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ICML
2004
IEEE

Multiple kernel learning, conic duality, and the SMO algorithm

11 years 19 days ago
Multiple kernel learning, conic duality, and the SMO algorithm
While classical kernel-based classifiers are based on a single kernel, in practice it is often desirable to base classifiers on combinations of multiple kernels. Lanckriet et al. (2004) considered conic combinations of kernel matrices for the support vector machine (SVM), and showed that the optimization of the coefficients of such a combination reduces to a convex optimization problem known as a quadratically-constrained quadratic program (QCQP). Unfortunately, current convex optimization toolboxes can solve this problem only for a small number of kernels and a small number of data points; moreover, the sequential minimal optimization (SMO) techniques that are essential in large-scale implementations of the SVM cannot be applied because the cost function is non-differentiable. We propose a novel dual formulation of the QCQP as a second-order cone programming problem, and show how to exploit the technique of Moreau-Yosida regularization to yield a formulation to which SMO techniques c...
Francis R. Bach, Gert R. G. Lanckriet, Michael I.
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2004
Where ICML
Authors Francis R. Bach, Gert R. G. Lanckriet, Michael I. Jordan
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