Hands-On Machine Learning with C++

OCSVM with Shark-ML

The Shark-ML library also implements the OCSVM algorithm for anomaly detection. In this case, the OneClassSvmTrainer and the KernelExpansion classes implement the algorithm. The following example shows how it works:

 UnlabeledData<RealVector> data; importCSV(data, dataset_name);  // separate last two samples in test dataset data.splitBatch(0, 50); auto test_data = data.splice(1);  double gamma = 0.5;  // kernel bandwidth parameter GaussianRbfKernel<> kernel(gamma); KernelExpansion<RealVector> ke(&kernel);  double nu = 0.5;  // parameter of the method for controlling the                    //smoothness of the solution  OneClassSvmTrainer<RealVector> trainer(&kernel, nu); trainer.stoppingCondition().minAccuracy = 1e-6; trainer.train(ke, data); ...