Robust C-Loss Kernel Classifiers

The correntropy-induced loss (C-loss) function has the nice property of being robust to outliers. In this paper, we study the C-loss kernel classifier with the Tikhonov regularization term, which is used to avoid overfitting. After using the half-quadratic optimization algorithm, which converges much faster than the gradient optimization algorithm, we find out that the resulting C-loss kernel classifier is equivalent to an iterative weighted least square support vector machine (LS-SVM). This relationship helps explain the robustness of iterative weighted LS-SVM from the correntropy and density estimation perspectives. On the large-scale data sets which have low-rank Gram matrices, we suggest to use incomplete Cholesky decomposition to speed up the training process. Moreover, we use the representer theorem to improve the sparseness of the resulting C-loss kernel classifier. Experimental results confirm that our methods are more robust to outliers than the existing common classifiers.