A core set based large vector-angular region and margin approach for novelty detection (Q1792718)

Summary: A large vector-angular region and margin (LARM) approach is presented for novelty detection based on imbalanced data. The key idea is to construct the largest vector-angular region in the feature space to separate normal training patterns; meanwhile, maximize the vector-angular margin between the surface of this optimal vector-angular region and abnormal training patterns. In order to improve the generalization performance of LARM, the vector-angular distribution is optimized by maximizing the vector-angular mean and minimizing the vector-angular variance, which separates the normal and abnormal examples well. However, the inherent computation of quadratic programming (QP) solver takes \(O(n^3)\) training time and at least \(O(n^2)\) space, which might be computational prohibitive for large scale problems. By \((1 + \varepsilon)\) and \((1 - \varepsilon)\)-approximation algorithm, the core set based LARM algorithm is proposed for fast training LARM problem. Experimental results based on imbalanced datasets have validated the favorable efficiency of the proposed approach in novelty detection.