$L_1$-norm Regularized Indefinite Kernel Logistic Regression
Shaoxin Wang, Hanjing Yao
TL;DR
A novel $L_1$-norm regularized indefinite kernel logistic regression model, which extends the existing IKLR framework by introducing sparsity via an $L_1$-norm penalty, which enhances interpretability and generalization while introducing nonsmoothness and nonconvexity into the optimization landscape.
Abstract
Kernel logistic regression (KLR) is a powerful classification method widely applied across diverse domains. In many real-world scenarios, indefinite kernels capture more domain-specific structural information than positive definite kernels. This paper proposes a novel $L_1$-norm regularized indefinite kernel logistic regression (RIKLR) model, which extends the existing IKLR framework by introducing sparsity via an $L_1$-norm penalty. The introduction of this regularization enhances interpretability and generalization while introducing nonsmoothness and nonconvexity into the optimization landscape. To address these challenges, a theoretically grounded and computationally efficient proximal linearized algorithm is developed. Experimental results on multiple benchmark datasets demonstrate the superior performance of the proposed method in terms of both accuracy and sparsity.
