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LAGO on the unit sphere. (English) Zbl 1254.90177
Summary: LAGO is an efficient kernel algorithm designed specifically for the rare target detection problem. However, unlike other kernel algorithms, LAGO cannot be easily used with many domain-specific kernels. We solve this problem by first providing a unified framework for LAGO and clarifying its basic principle, and then applying that principle on the unit sphere instead of in the Euclidean space.
MSC:
90C26 Nonconvex programming, global optimization
90C59 Approximation methods and heuristics in mathematical programming
Software:
LAGO; R; TMG
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