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Analysis of SVM with Indefinite Kernels
Yiming Ying · Colin I Campbell · Mark A Girolami

Tue Dec 08 07:00 PM -- 11:59 PM (PST) @ None #None

The recent introduction of indefinite SVM by Luss and dAspremont [15] has effectively demonstrated SVM classification with a non-positive semi-definite kernel (indefinite kernel). This paper studies the properties of the objective function introduced there. In particular, we show that the objective function is continuously differentiable and its gradient can be explicitly computed. Indeed, we further show that its gradient is Lipschitz continuous. The main idea behind our analysis is that the objective function is smoothed by the penalty term, in its saddle (min-max) representation, measuring the distance between the indefinite kernel matrix and the proxy positive semi-definite one. Our elementary result greatly facilitates the application of gradient-based algorithms. Based on our analysis, we further develop Nesterovs smooth optimization approach [16,17] for indefinite SVM which has an optimal convergence rate for smooth problems. Experiments on various benchmark datasets validate our analysis and demonstrate the efficiency of our proposed algorithms.

Author Information

Yiming Ying (State University of New York at Albany)
Colin I Campbell (Bristol University)
Mark A Girolami (University of Glasgow)

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