大间隔SVM(SSLM)等常用异常检测方法存在非凸性问题,导致难以像SVM一样分析最优解,限制其在大规模场景的应用。本文提出一种新的凸版SSLM,对感兴趣超参数值可转化为凸二次规划问题。利用凸性,我们推导出传统非凸方法无法实现的多项结论:深入分析超参数对最优解的影响,指出可直接求解的特殊情况,并识别病态情形。更重要的是,建立了新方法与传统方法的联系,明确了最优解唯一的判定条件——这是以往非凸方法无法做到的。此外,我们推导出nu性质,揭示了超参数与正负类支持向量及边界错误率之间的交互关系。

原文摘要 · Abstract (English)

An unsolved issue in widely used methods such as Support Vector Data Description (SVDD) and Small Sphere and Large Margin SVM (SSLM) for anomaly detection is their nonconvexity, which hampers the analysis of optimal solutions in a manner similar to SVMs and limits their applicability in large-scale scenarios. In this paper, we introduce a novel convex SSLM formulation which has been demonstrated to revert to a convex quadratic programming problem for hyperparameter values of interest. Leveraging the convexity of our method, we derive numerous results that are unattainable with traditional nonconvex approaches. We conduct a thorough analysis of how hyperparameters influence the optimal solution, pointing out scenarios where optimal solutions can be trivially found and identifying instances of ill-posedness. Most notably, we establish connections between our method and traditional approaches, providing a clear determination of when the optimal solution is unique--a task unachievable with traditional nonconvex methods. We also derive the nu-property to elucidate the interactions between hyperparameters and the fractions of support vectors and margin errors in both positive and negative classes.

异常检测凸优化SVM

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