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Learning Non-Linear Combinations of Kernels

Published 7 December 2009
Corinna Cortes, Mehryar Mohri, Afshin Rostamizadeh
Citations277

TL;DR

A projection-based gradient descent algorithm is given for solving the optimization problem of learning kernels based on a polynomial combination of base kernels and it is proved that the global solution of this problem always lies on the boundary.

Abstract

This paper studies the general problem of learning kernels based on a polynomial combination of base kernels. We analyze this problem in the case of regression and the kernel ridge regression algorithm. We examine the corresponding learning kernel optimization problem, show how that minimax problem can be reduced to a simpler minimization problem, and prove that the global solution of this problem always lies on the boundary. We give a projection-based gradient descent algorithm for solving the optimization problem, shown empirically to converge in few iterations. Finally, we report the results of extensive experiments with this algorithm using several publicly available datasets demonstrating the effectiveness of our technique. 1

Keywords

Computer ScienceEngineering