Indefinite Kernel Discriminant Analysis
Bernard Haasdonk, Elżbieta Pękalska · 2010
Kernel methods for data analysis are frequently considered to be restricted to positive definite kernels. In practice, however, indefinite kernels arise e.g. from problem-specific kernel construction or optimized similarity measures.We, therefore, present formal extensions of some kernel discriminant analysis methods which can be used with indefinite kernels. In particular these are the multi-class kernel Fisher discriminant and the kernel Mahalanobis distance. The approaches are empirically evaluated in classification scenarios on indefinite multi-class datasets.