L1-norm Regularized Indefinite Kernel Logistic Regression

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 L1-norm regularized indefinite kernel logistic regression (RIKLR) model, which extends the existing IKLR framework by introducing sparsity via an L1-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.