One-Class Classification by Combining Density and Class Probability Estimation

Abstract

One-class classification has important applications such as outlier and novelty detection. It is commonly tackled using density estimation techniques or by adapting a standard classification algorithm to the problem of carving out a decision boundary that describes the location of the target data. In this paper we investigate a simple method for one-class classification that combines the application of a density estimator, used to form a reference distribution, with the induction of a standard model for class probability estimation. In this method, the reference distribution is used to generate artificial data that is employed to form a second, artificial class. In conjunction with the target class, this artificial class is the basis for a standard two-class learning problem. We explain how the density function of the reference distribution can be combined with the class probability estimates obtained in this way to form an adjusted estimate of the density function of the target class. Using UCI datasets, and data from a typist recognition problem, we show that the combined model, consisting of both a density estimator and a class probability estimator, can improve on using either component technique alone when used for one-class classification. We also compare the method to one-class classification using support vector machines.KeywordsFalse Alarm RateCombine ModelClass ProbabilityTarget DataTarget ClassThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.