Fitting the smallest enclosing bregman ball

Abstract

Finding a point which minimizes the maximal distortion with respect to a dataset is an important estimation problem that has recently received growing attentions in machine learning, with the advent of one class classification. We propose two theoretically founded generalizations to arbitrary Bregman divergences, of a recent popular smallest enclosing ball approximation algorithm for Euclidean spaces coined by Bǎdoiu and Clarkson in 2002. © Springer-Verlag Berlin Heidelberg 2005.