A DC-programming algorithm for kernel selection

We address the problem of learning a kernel for a given supervised learning task. Our approach consists in searching within the convex hull of a prescribed set of basic kernels for one which minimizes a convex regularization functional. A unique feature of this approach compared to others in the literature is that the number of basic kernels can be infinite. We only require that they are continuously parameterized. For example, the basic kernels could be isotropic Gaussians with variance in a prescribed interval or even Gaussians parameterized by multiple continuous parameters. Our work builds upon a formulation involving a minimax optimization problem and a recently proposed greedy algorithm for learning the kernel. Although this optimization problem is not convex, it belongs to the larger class of DC (difference of convex functions) programs. Therefore, we apply recent results from DC optimization theory to create a new algorithm for learning the kernel. Our experimental results on ...

• Type: Conference
• Year: 2006
• Where: ICML
• Authors: Andreas Argyriou, Raphael Hauser, Charles A. Micchelli, Massimiliano Pontil
• Keywords: Basic Kernels, Convex Regularization, ICML 2006, Machine Learning, Minimax Optimization Problem