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Multiclass Multiple Kernel Learning

2007

Conference Paper

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In many applications it is desirable to learn from several kernels. “Multiple kernel learning” (MKL) allows the practitioner to optimize over linear combinations of kernels. By enforcing sparse coefficients, it also generalizes feature selection to kernel selection. We propose MKL for joint feature maps. This provides a convenient and principled way for MKL with multiclass problems. In addition, we can exploit the joint feature map to learn kernels on output spaces. We show the equivalence of several different primal formulations including different regularizers. We present several optimization methods, and compare a convex quadratically constrained quadratic program (QCQP) and two semi-infinite linear programs (SILPs) toy data, showing that the SILPs are faster than the QCQP. We then demonstrate the utility of our method by applying the SILP to three real world datasets.

Author(s): Zien, A. and Ong, CS.
Book Title: ICML 2007
Journal: Proceedings of the 24th International Conference on Machine Learning (ICML 2007)
Pages: 1191-1198
Year: 2007
Month: June
Day: 0
Editors: Ghahramani, Z.
Publisher: ACM Press

Department(s): Empirical Inference
Bibtex Type: Conference Paper (inproceedings)

DOI: 10.1145/1273496.1273646
Event Name: 24th International Conference on Machine Learning
Event Place: Corvallis, OR, USA

Address: New York, NY, USA
Digital: 0
Language: en
Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik

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BibTex

@inproceedings{4431,
  title = {Multiclass Multiple Kernel Learning},
  author = {Zien, A. and Ong, CS.},
  journal = {Proceedings of the 24th International Conference on Machine Learning (ICML 2007)},
  booktitle = {ICML 2007},
  pages = {1191-1198},
  editors = {Ghahramani, Z. },
  publisher = {ACM Press},
  organization = {Max-Planck-Gesellschaft},
  school = {Biologische Kybernetik},
  address = {New York, NY, USA},
  month = jun,
  year = {2007},
  doi = {10.1145/1273496.1273646},
  month_numeric = {6}
}