A weighted one-class support vector machine

The standard one-class support vector machine (OC-SVM) is sensitive to noises, since every instance is equally treated. To address this problem, the weighted one-class support vector machine (WOC-SVM) was presented. WOC-SVM weakens the impact of noises by assigning lower weights. In this paper, a novel instance-weighted strategy is proposed for WOC-SVM. The weight is only relevant to the neighbors׳ distribution knowledge, which is only decided by k-nearest neighbors. The closer to the boundary of the data distribution the instance is, the lower the corresponding weight is. The experimental results demonstrate that WOC-SVM outperforms the standard OC-SVM when using the proposed instance-weighted strategy. The proposed instance-weighted method performs better than previous ones.