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Multiplicative updates For Non-Negative Kernel SVM

24 February 2009
Vamsi K. Potluru
Sergey Plis
Morten Mørup
Vince D. Calhoun
T. Lane
ArXiv (abs)PDFHTML
Abstract

We present multiplicative updates for solving hard and soft margin support vector machines (SVM) with non-negative kernels. They follow as a natural extension of the updates for non-negative matrix factorization. No additional param- eter setting, such as choosing learning, rate is required. Ex- periments demonstrate rapid convergence to good classifiers. We analyze the rates of asymptotic convergence of the up- dates and establish tight bounds. We test the performance on several datasets using various non-negative kernels and report equivalent generalization errors to that of a standard SVM.

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