Introduction to One-class Support Vector Machines

Traditionally, many classification problems try to solve the two or multi-class situation. The goal of the machine learning application is to distinguish test data between a number of classes, using training data. But what if you only have data of one class and the goal is to test new data and found out whether it is alike or not like the training data? A method for this task, which gained much popularity the last two decades, is the One-Class Support Vector Machine. This (quite lengthly) blog post will give an introduction to this technique and will show the two main approaches.Traditionally, many classification problems