关于支持向量数据描述问题的说明

IF 0.9 4区 管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Amir Beck, Omer Noam
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引用次数: 0

摘要

我们考虑支持向量数据描述问题,给定一组数据点,寻求找到一个球,该球的目标函数包含球的半径和位于球外的任何数据点的惩罚。我们提出了将问题简化为强凸函数的无约束最小化,使其能够通过基于双加速梯度的方法来解决。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A note on the support vector data description problem
We consider the support vector data description problem which, given a set of data points, seeks to find a ball that minimizes an objective function incorporating both the radius of the ball and a penalty for any data point located outside the ball. We present a reduction of the problem to an unconstrained minimization of a strongly convex function, enabling it to be solved by a dual-based accelerated gradient method.
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来源期刊
Operations Research Letters
Operations Research Letters 管理科学-运筹学与管理科学
CiteScore
2.10
自引率
9.10%
发文量
111
审稿时长
83 days
期刊介绍: Operations Research Letters is committed to the rapid review and fast publication of short articles on all aspects of operations research and analytics. Apart from a limitation to eight journal pages, quality, originality, relevance and clarity are the only criteria for selecting the papers to be published. ORL covers the broad field of optimization, stochastic models and game theory. Specific areas of interest include networks, routing, location, queueing, scheduling, inventory, reliability, and financial engineering. We wish to explore interfaces with other fields such as life sciences and health care, artificial intelligence and machine learning, energy distribution, and computational social sciences and humanities. Our traditional strength is in methodology, including theory, modelling, algorithms and computational studies. We also welcome novel applications and concise literature reviews.
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