PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

A DC algorithm for kernel selection
Andreas Argyriou, Raphael Hauser, Charles Micchelli and Massimiliano Pontil
In: ICML 2006(2006).

Abstract

We address the problem of learning a kernel for a given supervised learning task. Our approach consists in searching within the convex hull of a prescribed set of basic kernels for one which minimizes a convex regularization functional. A unique feature of this approach compared to others in the literature is thatthe number of basic kernels can be infinite. We only require that they are continuously parameterized. For example, the basic kernels could be isotropic Gaussians with variance in a prescribed interval or even Gaussians parametrized by multiple continuous parameters. Our work builds upon a formulation involving a minimax optimization problem and a recently proposed greedy algorithm for learning the kernel. Although this optimization problem is not convex, it belongs to the larger class of DC programs. Therefore, we apply recent results from DC optimization theory to create a new algorithm for learning the kernel. Our experimental results on benchmark data sets show that this algorithm outperforms a previously proposed method.

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EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:2719
Deposited By:Massimiliano Pontil
Deposited On:22 November 2006