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On one extremal problem of adaptive machine learning for detection of anomalies

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Abstract

An adaptive algorithm to solve a wide range of problems of unsupervised learning by constructing a sequence of interrelated extremal principles was proposed. The least squares method with a priori defined weights used as a starting point enabled determination of the “center” of learning sample. Next, a natural passage from the least squares method to more flexible extremal principle enabling adaptive determination of both the “center” and weights of the learning sample events was performed. Finally, a universal extremal principle enabling determination of the scaling coefficient of the membership function in addition to the “center” and weights was constructed.

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Original Russian Text © K.V. Mal’kov, D.V. Tunitskii, 2008, published in Avtomatika i Telemekhanika, 2008, No. 6, pp. 41–52.

This work was supported in part by PWI, Inc.

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Mal’kov, K.V., Tunitskii, D.V. On one extremal problem of adaptive machine learning for detection of anomalies. Autom Remote Control 69, 942–952 (2008). https://doi.org/10.1134/S0005117908060052

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  • DOI: https://doi.org/10.1134/S0005117908060052

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