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The support vector machine (SVM) is known for its good performance in two-class classification, but its extension to multiclass classification is still an ongoing research issue. In this article, we propose a new approach for classification, called the import vector machine (IVM), which is built on kernel logistic regression (KLR). We show that the IVM not only performs as well as the SVM in two-class classification, but also can naturally be generalized to the multiclass case. Furthermore, thedoi:10.1198/106186005x25619 fatcat:wg5sd3d6zbcqnbyd2ymaf4g64e