Hands-On Machine Learning with C++

Detecting anomalies with One-Class SVM (OCSVM)

The support vector method is a binary classification method based on using a hyperplane to divide objects into classes. The dimensions of the hyperplane are always chosen so that they're less than the dimensions of the original space. In , for example, a hyperplane is an ordinary two-dimensional plane. The distance from the hyperplane to each class should be as short as possible. The vectors that are closest to the separating hyperplane are called support vectors. In practice, cases where the data can be divided by a hyperplane – in other words, linear cases – are quite rare. In this case, all ...