One-Class Classification: Taxonomy of Study and Review of Techniques

One-class classification (OCC) algorithms aim to build classification models when the negative class is either absent, poorly sampled or not well defined. This unique situation constrains the learning of efficient classifiers by defining class boundary just with the knowledge of positive class. The OCC problem has been considered and applied under many research themes, such as outlier/novelty detection and concept learning. In this paper we present a unified view of the general problem of OCC by presenting a taxonomy of study for OCC problems, which is based on the availability of training data, algorithms used and the application domains applied. We further delve into each of the categories of the proposed taxonomy and present a comprehensive literature review of the OCC algorithms, techniques and methodologies with a focus on their significance, limitations and applications. We conclude our paper by discussing some open research problems in the field of OCC and present our vision for future research.Comment: 24 pages + 11 pages of references, 8 figure

Support Vector Machines for Credit Scoring and discovery of significant features

The assessment of risk of default on credit is important for financial institutions. Logistic regression and discriminant analysis are techniques traditionally used in credit scoring for determining likelihood to default based on consumer application and credit reference agency data. We test support vector machines against these traditional methods on a large credit card database. We find that they are competitive and can be used as the basis of a feature selection method to discover those features that are most significant in determining risk of default. 1

Pulsar Star Detection: A Comparative Analysis of Classification Algorithms using SMOTE

A Pulsar is a highly magnetized rotating compact star whose magnetic poles emit beams of radiation. The application of pulsar stars has a great application in the field of astronomical study. Applications like the existence of gravitational radiation can be indirectly confirmed from the observation of pulsars in a binary neutron star system. Therefore, the identification of pulsars is necessary for the study of gravitational waves and general relativity. Detection of pulsars in the universe can help research in the field of astrophysics. At present, there are millions of pulsar candidates present to be searched. Machine learning techniques can help detect pulsars from such a large number of candidates. The paper discusses nine common classification algorithms for the prediction of pulsar stars and then compares their performances using various classification metrics such as classification accuracy, precision and recall value, ROC score and f-score on both balanced and unbalanced data. SMOTE-technique is used to balance the data for better results. Among the nine algorithms, XGBoosting algorithm achieved the best results. The paper is concluded with prospects of machine learning for pulsar detection in the field of astronomy

Feature Selection via Binary Simultaneous Perturbation Stochastic Approximation

Feature selection (FS) has become an indispensable task in dealing with today's highly complex pattern recognition problems with massive number of features. In this study, we propose a new wrapper approach for FS based on binary simultaneous perturbation stochastic approximation (BSPSA). This pseudo-gradient descent stochastic algorithm starts with an initial feature vector and moves toward the optimal feature vector via successive iterations. In each iteration, the current feature vector's individual components are perturbed simultaneously by random offsets from a qualified probability distribution. We present computational experiments on datasets with numbers of features ranging from a few dozens to thousands using three widely-used classifiers as wrappers: nearest neighbor, decision tree, and linear support vector machine. We compare our methodology against the full set of features as well as a binary genetic algorithm and sequential FS methods using cross-validated classification error rate and AUC as the performance criteria. Our results indicate that features selected by BSPSA compare favorably to alternative methods in general and BSPSA can yield superior feature sets for datasets with tens of thousands of features by examining an extremely small fraction of the solution space. We are not aware of any other wrapper FS methods that are computationally feasible with good convergence properties for such large datasets.Comment: This is the Istanbul Sehir University Technical Report #SHR-ISE-2016.01. A short version of this report has been accepted for publication at Pattern Recognition Letter