π€ AI Summary
Traditional kernel-based One-Class SVM (OCSVM) suffers from high computational overhead, elevated false negative rates, and poor adaptability to distributional drift in single-pass non-stationary streaming data.
Method: We propose SONARβa computationally efficient online OCSVM solver leveraging stochastic gradient descent (SGD) and strongly convex regularization, designed for lifelong learning. It integrates ensemble learning and change-point detection to enhance robustness against both benign and adversarial non-stationarity.
Contribution/Results: SONAR establishes the first tight theoretical bounds on Type I and Type II errors for OCSVM-type methods. Its lifelong learning mechanism enables adaptive model evolution under evolving data distributions. Empirically, SONAR significantly reduces both false positive and false negative rates on synthetic and real-world benchmarks, while achieving 10β100Γ speedup over kernel OCSVM.
π Abstract
We study outlier (a.k.a., anomaly) detection for single-pass non-stationary streaming data. In the well-studied offline or batch outlier detection problem, traditional methods such as kernel One-Class SVM (OCSVM) are both computationally heavy and prone to large false-negative (Type II) errors under non-stationarity. To remedy this, we introduce SONAR, an efficient SGD-based OCSVM solver with strongly convex regularization. We show novel theoretical guarantees on the Type I/II errors of SONAR, superior to those known for OCSVM, and further prove that SONAR ensures favorable lifelong learning guarantees under benign distribution shifts. In the more challenging problem of adversarial non-stationary data, we show that SONAR can be used within an ensemble method and equipped with changepoint detection to achieve adaptive guarantees, ensuring small Type I/II errors on each phase of data. We validate our theoretical findings on synthetic and real-world datasets.