Kernel Optimization Using a Generalized Eigenvalue Approach

  • Authors:
  • Jayadeva;Sameena Shah;Suresh Chandra

  • Affiliations:
  • Indian Institute of Technology Delhi, New Delhi, India 110016;Indian Institute of Technology Delhi, New Delhi, India 110016;Indian Institute of Technology Delhi, New Delhi, India 110016

  • Venue:
  • PReMI '09 Proceedings of the 3rd International Conference on Pattern Recognition and Machine Intelligence
  • Year:
  • 2009

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Abstract

There is no single generic kernel that suits all estimation tasks. Kernels that are learnt from the data are known to yield better classification. The coefficients of the optimal kernel that maximizes the class separability in the empirical feature space had been previously obtained by a gradient-based procedure. In this paper, we show how these coefficients can be learnt from the data by simply solving a generalized eigenvalue problem. Our approach yields a significant reduction in classification errors on selected UCI benchmarks.