Composite kernel learning

  • Authors:
  • Marie Szafranski;Yves Grandvalet;Alain Rakotomamonjy

  • Affiliations:
  • CNRS FRE 3190--IBISC, Université d'Évry Val d'Essonne, Évry Cedex, France 91025 and CNRS UMR 6166--LIF, Universités d'Aix-Marseille, Marseille, France;CNRS UMR 6599--Heudiasyc, Université de Technologie de Compiègne, Compiègne Cedex, France 60205;EA 4108--LITIS, Université de Rouen, Saint-Étienne-du-Rouvray Cedex, France 76801

  • Venue:
  • Machine Learning
  • Year:
  • 2010

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Abstract

The Support Vector Machine is an acknowledged powerful tool for building classifiers, but it lacks flexibility, in the sense that the kernel is chosen prior to learning. Multiple Kernel Learning enables to learn the kernel, from an ensemble of basis kernels, whose combination is optimized in the learning process. Here, we propose Composite Kernel Learning to address the situation where distinct components give rise to a group structure among kernels. Our formulation of the learning problem encompasses several setups, putting more or less emphasis on the group structure. We characterize the convexity of the learning problem, and provide a general wrapper algorithm for computing solutions. Finally, we illustrate the behavior of our method on multi-channel data where groups correspond to channels.