02-04-2017 10:08 AM
I am analysing a dataset with highly unbalanced data, and would like to try out different approaches, one of which is also anomaly detection approach. Does somebody know if there is a way to use one class SVM in EM, like an existing custom SAS code or some tweaking of the existing SVM node?
P.S. article about one class SVM - http://rvlasveld.github.io/blog/2013/07/12/introduction-to-one-class-support-vector-machines/
02-08-2017 09:02 AM
Not yet, but keep your eyes peeled! In a release in the near-future, a Viya procedure is coming for implementing the Support Vector Data Description method mentioned in your link.