Multiple rank multi-linear SVM for matrix data classification

• We have proposed a novel method, i.e., MRMLSVM, for matrix data classification.
• We have revealed the essence of MRMLSVM from the view of learning theory.
• We have provided an effective way to solve the proposed non-convex problem.
• Our proposed approach is a common model and MRMLSVM is just an instance.

Matrices, or more generally, multi-way arrays (tensors) are common forms of data that are encountered in a wide range of real applications. How to classify this kind of data is an important research topic for both pattern recognition and machine learning. In this paper, by analyzing the relationship between two famous traditional classification approaches, i.e., SVM and STM, a novel tensor-based method, i.e., multiple rank multi-linear SVM (MRMLSVM), is proposed. Different from traditional vector-based and tensor based methods, multiple-rank left and right projecting vectors are employed to construct decision boundary and establish margin function. We reveal that the rank of transformation can be regarded as a tradeoff parameter to balance the capacity of learning and generalization in essence. We also proposed an effective approach to solve the proposed non-convex optimization problem. The convergence behavior, initialization, computational complexity and parameter determination problems are analyzed. Compared with vector-based classification methods, MRMLSVM achieves higher accuracy and has lower computational complexity. Compared with traditional supervised tensor-based methods, MRMLSVM performs better for matrix data classification. Promising experimental results on various kinds of data sets are provided to show the effectiveness of our method.