Automatically categorizing documents into pre-defined topic hierarchies or taxonomies is a crucial step in knowledge and content management. Standard machine learning techniques like Support Vector Machines and related large margin methods have been successfully applied for this task, albeit the fact that they ignore the inter-class relationships. In this paper, we propose a novel hierarchical classification method that generalizes Support Vector Machine learning and that is based on discriminant functions that are structured in a way that mirrors the class hierarchy. Our method can work with arbitrary, not necessarily singly connected taxonomies and can deal with task-specific loss functions. All parameters are learned jointly by optimizing a common objective function corresponding to a regularized upper bound on the empirical loss. We present experimental results on the WIPO-alpha patent collection to show the competitiveness of our approach. Categories and Subject Descriptors H....