Selective Ensemble of SVDDs Based on Information
Theoretic Learning
Hong-Jie Xing
College of Mathematics and Information Science
Hebei University
Baoding 071002, Hebei Province, China
hjxing@hbu.edu.cn
Yong-Le Wei
College of Computer Science and Technology
Hebei University
Baoding 071002, Hebei Province, China
lcyd_le@163.com
Abstract—To make the traditional support vector data
description (SVDD) achieve better generalization performance
and more robust against noise, a selective ensemble method based
on correntropy and Renyi entropy is proposed. In this proposed
ensemble method, the correntropy between the radii of the basis
classifiers and the radius of the ensemble is utilized to substitute
the sum-squared-error (SSE) criterion. The Renyi entropy of the
distances between the training samples and the center of
ensemble is defined as the diversity measure for the proposed
ensemble. Moreover, an
1
-norm based regularization term is
introduced into the objective function of the proposed ensemble
to implement the selective ensemble. Experimental results on
synthetic and benchmark data sets show that the proposed
ensemble strategy can achieve better performance than its
related approaches.
Keywords—one-class classification; support vector data
description; correntropy; Renyi entropy; selective ensemble
I. INTRODUCTION
As is well-known, one-class classification [1] is regarded as
an important research issue in the field of machine learning.
Till now, a large number of one-class classification methods
have been proposed. The two commonly used one-class
classifiers are one-class support vector machine (OCSVM) [2]
and support vector data description (SVDD) [3]. OCSVM first
utilizes certain kernel functions to map the normal data into a
high-dimensional feature space to achieve better separability.
Then, an optimal hyperplane in the feature space can be
obtained to separate the images of normal data and the origin
with the maximum margin. SVDD establishes a hyper-sphere
in the feature space to enclose all the images of normal data.
The testing data can be classified as normal if they are enclosed
in the hyper-sphere, while classified as novel if they are lying
outside of the hyper-sphere. When the Gaussian kernel function
is used, Tax and Duin proved that SVDD is equivalent to
OCSVM [3].
To make one-class classifier achieve better performance,
Tax and Duin [4] proposed the ensemble of one-class
classifiers. Seguí et al. [5] and Rätsch et al. [6] proposed the
weighted bagging based ensemble of one-class classifiers and
the Boosting based ensemble of one-class classifiers,
respectively. Krawczyk et al. [7] proposed the clustering based
ensemble of one-class classifiers. The clustering algorithm is
utilized to split the whole normal class into the disjointed sub-
regions. On each sub-region, a single one-class classifier is
trained. Finally, the outputs of all the one-class classifiers are
combined together.
Although an ensemble of classifiers is often superior to one
single classifier, the computational cost for obtaining the
ensemble will become expensive when the number of base
classifiers is large. To overcome the aforementioned
disadvantage, Zhou et al. [8] proposed the selective ensemble
and proved that it is better to use a part of the base classifiers to
construct the ensemble rather than using all of them. However,
the existing one-class classifier ensembles have not considered
the selective ensemble. Moreover, the classification boundary
achieved by the single one-class classifier is not compact
enough. In the paper, we propose a selective ensemble strategy
for SVDD to get the optimal combination weights of base
classifiers. The proposed ensemble is mainly based on
correntropy and Renyi entropy derived from information
theoretic learning [9].
Finally, the experimental results demonstrate that the
proposed ensemble strategy can effectively reduce the number
of base classifiers of ensemble, and its classification
performance is equivalent or even better than those of the
single SVDD and the other two ensemble approaches.
II. P
RELIMINARIES
A. SVDD
SVDD was proposed by Tax and Duin [3]. It finds the
smallest sphere enclosing all the normal data. Given
normal
data
1
N
i
x
with
d
i
Rx
, the original optimization problem of
SVDD is given by
2
,,
1
2
2
min
.. , 1,2, ,
0, 1, 2, ,
N
i
R
i
ii
i
RC
tRiN
iN
a ξ
xa
,
(1)
where
C is the trade-off parameter, R is the radius of the
enclosing sphere,
i
is slack variable, and a is the center of
the enclosing sphere. The optimization problem (1) can be
solved by the Lagrange multiplier method. Furthermore, we
can obtain the following dual optimization problem with
nonlinear kernels by replacing the inner products in the dual
optimization problem of (1) with kernel functions
2015 4th International Conference on Computer Science and Network Technology (ICCSNT 2015)
978-1-4673-8172-7/15/$31.00 ©2015 IEEE