Indefinite Core Vector Machine

The recently proposed Kr ̆ein space Support Vector Machine (KSVM) is an efficient classifier for indefinite learning problems, but with quadratic to cubic complexity and a non-sparse decision function. In this paper a Kr ̆ein space Core Vector Machine (iCVM) solver is derived. A sparse model with linear runtime complexity can be obtained under a low rank assumption. The obtained iCVM models can be applied to indefinite kernels without additional preprocessing. Using iCVM one can solve CVM with usually troublesome kernels having large negative eigenvalues or large numbers of negative eigenvalues. Experiments show that our algorithm is similar efficient as the Kr ̆ein space Support Vector Machine but with substantially lower costs, such that also large scale problems can be processed. © 2017 Elsevier Ltd. All rights reserved.