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Maximal Margin Classification for Metric Spaces

MPS-Authors
http://pubman.mpdl.mpg.de/cone/persons/resource/persons83958

Hein,  M
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons83824

Bousquet,  O
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons84193

Schölkopf,  B
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Citation

Hein, M., Bousquet, O., & Schölkopf, B. (2005). Maximal Margin Classification for Metric Spaces. Journal of Computer and System Sciences, 71(3), 333-359. doi:10.1016/j.jcss.2004.10.013.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-D3F9-2
Abstract
In order to apply the maximum margin method in arbitrary metric spaces, we suggest to embed the metric space into a Banach or Hilbert space and to perform linear classification in this space. We propose several embeddings and recall that an isometric embedding in a Banach space is always possible while an isometric embedding in a Hilbert space is only possible for certain metric spaces. As a result, we obtain a general maximum margin classification algorithm for arbitrary metric spaces (whose solution is approximated by an algorithm of Graepel. Interestingly enough, the embedding approach, when applied to a metric which can be embedded into a Hilbert space, yields the SVM algorithm, which emphasizes the fact that its solution depends on the metric and not on the kernel. Furthermore we give upper bounds of the capacity of the function classes corresponding to both embeddings in terms of Rademacher averages. Finally we compare the capacities of these function classes directly.