Multikernel correntropy based robust least squares one-class support vector machine

Least-squares one-class support vector machine (LS-OCSVM) is one of the most popular methods to perform one-class classification tasks, in which only the data of a specific class are available to train the classification model. However, the learning performance of LS-OCSVM heavily relies on the effectiveness of a squared loss function, which is sensitive to outliers, resulting in the poor robustness of LS-OCSVM to deal with contaminated data. In this paper, the original optimization problem of LS-OCSVM is therefore reformulated with a recently proposed robust similarity measure, called multikernel correntropy, generating a multikernel correntropy based LS-OCSVM (MKCLS-OCSVM). To find the solution to the new optimization problem effectively, a dynamic optimization algorithm developed with the popular half-quadratic optimization technique is adopted to perform the optimization process. Meanwhile, the convergence and computational complexity of the developed optimization algorithm are analyzed from theoretical perspectives. To further facilitate the implementation of MKCLS-OCSVM, an operationally simple search strategy, inspired by the hunting behavior of humpback whales, is designed for parameters selection. Experimental results on various one-class classification tasks are reported to demonstrate the performance superiority of the proposed MKCLS-OCSVM in comparison with LS-OCSVM and other robust LS-OCSVM variants.