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A traditional and intuitively appealing Multi-Task Multiple Kernel Learning (MT-MKL) method is to optimize the sum (thus, the average) of objective functions with (partially) shared kernel function, which allows information sharing amongst…

Machine Learning · Computer Science 2014-04-14 Cong Li , Michael Georgiopoulos , Georgios C. Anagnostopoulos

A well-recognized limitation of kernel learning is the requirement to handle a kernel matrix, whose size is quadratic in the number of training examples. Many methods have been proposed to reduce this computational cost, mostly by using a…

Machine Learning · Computer Science 2014-11-06 Nicolò Cesa-Bianchi , Yishay Mansour , Ohad Shamir

In the last decade, a considerable research effort has been devoted to developing adaptive algorithms based on kernel functions. One of the main features of these algorithms is that they form a family of universal approximation techniques,…

Signal Processing · Electrical Eng. & Systems 2018-08-21 A. Flores , R. C. de Lamare

Multiple kernel learning algorithms are proposed to combine kernels in order to obtain a better similarity measure or to integrate feature representations coming from different data sources. Most of the previous research on such methods is…

Machine Learning · Computer Science 2012-07-03 Mehmet Gonen

We theoretically investigate the convergence rate and support consistency (i.e., correctly identifying the subset of non-zero coefficients in the large sample limit) of multiple kernel learning (MKL). We focus on MKL with block-l1…

Machine Learning · Statistics 2011-07-29 Taiji Suzuki , Ryota Tomioka , Masashi Sugiyama

We investigate the learning rate of multiple kernel learning (MKL) with $\ell_1$ and elastic-net regularizations. The elastic-net regularization is a composition of an $\ell_1$-regularizer for inducing the sparsity and an…

Machine Learning · Statistics 2013-08-27 Taiji Suzuki , Masashi Sugiyama

Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…

Machine Learning · Computer Science 2011-11-04 Sangkyun Lee , Stephen J. Wright

Kernel fusion is a popular and effective approach for combining multiple features that characterize different aspects of data. Traditional approaches for Multiple Kernel Learning (MKL) attempt to learn the parameters for combining the…

We formulate the Multiple Kernel Learning (abbreviated as MKL) problem for the support vector machine with the infamous $(0,1)$-loss function. Some first-order optimality conditions are given and then exploited to develop a fast ADMM solver…

Machine Learning · Statistics 2023-04-03 Yijie Shi , Bin Zhu

Multi-Task Learning (MTL) can enhance a classifier's generalization performance by learning multiple related tasks simultaneously. Conventional MTL works under the offline or batch setting, and suffers from expensive training cost and poor…

Machine Learning · Computer Science 2017-06-28 Peng Yang , Peilin Zhao , Xin Gao

Most metric learning algorithms, as well as Fisher's Discriminant Analysis (FDA), optimize some cost function of different measures of within-and between-class distances. On the other hand, Support Vector Machines(SVMs) and several Multiple…

Machine Learning · Computer Science 2013-09-17 Huyen Do , Alexandros Kalousis

We propose a localized approach to multiple kernel learning that can be formulated as a convex optimization problem over a given cluster structure. For which we obtain generalization error guarantees and derive an optimization algorithm…

Machine Learning · Computer Science 2016-10-14 Yunwen Lei , Alexander Binder , Ürün Dogan , Marius Kloft

We investigate online kernel algorithms which simultaneously process multiple classification tasks while a fixed constraint is imposed on the size of their active sets. We focus in particular on the design of algorithms that can efficiently…

Machine Learning · Computer Science 2012-10-02 Giovanni Cavallanti , Nicolò Cesa-Bianchi

A critical factor in adopting machine learning for time-sensitive financial tasks is computational speed, including model training and inference. This paper demonstrates that a broad class of such problems, especially those previously…

Computational Finance · Quantitative Finance 2025-05-27 Liexin Cheng , Xue Cheng , Shuaiqiang Liu

The success of kernel-based learning methods depend on the choice of kernel. Recently, kernel learning methods have been proposed that use data to select the most appropriate kernel, usually by combining a set of base kernels. We introduce…

Machine Learning · Computer Science 2011-12-21 Arash Afkanpour , Csaba Szepesvari , Michael Bowling

Modern kernel-based two-sample tests have shown great success in distinguishing complex, high-dimensional distributions with appropriate learned kernels. Previous work has demonstrated that this kernel learning procedure succeeds, assuming…

Machine Learning · Statistics 2022-01-06 Feng Liu , Wenkai Xu , Jie Lu , Danica J. Sutherland

This paper presents a Multiple Kernel Learning (abbreviated as MKL) framework for the Support Vector Machine (SVM) with the $(0, 1)$ loss function. Some KKT-like first-order optimality conditions are provided and then exploited to develop a…

Machine Learning · Statistics 2023-09-06 Bin Zhu , Yijie Shi

Deep kernel learning provides an elegant and principled framework for combining the structural properties of deep learning algorithms with the flexibility of kernel methods. By means of a deep neural network, we learn a parametrized kernel…

Machine Learning · Computer Science 2020-12-14 Prudencio Tossou , Basile Dura , Francois Laviolette , Mario Marchand , Alexandre Lacoste

Kernel based Deep Learning using multi-layer kernel machines(MKMs) was proposed by Y.Cho and L.K. Saul in \cite{saul}. In MKMs they used only one kernel(arc-cosine kernel) at a layer for the kernel PCA-based feature extraction. We propose…

Computer Vision and Pattern Recognition · Computer Science 2021-11-30 Akhil Meethal , Asharaf S , Sumitra S

Clustering under pairwise constraints is an important knowledge discovery tool that enables the learning of appropriate kernels or distance metrics to improve clustering performance. These pairwise constraints, which come in the form of…

Machine Learning · Computer Science 2022-03-24 Benedikt Boecking , Vincent Jeanselme , Artur Dubrawski