Support vector machines (SVMs) have been successfully used to classify proteins into functional categories. Recently, to integrate multiple data sources, a semidefinite programming (SDP) based SVM method was introduced. In SDP/SVM, multiple kernel matrices corresponding to each of data sources are combined with weights obtained by solving an SDP. However, when trying to apply SDP/SVM to large problems, the computational cost can become prohibitive, since both converting the data to a kernel matrix for the SVM and solving the SDP are time and memory demanding. Another application-specific drawback arises when some of the data sources are protein networks. A common method of converting the network to a kernel matrix is the diffusion kernel method, which has time complexity of O(n(3)), and produces a dense matrix of size n x n.