Online kernel selection: Algorithms and evaluations

Tianbao Yang, Mehrdad Mahdavi, Rong Jin, Jinfeng Yi, Steven C.H. Hoi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

6 Scopus citations

Abstract

Kernel methods have been successfully applied to many machine learning problems. Nevertheless, since the performance of kernel methods depends heavily on the type of kernels being used, identifying good kernels among a set of given kernels is important to the success of kernel methods. A straightforward approach to address this problem is cross-validation by training a separate classifier for each kernel and choosing the best kernel classifier out of them. Another approach is Multiple Kernel Learning (MKL), which aims to learn a single kernel classifier from an optimal combination of multiple kernels. However, both approaches suffer from a high computational cost in computing the full kernel matrices and in training, especially when the number of kernels or the number of training examples is very large. In this paper, we tackle this problem by proposing an efficient online kernel selection algorithm. It incrementally learns a weight for each kernel classifier. The weight for each kernel classifier can help us to select a good kernel among a set of given kernels. The proposed approach is efficient in that (i) it is an online approach and therefore avoids computing all the full kernel matrices before training; (ii) it only updates a single kernel classifier each time by a sampling technique and therefore saves time on updating kernel classifiers with poor performance; (iii) it has a theoretically guaranteed performance compared to the best kernel predictor. Empirical studies on image classification tasks demonstrate the effectiveness of the proposed approach for selecting a good kernel among a set of kernels.

Original languageEnglish (US)
Title of host publicationAAAI-12 / IAAI-12 - Proceedings of the 26th AAAI Conference on Artificial Intelligence and the 24th Innovative Applications of Artificial Intelligence Conference
Pages1197-1203
Number of pages7
StatePublished - Nov 7 2012
Event26th AAAI Conference on Artificial Intelligence and the 24th Innovative Applications of Artificial Intelligence Conference, AAAI-12 / IAAI-12 - Toronto, ON, Canada
Duration: Jul 22 2012Jul 26 2012

Publication series

NameProceedings of the National Conference on Artificial Intelligence
Volume2

Other

Other26th AAAI Conference on Artificial Intelligence and the 24th Innovative Applications of Artificial Intelligence Conference, AAAI-12 / IAAI-12
CountryCanada
CityToronto, ON
Period7/22/127/26/12

All Science Journal Classification (ASJC) codes

  • Software
  • Artificial Intelligence

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