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Building ultra-low false alarm rate Support Vector Classifier ensembles using Random Subspaces

This paper presents the Cost-Sensitive Random Subspace Support Vector Classifier (CS-RS-SVC), a new learning algorithm that combines random subspace sampling and bagging with Cost-Sensitive Support Vector Classifiers to more effectively address detection applications burdened by unequal misclassification requirements. When compared to its conventional, non-cost-sensitive counterpart on a two-class signal detection application, random subspace sampling is shown to very effectively leverage the additional flexibility offered by the Cost-Sensitive Support Vector Classifier, yielding a more than four-fold increase in the detection rate at a false alarm rate (FAR) of zero. Moreover, the CS-RS-SVC is shown to be fairly robust to constraints on the feature subspace dimensionality, enabling reductions in computation time of up to 82% with minimal performance degradation.