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 [BibTeX] [Marc21]
More Efficiency in Multiple Kernel Learning
Type of publication: Idiap-RR
Citation: grandvalet:rr07-18
Number: Idiap-RR-18-2007
Year: 2007
Institution: IDIAP
Note: To appear in \textit{Proceedings of the $\mathit{24}^{th}$ International Conference on Machine Learning}, Corvallis, OR, 2007
Abstract: An efficient and general multiple kernel learning (MKL) algorithm has been recently proposed by \singleemcite{sonnenburg_mkljmlr}. This approach has opened new perspectives since it makes the MKL approach tractable for large-scale problems, by iteratively using existing support vector machine code. However, it turns out that this iterative algorithm needs several iterations before converging towards a reasonable solution. In this paper, we address the MKL problem through an adaptive 2-norm regularization formulation. Weights on each kernel matrix are included in the standard SVM empirical risk minimization problem with a $\ell_1$ constraint to encourage sparsity. We propose an algorithm for solving this problem and provide an new insight on MKL algorithms based on block 1-norm regularization by showing that the two approaches are equivalent. Experimental results show that the resulting algorithm converges rapidly and its efficiency compares favorably to other MKL algorithms.
Userfields: ipdmembership={learning},
Keywords:
Projects Idiap
Authors Rakotomamonjy, Alain
Bach, Francis
Canu, Stéphane
Grandvalet, Yves
Crossref by grandvalet:ICML-1:2007
Added by: [UNK]
Total mark: 0
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  • grandvalet-idiap-rr-07-18.pdf
  • grandvalet-idiap-rr-07-18.ps.gz
Notes