SVDD Procedure
KERNEL Statement
KERNEL kernel-type / kernel-parameter;
The KERNEL statement specifies the type of kernel and any associated parameters to be used during training. Only the radial basis kernel function is supported.
You must specify the following kernel-type and kernel-parameters:
-
RBF / BW=s
RBF / BW=(number list) | (n TO m BY p)
RBF / BW=MEAN (DELTA=number)
RBF / BW=MEAN2
RBF / BW=TRACE (NREP=number) -
uses a radial basis function (also known as the Gaussian kernel function) during training. The kernel is defined as
where x and y are vectors and s is the bandwidth parameter. The bandwidth parameter is determined in one of the following ways:
You can specify the bandwidth parameter in the form BW=s, where s must be a positive nonzero real number. The processing time usually increases as the value of s decreases. At very small values of s, the processing time can be very long.
You can specify multiple bandwidth parameter values in the form BW=(number list) or BW=(n TO m BY p). The maximum number of bandwidth parameters that you can specify or iterate over is 64. You can use multiple bandwidth parameters to train multiple SVDD models in a single run.
You can instruct PROC SVDD to select an appropriate value by specifying BW=MEAN(DELTA=number) to request that the bandwidth parameter be computed using the mean criterion. The DELTA=number suboption specifies the tolerance value for the mean criterion. By default, DELTA=1E–6. For more information about the mean criterion, see the section Mean Criterion.
You can instruct PROC SVDD to select an appropriate value by specifying BW=MEAN2 to request that the bandwidth parameter be computed using the modified mean criterion. For more information about the modified mean criterion, see the section Modified Mean Criterion.
You can instruct PROC SVDD to select an appropriate value by specifying BW=TRACE(NREP=number) to request that the bandwidth parameter be computed using the trace criterion. The NREP=number suboption specifies the number of representative points. By default, NREP=5. For more information about the trace criterion, see the section Trace Criterion.