A fast learning algorithm for One-Class Slab Support Vector Machines
Bagesh Kumar, Ayush Sinha, Sourin Chakrabarti, O. P. Vyas
TL;DR
The paper tackles the high computational cost of training one-class classifiers in open-set contexts by developing a fast SMO-based algorithm for One-Class Slab SVMs (OCSSVM). It reformulates the OCSSVM training into reduced two-variable subproblems using gamma variables, derives efficient update rules, and employs a KKT-driven working-set heuristic to select variable pairs. Empirical results on toy data demonstrate favorable training times and competitive classification metrics, highlighting improved scalability over general quadratic programming solvers. The approach promises practical impact for large-scale open-set recognition and anomaly detection by enabling faster model fitting while preserving accuracy, with suggested directions for parallelization and hardware acceleration.
Abstract
One Class Slab Support Vector Machines (OCSSVM) have turned out to be better in terms of accuracy in certain classes of classification problems than the traditional SVMs and One Class SVMs or even other One class classifiers. This paper proposes fast training method for One Class Slab SVMs using an updated Sequential Minimal Optimization (SMO) which divides the multi variable optimization problem to smaller sub problems of size two that can then be solved analytically. The results indicate that this training method scales better to large sets of training data than other Quadratic Programming (QP) solvers.
