If appropriately used, prior knowledge can significantly improve the predictive accuracy of learning algorithms or reduce the amount of training data needed. In this paper we introduce a simple method to incorporate prior knowledge in support vector machines by modifying the hypothesis space rather than the optimization problem. The optimization problem is amenable to solution by the constrained concave convex procedure, which finds a local optimum. The paper discusses different kinds of prior knowledge and demonstrates the applicability of the approach in some characteristic experiments.
Quoc V. Le, Alex J. Smola, Thomas Gärtner