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Topic

Multiple kernel learning

About: Multiple kernel learning is a(n) research topic. Over the lifetime, 1630 publication(s) have been published within this topic receiving 56082 citation(s).
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Book
01 Jan 2004
TL;DR: This book provides an easy introduction for students and researchers to the growing field of kernel-based pattern analysis, demonstrating with examples how to handcraft an algorithm or a kernel for a new specific application, and covering all the necessary conceptual and mathematical tools to do so.
Abstract: Kernel methods provide a powerful and unified framework for pattern discovery, motivating algorithms that can act on general types of data (e.g. strings, vectors or text) and look for general types of relations (e.g. rankings, classifications, regressions, clusters). The application areas range from neural networks and pattern recognition to machine learning and data mining. This book, developed from lectures and tutorials, fulfils two major roles: firstly it provides practitioners with a large toolkit of algorithms, kernels and solutions ready to use for standard pattern discovery problems in fields such as bioinformatics, text analysis, image analysis. Secondly it provides an easy introduction for students and researchers to the growing field of kernel-based pattern analysis, demonstrating with examples how to handcraft an algorithm or a kernel for a new specific application, and covering all the necessary conceptual and mathematical tools to do so.

5,892 citations


Journal ArticleDOI
TL;DR: This paper shows how the kernel matrix can be learned from data via semidefinite programming (SDP) techniques and leads directly to a convex method for learning the 2-norm soft margin parameter in support vector machines, solving an important open problem.
Abstract: Kernel-based learning algorithms work by embedding the data into a Euclidean space, and then searching for linear relations among the embedded data points. The embedding is performed implicitly, by specifying the inner products between each pair of points in the embedding space. This information is contained in the so-called kernel matrix, a symmetric and positive semidefinite matrix that encodes the relative positions of all points. Specifying this matrix amounts to specifying the geometry of the embedding space and inducing a notion of similarity in the input space---classical model selection problems in machine learning. In this paper we show how the kernel matrix can be learned from data via semidefinite programming (SDP) techniques. When applied to a kernel matrix associated with both training and test data this gives a powerful transductive algorithm---using the labeled part of the data one can learn an embedding also for the unlabeled part. The similarity between test points is inferred from training points and their labels. Importantly, these learning problems are convex, so we obtain a method for learning both the model class and the function without local minima. Furthermore, this approach leads directly to a convex method for learning the 2-norm soft margin parameter in support vector machines, solving an important open problem.

2,362 citations


Journal Article
TL;DR: Overall, using multiple kernels instead of a single one is useful and it is believed that combining kernels in a nonlinear or data-dependent way seems more promising than linear combination in fusing information provided by simple linear kernels, whereas linear methods are more reasonable when combining complex Gaussian kernels.
Abstract: In recent years, several methods have been proposed to combine multiple kernels instead of using a single one. These different kernels may correspond to using different notions of similarity or may be using information coming from multiple sources (different representations or different feature subsets). In trying to organize and highlight the similarities and differences between them, we give a taxonomy of and review several multiple kernel learning algorithms. We perform experiments on real data sets for better illustration and comparison of existing algorithms. We see that though there may not be large differences in terms of accuracy, there is difference between them in complexity as given by the number of stored support vectors, the sparsity of the solution as given by the number of used kernels, and training time complexity. We see that overall, using multiple kernels instead of a single one is useful and believe that combining kernels in a nonlinear or data-dependent way seems more promising than linear combination in fusing information provided by simple linear kernels, whereas linear methods are more reasonable when combining complex Gaussian kernels.

1,626 citations


Proceedings ArticleDOI
04 Jul 2004
TL;DR: Experimental results are presented that show that the proposed novel dual formulation of the QCQP as a second-order cone programming problem is significantly more efficient than the general-purpose interior point methods available in current optimization toolboxes.
Abstract: While classical kernel-based classifiers are based on a single kernel, in practice it is often desirable to base classifiers on combinations of multiple kernels. Lanckriet et al. (2004) considered conic combinations of kernel matrices for the support vector machine (SVM), and showed that the optimization of the coefficients of such a combination reduces to a convex optimization problem known as a quadratically-constrained quadratic program (QCQP). Unfortunately, current convex optimization toolboxes can solve this problem only for a small number of kernels and a small number of data points; moreover, the sequential minimal optimization (SMO) techniques that are essential in large-scale implementations of the SVM cannot be applied because the cost function is non-differentiable. We propose a novel dual formulation of the QCQP as a second-order cone programming problem, and show how to exploit the technique of Moreau-Yosida regularization to yield a formulation to which SMO techniques can be applied. We present experimental results that show that our SMO-based algorithm is significantly more efficient than the general-purpose interior point methods available in current optimization toolboxes.

1,580 citations


Journal Article
TL;DR: It is shown that the proposed multiple kernel learning algorithm can be rewritten as a semi-infinite linear program that can be efficiently solved by recycling the standard SVM implementations, and generalize the formulation and the method to a larger class of problems, including regression and one-class classification.
Abstract: While classical kernel-based learning algorithms are based on a single kernel, in practice it is often desirable to use multiple kernels. Lanckriet et al. (2004) considered conic combinations of kernel matrices for classification, leading to a convex quadratically constrained quadratic program. We show that it can be rewritten as a semi-infinite linear program that can be efficiently solved by recycling the standard SVM implementations. Moreover, we generalize the formulation and our method to a larger class of problems, including regression and one-class classification. Experimental results show that the proposed algorithm works for hundred thousands of examples or hundreds of kernels to be combined, and helps for automatic model selection, improving the interpretability of the learning result. In a second part we discuss general speed up mechanism for SVMs, especially when used with sparse feature maps as appear for string kernels, allowing us to train a string kernel SVM on a 10 million real-world splice data set from computational biology. We integrated multiple kernel learning in our machine learning toolbox SHOGUN for which the source code is publicly available at http://www.fml.tuebingen.mpg.de/raetsch/projects/shogun .

1,335 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
20221
202172
2020100
2019113
2018114
2017135