nu-Anomica: A Fast Support Vector Based Anomaly Detection Technique

In this paper we propose $\nu$-Anomica, a novel anomaly detection technique that can be trained on huge data sets with much reduced running time compared to the benchmark one-class Support Vector Machines algorithm. In $\nu$-Anomica, the idea is to train the machine such that it can provide a close approximation to the exact decision plane using fewer training points and without losing much of the generalization performance of the classical approach. We have tested the proposed algorithm on a variety of continuous data sets under different conditions. We show that under all test conditions the developed procedure closely preserves the accuracy of standard one-class Support Vector Machines while reducing both the training time and the test time by 5-20 times.