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- W2229414382 abstract "In this paper, we study the problem of sparse multiple kernel learning (MKL), where the goal is to efficiently learn a combination of a fixed small number of kernels from a large pool that could lead to a kernel classifier with a small prediction error. We develop an efficient algorithm based on the greedy coordinate descent algorithm, that is able to achieve a geometric convergence rate under appropriate conditions. The convergence rate is achieved by measuring the size of functional gradients by an empirical $ell_2$ norm that depends on the empirical data distribution. This is in contrast to previous algorithms that use a functional norm to measure the size of gradients, which is independent from the data samples. We also establish a generalization error bound of the learned sparse kernel classifier using the technique of local Rademacher complexity." @default.
- W2229414382 created "2016-06-24" @default.
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- W2229414382 date "2013-02-01" @default.
- W2229414382 modified "2023-09-27" @default.
- W2229414382 title "Sparse Multiple Kernel Learning with Geometric Convergence Rate" @default.
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