Indefinite support vector regression

Abstract

Non-metric proximity measures got wide interest in various domains such as life sciences, robotics and image processing. The majority of learning algorithms for these data are focusing on classification problems. Here we derive a regression algorithm for indefinite data representations based on the support vector machine. The approach avoids heuristic eigen spectrum modifications or costly proxy matrix approximations, as used in general. We evaluate the method on a number of benchmark data using an indefinite measure.