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Class Definition: OneClassSVM

statistics: OneClassSVM

One-class support vector machine model for anomaly detection.

A OneClassSVM object stores a one-class support vector machine fitted to a set of observations in an expanded feature space, and detects anomalies through the isanomaly method. Create a model with the ocsvm function rather than by calling this constructor directly.

The model maps the data to a randomized feature space that approximates a Gaussian kernel and fits a linear boundary that encloses the bulk of the observations; points outside the boundary receive higher anomaly scores.

See also: ocsvm, isanomaly

Source Code: OneClassSVM

The OneClassSVM class contains the following properties:

The OneClassSVM class offers the following public methods:

OneClassSVM: Mdl = OneClassSVM (X)
OneClassSVM: Mdl = OneClassSVM (X, name, value)

OneClassSVM: tf = isanomaly (Mdl, Xnew)
OneClassSVM: [tf, scores] = isanomaly (Mdl, Xnew)
OneClassSVM: […] = isanomaly (…, 'ScoreThreshold', t)

OneClassSVM: tf = isanomaly (Mdl, Xnew)
OneClassSVM: [tf, scores] = isanomaly (Mdl, Xnew)
OneClassSVM: […] = isanomaly (…, 'ScoreThreshold', t)