Accelerated max-margin multiple kernel learning

  • Authors:
  • Minyoung Kim

  • Affiliations:
  • Department of Electronics & IT Media Engineering, Seoul National University of Science & Technology, Seoul, South Korea 139-743

  • Venue:
  • Applied Intelligence
  • Year:
  • 2013

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Abstract

Kernel machines such as Support Vector Machines (SVM) have exhibited successful performance in pattern classification problems mainly due to their exploitation of potentially nonlinear affinity structures of data through the kernel functions. Hence, selecting an appropriate kernel function, equivalently learning the kernel parameters accurately, has a crucial impact on the classification performance of the kernel machines. In this paper we consider the problem of learning a kernel matrix in a binary classification setup, where the hypothesis kernel family is represented as a convex hull of fixed basis kernels. While many existing approaches involve computationally intensive quadratic or semi-definite optimization, we propose novel kernel learning algorithms based on large margin estimation of Parzen window classifiers. The optimization is cast as instances of linear programming. This significantly reduces the complexity of the kernel learning compared to existing methods, while our large margin based formulation provides tight upper bounds on the generalization error. We empirically demonstrate that the new kernel learning methods maintain or improve the accuracy of the existing classification algorithms while significantly reducing the learning time on many real datasets in both supervised and semi-supervised settings.