Support Vector Machine Classification with Indefinite Kernels

TITLE: Support Vector Machine Classification with Indefinite Kernels.

AUTHORS: Ronny Luss, Alexandre d'Aspremont

ABSTRACT: We propose a method for support vector machine classification using indefinite kernels. Instead of directly minimizing or stabilizing a nonconvex loss function, our algorithm simultaneously computes support vectors and a proxy kernel matrix used in forming the loss. This can be interpreted as a penalized kernel learning problem where indefinite kernel matrices are treated as a noisy observations of a true Mercer kernel. Our formulation keeps the problem convex and relatively large problems can be solved efficiently using the projected gradient or analytic center cutting plane methods. We compare the performance of our technique with other methods on several classic data sets.

STATUS: Mathematical Programming Computations, 1(2), pp. 97-118, October 2009.

ArXiv PREPRINT: arXiv:0804.0188

PAPER: Support Vector Machine Classification with Indefinite Kernels in pdf