Abstract: Multiple Kernel Learning (MKL) has been a subject of intensive research over the past decade. Instead of searching for a good kernel function (implicitly, feature transformation of our data), the idea is to learn a combination of kernels that optimizes our objective. This formulation has found usage in feature selection and interpretability as well as (sometimes) leading to increased classification accuracy. In the talk, I will provide an introduction to MKL as well as present and compare a few MKL formulations for SVM classification. Given time, I will present our own non-linear (yet still convex) MKL formulation that linearly combines kernels that are first multiplied by low-rank matrices.
Home Page:http://www-scf.usc.edu/~levinboi/