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CORR
2008
Springer

Support Vector Machine Classification with Indefinite Kernels

8 years 9 months ago
Support Vector Machine Classification with Indefinite Kernels
In this paper, we propose a method for support vector machine classification using indefinite kernels. Instead of directly minimizing or stabilizing a nonconvex loss function, our method simultaneously finds the support vectors and a proxy kernel matrix used in computing the loss. This can be interpreted as a robust classification problem where the indefinite kernel matrix is treated as a noisy observation of the true positive semidefinite kernel. Our formulation keeps the problem convex and relatively large problems can be solved efficiently using the analytic center cutting plane method. We compare the performance of our technique with other methods on several data sets.
Ronny Luss, Alexandre d'Aspremont
Added 09 Dec 2010
Updated 09 Dec 2010
Type Journal
Year 2008
Where CORR
Authors Ronny Luss, Alexandre d'Aspremont
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