Using support vector machines for anomalous change detection

Ingo Steinwart, James Theiler, Daniel Llamocca

Abstract: We cast anomalous change detection as a binary classification problem, and use a support vector machine (SVM) to build a detector that does not depend on assumptions about the underlying data distribution. To speed up the computation, our SVM is implemented, in part, on a graphical processing unit. Results on real and simulated anomalous changes are used to compare performance to algorithms which effectively assume a Gaussian distribution.