rsvmone-class-classificatione1071novelty-detection

Which algorithm does R use for computing one-class SVM ? (package e1071)


Which algorithm does R use for computing one-class SVM ? This is the function

e1071::svm(..., type=one-classification, ...)

I have found this very nice blog, where author writes about two algorithms for one-class SVM. Which one does the function mentioned use?


Solution

  • You can see the following link: https://cran.r-project.org/web/packages/e1071/vignettes/svmdoc.pdf

    The link shows the dual problem formulation of the SVM algorithm this package uses (when one use one-class SVM, page 7 index (3)), easy transformation from the dual to the primal problem shows that this default implementation is the one Schölkopf suggested, see paper: https://www.stat.purdue.edu/~yuzhu/stat598m3/Papers/NewSVM.pdf