PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Learning the Kernel with Hyperkernels
Cheng Soon Ong, Alex Smola and Bob Williamson
Journal of Machine Learning Research Volume 6, pp. 1045-1071, 2005.


This paper addresses the problem of choosing a kernel suitable for estimation with a Support Vector Machine, hence further automating machine learning. This goal is achieved by defining a Reproducing Kernel Hilbert Space on the space of kernels itself. Such a formulation leads to a statistical estimation problem similar to the problem of minimizing a regularized risk functional. We state the equivalent representer theorem for the choice of kernels and present a semidefinite programming formulation of the resulting optimization problem. Several recipes for constructing hyperkernels are provided, as well as the details of common ma- chine learning problems. Experimental results for classification, regression and novelty detection on UCI data show the feasibility of our approach.

PDF - Requires Adobe Acrobat Reader or other PDF viewer.
EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:2012
Deposited By:Alex Smola
Deposited On:16 January 2006