TY - JOUR U1 - Wissenschaftlicher Artikel A1 - Luss, Ronny A1 - d’Aspremont, Alexandre T1 - Support vector machine classification with indefinite kernels JF - Mathematical Programming Computation N2 - 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 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 standard data sets. AB - 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 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 standard data sets. KW - Software KW - Theoretical Computer Science Y1 - 2009 SN - 1867-2949 SS - 1867-2949 U6 - https://doi.org/10.1007/s12532-009-0005-5 DO - https://doi.org/10.1007/s12532-009-0005-5 VL - 1 IS - 2-3 SP - 97 EP - 118 S1 - 22 PB - Springer Science and Business Media LLC ER -