Fast support vector data descriptions for novelty detection.

Support vector data description (SVDD) has become a very attractive kernel method due to its good results in many novelty detection problems. However, the decision function of SVDD is expressed in terms of the kernel expansion, which results in a run-time complexity linear in the number of support vectors. For applications where fast real-time response is needed, how to speed up the decision function is crucial. This paper aims at dealing with the issue of reducing the testing time complexity of SVDD. A method called fast SVDD (F-SVDD) is proposed. Unlike the traditional methods which all try to compress a kernel expansion into one with fewer terms, the proposed F-SVDD directly finds the preimage of a feature vector, and then uses a simple relationship between this feature vector and the SVDD sphere center to re-express the center with a single vector. The decision function of F-SVDD contains only one kernel term, and thus the decision boundary of F-SVDD is only spherical in the original space. Hence, the run-time complexity of the F-SVDD decision function is no longer linear in the support vectors, but is a constant, no matter how large the training set size is. In this paper, we also propose a novel direct preimage-finding method, which is noniterative and involves no free parameters. The unique preimage can be obtained in real time by the proposed direct method without taking trial-and-error. For demonstration, several real-world data sets and a large-scale data set, the extended MIT face data set, are used in experiments. In addition, a practical industry example regarding liquid crystal display micro-defect inspection is also used to compare the applicability of SVDD and our proposed F-SVDD when faced with mass data input. The results are very encouraging.