TY - GEN
T1 - Efficient and accurate ℓp-norm multiple kernel learning
AU - Kloft, Marius
AU - Brefeld, Ulf
AU - Sonnenburg, Soren
AU - Laskov, Pavel
AU - Müller, Klaus Robert
AU - Zien, Alexander
PY - 2009
Y1 - 2009
N2 - 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. Unfortunately, ℓ1-norm MKL is hardly observed to outperform trivial baselines in practical applications. To allow for robust kernel mixtures, we generalize MKL to arbitrary ℓp-norms. We devise new insights on the connection between several existing MKL formulations and develop two efficient interleaved optimization strategies for arbitrary p > 1. Empirically, we demonstrate that the interleaved optimization strategies are much faster compared to the traditionally used wrapper approaches. Finally, we apply ℓp-norm MKL to real-world problems from computational biology, showing that non-sparse MKL achieves accuracies that go beyond the state-of-the-art.
AB - 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. Unfortunately, ℓ1-norm MKL is hardly observed to outperform trivial baselines in practical applications. To allow for robust kernel mixtures, we generalize MKL to arbitrary ℓp-norms. We devise new insights on the connection between several existing MKL formulations and develop two efficient interleaved optimization strategies for arbitrary p > 1. Empirically, we demonstrate that the interleaved optimization strategies are much faster compared to the traditionally used wrapper approaches. Finally, we apply ℓp-norm MKL to real-world problems from computational biology, showing that non-sparse MKL achieves accuracies that go beyond the state-of-the-art.
UR - http://www.scopus.com/inward/record.url?scp=84858738634&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84858738634
SN - 9781615679119
T3 - Advances in Neural Information Processing Systems 22 - Proceedings of the 2009 Conference
SP - 997
EP - 1005
BT - Advances in Neural Information Processing Systems 22 - Proceedings of the 2009 Conference
PB - Neural Information Processing Systems
T2 - 23rd Annual Conference on Neural Information Processing Systems, NIPS 2009
Y2 - 7 December 2009 through 10 December 2009
ER -