The support vector domain description is a one-class classification method that estimates the distributional support of a data set. A flexible closed boundary function is used to separate trustworthy data on the inside from outliers on the outside. A single regularization parameter determines the shape of the boundary and the proportion of observations that are regarded as outliers. Picking an appropriate amount of regularization is crucial in most applications but is, for computational reasons, commonly limited to a small collection of parameter values. This paper presents an algorithm where the solutions for all possible values of the regularization parameter are computed at roughly the same computational complexity previously required to obtain a single solution. Such a collection of solutions is known as a regularization path. Knowledge of the entire regularization path not only aids model selection, but may also provide new information about a data set. We illustrate this potential of the method in two applications; one where we establish a sensible ordering among a set of corpora callosa outlines, and one where ischemic segments of the myocardium are detected in patients with acute myocardial infarction.
Algorithms Computational Biology