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Kernel Fisher Discriminants for Outlier Detection

vroth{at}inf.ethz.ch ETH Zurich, Institute of Computational Science, CH-8092 Zurich, Switzerland

The problem of detecting atypical objects or outliers is one of the classical topics in (robust) statistics. Recently, it has been proposed to address this problem by means of one-class SVM classifiers. The method presented in this letter bridges the gap between kernelized one-class classification and gaussian density estimation in the induced feature space. Having established the exact relation between the two concepts, it is now possible to identify atypical objects by quantifying their deviations from the gaussian model. This model-based formalization of outliers overcomes the main conceptual shortcoming of most one-class approaches, which, in a strict sense, are unable to detect outliers, since the expected fraction of outliers has to be specified in advance. In order to overcome the inherent model selection problem of unsupervised kernel methods, a cross-validated likelihood criterion for selecting all free model parameters is applied. Experiments for detecting atypical objects in image databases effectively demonstrate the applicability of the proposed method in real-world scenarios.