Shrinkage learning to improve SVM with hints

The Support Vector Machine (SVM) is one of the most effective and used algorithms, when targeting classification. Despite its large success, SVM is mainly afflicted by two issues: (i) some hyperparameters must be tuned in advance and are, in practice, identified through computationally intensive procedures; (ii) possible a-priori knowledge about the problem (e.g. doctor expertise in medical applications) cannot be straightforwardly exploited. In this paper, we introduce a new approach, able to cope with the two previous problems: several experiments, performed on real-world benchmarking datasets, show that our method outperforms, on average, other techniques proposed in the literature.