PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Efficient and Accurate Lp-Norm Multiple Kernel Learning
Marius Kloft, Ulf Brefeld, Sören Sonnenburg, Pavel Laskov, Klaus-Robert Müller and Alexander Zien
Advances in Neural Information Processing Systems 22 Number 22, pp. 997-1005, 2009.


Learning linear combinations of multiple kernels is an appealing strategy when the right choice of features is unknown. Previous approaches to multiple kernel learning (MKL) promote sparse kernel combinations to support interpretability. Unfortunately, l1-norm MKL is hardly observed to outperform trivial baselines in practical applications. To allow for robust kernel mixtures, we generalize MKL to arbitrary lp-norms. We devise new insights on the connection between several existing MKL formulations and develop two efficient interleaved optimization strategies for arbitrary p > 1. Empirically, we demonstrate that the interleaved optimization strategies are much faster compared to the traditionally used wrapper approaches. Finally, we apply lp-norm MKL to real-world problems from computational biology, showing that non-sparse MKL achieves accuracies that go beyond the state-of-the-art.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:6851
Deposited By:Sören Sonnenburg
Deposited On:08 April 2010