Support Vector Data Description API

Hi,

I would like to suggest to include APIs for Support Vector Data Description. 
SVDD is used in many areas for 1-class classification, outliers detection and, 
also, multiclass classifications with the possibility for rejecting an unknown 
data (if it does not belong to any class). It is more suitable than SVM in some 
cases (although it may show worse performance). Extensions for kernel-SVDD are 
also available.

Some references:
[1] W. Chang, C. Lee, and C. Lin, A Revisit to Support Vector Data Description 
(SVDD).

[2] T. Mu and A. K. Nandi, “Multiclass Classification Based on Extended 
Support Vector Data Description,” IEEE Transactions on Systems, Man, and 
Cybernetics, Part B: Cybernetics, vol. 39, no. 5, pp. 1206–1216, Oct. 2009.

[3] E. J. Pauwels and O. Ambekar, “One Class Classification for Anomaly 
Detection: Support Vector Data Description Revisited,” in Advances in Data 
Mining. Applications and Theoretical Aspects, P. Perner, Ed. Springer Berlin 
Heidelberg, 2011, pp. 25–39.

[4] D. M. J. Tax and R. P. W. Duin, “Support Vector Data Description,” 
Mach. Learn., vol. 54, no. 1, pp. 45–66, Jan. 2004.

Original issue reported on code.google.com by cirelli....@gmail.com on 5 Apr 2014 at 1:01

SaneeshTG / accord

Support Vector Data Description API #95