Mahalanobis-based one-class classification

Machine learning techniques have become very popular in the past decade for detecting nonlinear relations in large volumes of data. In particular, one-class classification algorithms have gained the interest of the researchers when the available samples in the training set refer to a unique/single class. In this paper, we propose a simple one-class classification approach based on the Mahalanobis distance. We make use of the advantages of kernel whitening and KPCA in order to compute the Mahalanobis distance in the feature space, by projecting the data into the subspace spanned by the most relevant eigenvectors of the covariance matrix. We also propose a sparse formulation of this approach. The tests are conducted on simulated data as well as on real data.

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