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A primal perspective for indefinite kernel SVM problem

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Abstract

Indefinite kernel support vector machine (IKSVM) has recently attracted increasing attentions in machine learning. Since IKSVM essentially is a non-convex problem, existing algorithms either change the spectrum of indefinite kernel directly but risking losing some valuable information or solve the dual form of IKSVM whereas suffering from a dual gap problem. In this paper, we propose a primal perspective for solving the problem. That is, we directly focus on the primal form of IKSVM and present a novel algorithm termed as IKSVM-DC for binary and multi-class classification. Concretely, according to the characteristics of the spectrum for the indefinite kernel matrix, IKSVM-DC decomposes the primal function into the subtraction of two convex functions as a difference of convex functions (DC) programming. To accelerate convergence rate, IKSVM-DC combines the classical DC algorithm with a line search step along the descent direction at each iteration. Furthermore, we construct a multi-class IKSVM model which can classify multiple classes in a unified form. A theoretical analysis is then presented to validate that IKSVM-DC can converge to a local minimum. Finally, we conduct experiments on both binary and multi-class datasets and the experimental results show that IKSVM-DC is superior to other state-of-the-art IKSVM algorithms.

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Acknowledgments

This work was supported by the National Key R&D Program of China (2017YFB1002801), the National Natural Science Foundations of China (Grant Nos. 61375057, 61876091 and 61403193). It was also supported by Collaborative Innovation Center of Wireless Communications Technology.

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Correspondence to Hui Xue.

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Hui Xue received the BSc degree in Mathematics from Nanjing Normal University, China in 2002. In 2005, she received the MSc degree in Mathematics from Nanjing University of Aeronautics & Astronautics (NUAA), China. And she also received the PhD degree in Computer Application Technology at NUAA, China in 2008. Since 2009, as an Associate Professor, she has been with the School of Computer Science and Engineering at Southeast University, China. Her research interests include pattern recognition and machine learning.

Harming Xu received the BS degree in School of Computer Science and Technology from China University of Mining and Techology, China in 2015. In 2018, he received the MSc degree in the School of Computer Science and Engineering at Southeast University, China. Now, he is a PhD candidate at the University of Adelaide, Australia. His research interests include pattern recognition, machine learning, and data mining.

Xiaohong Chen received the BSc degree in Mathematics from Qufu Normal University, China in 1998. In 2001, she received the MSc degree in Mathematics from Nanjing University of Aeronautics & Astronautics (NUAA), China. And she also received the PhD degree in Computer Application Technology at NUAA, China in 2011. She is an Associate Professor at the College of Science at NUAA, China. Her research interests include pattern recognition and machine learning.

Yunyun Wang received the BS degree in computer science and technology from An-hui Normal University, China in 2006, and the PhD degree in computer science and engineering from the Nanjing University of Aeronautics and Astronautics, China in 2012. She is currently an associate professor with the Department of Computer Science and Engineering, Nanjing University of Posts & Telecommunications, China. Her current research interests include pattern recognition and machine learning.

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Xue, H., Xu, H., Chen, X. et al. A primal perspective for indefinite kernel SVM problem. Front. Comput. Sci. 14, 349–363 (2020). https://doi.org/10.1007/s11704-018-8148-z

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