Multiple kernel learning (MKL), structured sparsity, and multi-task learning have recently received considerable attention. In this paper, we show how different MKL algorithms can be understood as applications of either regularization on the kernel weights or block-norm-based regularization, which is more common in str…
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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 regularization (inducing sparse kernel combination), block-l2 regularization (inducing un…
New solver for MKL-SVM with 0/1 loss function.
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 and scalability. Unfortunately, this 1-norm MKL is rarely observed to outperform tr…
Paper introduces MKL--SVM for SVM with loss.
In this paper, we give a new sharp generalization bound of lp-MKL which is a generalized framework of multiple kernel learning (MKL) and imposes lp-mixed-norm regularization instead of l1-mixed-norm regularization. We utilize localization techniques to obtain the sharp learning rate. The bound is characterized by the d…
The paper proposes a novel MKL approach for OCC using -norm constraints.
We present generalization bounds for the TS-MKL framework for two stage multiple kernel learning. We also present bounds for sparse kernel learning formulations within the TS-MKL framework.
With the advent of kernel methods, automating the task of specifying a suitable kernel has become increasingly important. In this context, the Multiple Kernel Learning (MKL) problem of finding a combination of pre-specified base kernels that is suitable for the task at hand has received significant attention from resea…
Multiple Kernel Learning (MKL) is used to replicate the signal combination process that trading rules embody when they aggregate multiple sources of financial information when predicting an asset's price movements. A set of financially motivated kernels is constructed for the EURUSD currency pair and is used to predict…
Multiple kernel learning (MKL) algorithms combine different base kernels to obtain a more efficient representation in the feature space. Focusing on discriminative tasks, MKL has been used successfully for feature selection and finding the significant modalities of the data. In such applications, each base kernel repre…
We empirically investigate the best trade-off between sparse and uniformly-weighted multiple kernel learning (MKL) using the elastic-net regularization on real and simulated datasets. We find that the best trade-off parameter depends not only on the sparsity of the true kernel-weight spectrum but also on the linear dep…
New classifier combines locally linear kernels for fast and accurate non-linear classification.
MKL-based models outperform complex multi-omics integrative approaches.
Combining information from different sources is a common way to improve classification accuracy in Brain-Computer Interfacing (BCI). For instance, in small sample settings it is useful to integrate data from other subjects or sessions in order to improve the estimation quality of the spatial filters or the classifier. …
Despite the recent progress towards efficient multiple kernel learning (MKL), the structured output case remains an open research front. Current approaches involve repeatedly solving a batch learning problem, which makes them inadequate for large scale scenarios. We propose a new family of online proximal algorithms fo…
Multiple kernel learning (MKL) method is generally believed to perform better than single kernel method. However, some empirical studies show that this is not always true: the combination of multiple kernels may even yield an even worse performance than using a single kernel. There are two possible reasons for the fail…
This work connects neural network training to convex optimization via the NTK.
We investigate the learning rate of multiple kernel leaning (MKL) with elastic-net regularization, which consists of an -regularizer for inducing the sparsity and an -regularizer for controlling the smoothness. We focus on a sparse setting where the total number of kernels is large but the number of non…
We present a geometric formulation of the Multiple Kernel Learning (MKL) problem. To do so, we reinterpret the problem of learning kernel weights as searching for a kernel that maximizes the minimum (kernel) distance between two convex polytopes. This interpretation combined with novel structural insights from our geom…
In this paper, we give a new generalization error bound of Multiple Kernel Learning (MKL) for a general class of regularizations, and discuss what kind of regularization gives a favorable predictive accuracy. Our main target in this paper is dense type regularizations including \ellp-MKL. According to the recent numeri…
Kernel-based learning predicts ICU escalation from COVID-19 chest X-rays.
This paper investigates a paradigm for offering artificial intelligence as a service (AI-aaS) on software-defined infrastructures (SDIs). The increasing complexity of networking and computing infrastructures is already driving the introduction of automation in networking and cloud computing management systems. Here we …
Multiple Kernel Learning, or MKL, extends (kernelized) SVM by attempting to learn not only a classifier/regressor but also the best kernel for the training task, usually from a combination of existing kernel functions. Most MKL methods seek the combined kernel that performs best over every training example, sacrificing…
We propose a new optimization algorithm for Multiple Kernel Learning (MKL) called SpicyMKL, which is applicable to general convex loss functions and general types of regularization. The proposed SpicyMKL iteratively solves smooth minimization problems. Thus, there is no need of solving SVM, LP, or QP internally. SpicyM…
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 l…
We present a general regularization-based framework for Multi-task learning (MTL), in which the similarity between tasks can be learned or refined using -norm Multiple Kernel learning (MKL). Based on this very general formulation (including a general loss function), we derive the corresponding dual formulation …
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 kernels through sophisticated optimization procedures. In this paper, we propose an a…
In this paper we propose solving localized multiple kernel learning (LMKL) using LMKL-Net, a feedforward deep neural network. In contrast to previous works, as a learning principle we propose {\em parameterizing} both the gating function for learning kernel combination weights and the multiclass classifier in LMKL usin…
In this paper, we are interested in constructing general graph-based regularizers for multiple kernel learning (MKL) given a structure which is used to describe the way of combining basis kernels. Such structures are represented by sum-product networks (SPNs) in our method. Accordingly we propose a new convex regulariz…
In this paper, we study the problem of sparse multiple kernel learning (MKL), where the goal is to efficiently learn a combination of a fixed small number of kernels from a large pool that could lead to a kernel classifier with a small prediction error. We develop an efficient algorithm based on the greedy coordinate d…
We investigate the learning rate of multiple kernel learning (MKL) with and elastic-net regularizations. The elastic-net regularization is a composition of an -regularizer for inducing the sparsity and an -regularizer for controlling the smoothness. We focus on a sparse setting where the total …
This paper introduces a new and effective algorithm for learning kernels in a Multi-Task Learning (MTL) setting. Although, we consider a MTL scenario here, our approach can be easily applied to standard single task learning, as well. As shown by our empirical results, our algorithm consistently outperforms the traditio…
ARM improves multivariate time series forecasting by better capturing series-wise relationships.
New method uses multiple kernels to improve SVGD performance.
The accuracy and complexity of kernel learning algorithms is determined by the set of kernels over which it is able to optimize. An ideal set of kernels should: admit a linear parameterization (tractability); be dense in the set of all kernels (accuracy); and every member should be universal so that the hypothesis spac…
Reliable identification of molecular biomarkers is essential for accurate patient stratification. While state-of-the-art machine learning approaches for sample classification continue to push boundaries in terms of performance, most of these methods are not able to integrate different data types and lack generalization…
State of the art deep learning models have made steady progress in the fields of computer vision and natural language processing, at the expense of growing model sizes and computational complexity. Deploying these models on low power and mobile devices poses a challenge due to their limited compute capabilities and str…
New method for sparse kernel selection improves prediction accuracy.
Unified framework for constructing kernels for transport equations and Koopman eigenfunctions.