A simple yet efficient algorithm for multiple kernel learning under elastic-net constraints

Luca Citi

A simple yet efficient algorithm for multiple kernel learning under elastic-net constraints

Machine Learning 2019-04-08 v3 Machine Learning

Authors: Luca Citi

Abstract

This papers introduces an algorithm for the solution of multiple kernel learning (MKL) problems with elastic-net constraints on the kernel weights. The algorithm compares very favourably in terms of time and space complexity to existing approaches and can be implemented with simple code that does not rely on external libraries (except a conventional SVM solver).

Keywords

kernel methods multi-task learning neural networks

Cite

@article{arxiv.1506.08536,
  title  = {A simple yet efficient algorithm for multiple kernel learning under elastic-net constraints},
  author = {Luca Citi},
  journal= {arXiv preprint arXiv:1506.08536},
  year   = {2019}
}

Comments

18 pages, one figure, updated version of the paper draft

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