π€ AI Summary
To address the challenge of simultaneously achieving sparsity, interpretability, and generalization in indefinite kernel logistic regression (IKLR), this paper introduces the $L_1$-norm regularization into the IKLR framework for the first time, yielding the Sparse Indefinite Kernel Logistic Regression (S-IKLR) model. To tackle the resulting nonsmooth and nonconvex optimization problem, we propose an efficient proximal linearization-based algorithm with theoretical convergence guarantees. S-IKLR leverages the expressive power of indefinite kernels to capture complex data structures while enforcing sparsity via $L_1$ regularization, thereby substantially reducing the number of nonzero parameters. Extensive experiments on multiple benchmark datasets demonstrate that S-IKLR achieves superior classification accuracy compared to state-of-the-art IKLR and sparse kernel methods. Moreover, it attains 30β60% higher model sparsity, leading to significantly improved interpretability and generalization performance.
π 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.