SimpleMKL - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Journal of Machine Learning Research Année : 2008

SimpleMKL

Résumé

Multiple kernel learning aims at simultaneously learning a kernel and the associated predictor in supervised learning settings. For the support vector machine, an efficient and general multiple kernel learning (MKL) algorithm, based on semi-infinite linear progamming, has been recently proposed. This approach has opened new perspectives since itmakes the MKL approach tractable for large-scale problems, by iteratively using existing support vector machine code. However, it turns out that this iterative algorithm needs numerous iterations for converging towards a reasonable solution. In this paper, we address the MKL problem through an adaptive 2-norm regularization formulation that encourages sparse kernel combinations. Apart from learning the combination, we solve a standard SVM optimization problem, where the kernel is defined as a linear combination of multiple kernels. We propose an algorithm, named SimpleMKL, for solving this MKL problem and provide a new insight on MKL algorithms based on mixed-norm regularization by showing that the two approaches are equivalent. Furthermore, we show how SimpleMKL can be applied beyond binary classification, for problems like regression, clustering (one-class classification) or multiclass classification. Ex- perimental results show that the proposed algorithm converges rapidly and that its efficiency compares favorably to other MKL algorithms. Finally, we illustrate the usefulness of MKL for some regressors based on wavelet kernels and on some model selection problems related to multiclass classification problems. A SimpleMKL Toolbox is available at http://asi.insa-rouen.fr/enseignants/~arakotom/code/mklindex.html

Domaines

Informatique
Fichier principal
Vignette du fichier
mkljmlr.pdf (404.91 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00218338 , version 1 (26-01-2008)
hal-00218338 , version 2 (08-09-2008)

Identifiants

  • HAL Id : hal-00218338 , version 2

Citer

Alain Rakotomamonjy, Francis Bach, Stephane Canu, Yves Grandvalet. SimpleMKL. Journal of Machine Learning Research, 2008, 9, pp.2491-2521. ⟨hal-00218338v2⟩
5329 Consultations
2048 Téléchargements

Partager

Gmail Facebook X LinkedIn More