We present a framework for efficient extrapolation of reduced rank approximations, graph kernels, and locally linear embeddings (LLE) to unseen data. We also present a principled method to combine many of these kernels and then extrapolate them. Central to our method is a theorem for matrix approximation, and an extension of the representer theorem to handle multiple joint regularization constraints. Experiments in protein classification demonstrate the feasibility of our approach. Key words: kernel methods, regularization, graph kernels, protein classification.
S. V. N. Vishwanathan, Karsten M. Borgwardt, Omri