Efficient SVDD Sampling with Approximation Guarantees for the Decision Boundary

TL;DR

This paper introduces RAPID, an efficient sampling algorithm for SVDD that guarantees approximation of the decision boundary, improving scalability and accuracy in anomaly detection tasks.

Contribution

The paper formulates SVDD sampling as an optimization problem with guarantees and proposes RAPID, a parameter-free, scalable algorithm that outperforms existing methods.

Findings

RAPID achieves higher classification accuracy.

RAPID uses smaller sample sizes.

RAPID has faster runtime.

Abstract

Support Vector Data Description (SVDD) is a popular one-class classifiers for anomaly and novelty detection. But despite its effectiveness, SVDD does not scale well with data size. To avoid prohibitive training times, sampling methods select small subsets of the training data on which SVDD trains a decision boundary hopefully equivalent to the one obtained on the full data set. According to the literature, a good sample should therefore contain so-called boundary observations that SVDD would select as support vectors on the full data set. However, non-boundary observations also are essential to not fragment contiguous inlier regions and avoid poor classification accuracy. Other aspects, such as selecting a sufficiently representative sample, are important as well. But existing sampling methods largely overlook them, resulting in poor classification accuracy. In this article, we study how to select a sample considering these points. Our approach is to frame SVDD sampling as an optimization problem, where constraints guarantee that sampling indeed approximates the original decision boundary. We then propose RAPID, an efficient algorithm to solve this optimization problem. RAPID does not require any tuning of parameters, is easy to implement and scales well to large data sets. We evaluate our approach on real-world and synthetic data. Our evaluation is the most comprehensive one for SVDD sampling so far. Our results show that RAPID outperforms its competitors in classification accuracy, in sample size, and in runtime.