Citi, Luca (2015) Elastic-net constrained multiple kernel learning using a majorization-minimization approach. In: 2015 7th Computer Science and Electronic Engineering (CEEC), 2015-09-24 - 2015-09-25.
Citi, Luca (2015) Elastic-net constrained multiple kernel learning using a majorization-minimization approach. In: 2015 7th Computer Science and Electronic Engineering (CEEC), 2015-09-24 - 2015-09-25.
Citi, Luca (2015) Elastic-net constrained multiple kernel learning using a majorization-minimization approach. In: 2015 7th Computer Science and Electronic Engineering (CEEC), 2015-09-24 - 2015-09-25.
Abstract
This papers introduces an algorithm for the solution of multiple kernel learning (MKL) problems with elastic-net constraints on the kernel weights. While efficient algorithms exist for MKL problems with L1-and Lp-norm (p > 1) constraints, a similar algorithm was lacking in the case of MKL under elastic-net constraints. For example, algorithms based on the cutting plane method require large and/or commercial libraries. The algorithm presented here can solve elastic-net constrained MKL problems very efficiently with simple code that does not rely on external libraries (except a conventional SVM solver). Based on majorization-minimization (MM), at each step it optimizes the kernel weights by minimizing a carefully designed surrogate function, called a majorizer, which can be solved in closed form. This improved efficiency and applicability facilitates the inclusion of elastic-net constrained MKL in existing open-source machine learning libraries.
Item Type: | Conference or Workshop Item (Paper) |
---|---|
Additional Information: | Published proceedings: 2015 7th Computer Science and Electronic Engineering Conference, CEEC 2015 - Conference Proceedings |
Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
Divisions: | Faculty of Science and Health Faculty of Science and Health > Computer Science and Electronic Engineering, School of |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 24 Nov 2015 14:11 |
Last Modified: | 07 Nov 2024 19:00 |
URI: | http://repository.essex.ac.uk/id/eprint/15519 |