Non positive SVM - Archive ouverte HAL
Rapport Année : 2010

Non positive SVM

Résumé

Recent developments with indefinite SVM [11, 17, 5] have effectively demonstrated SVM classification with a non-positive kernel. However the question of efficiency still applies. In this paper, an efficient direct solver for SVM with non-positive kernel is proposed. The chosen approach is related to existing work on learning with kernel in Krein space. In this framework, it is shown that solving a learning problem is actually a problem of stabilization of the cost function instead of a minimization. We propose to restate SVM with non-positive kernels as a stabilization by using a new formulation of the KKT conditions. This new formulation provides a practical active set algorithm to solve the indefinite SVM problem. We also demonstrate empirically that the proposed algorithm outperforms other existing solvers.
Fichier principal
Vignette du fichier
RR-10-16.pdf (591.52 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00679058 , version 1 (14-03-2012)

Identifiants

  • HAL Id : hal-00679058 , version 1

Citer

Gaëlle Loosli, Stephane Canu. Non positive SVM. 2010. ⟨hal-00679058⟩
188 Consultations
139 Téléchargements

Partager

More