Kernel Matrix-Based Heuristic Multiple Kernel Learning

Abstract

Kernel theory is a demonstrated tool that has made its way into nearly all areas of machine learning. However, a serious limitation of kernel methods is knowing which kernel is needed in practice. Multiple kernel learning (MKL) is an attempt to learn a new tailored kernel through the aggregation of a set of valid known kernels. There are generally three approaches to MKL: fixed rules, heuristics, and optimization. Optimization is the most popular; however, a shortcoming of most optimization approaches is that they are tightly coupled with the underlying objective function and overfitting occurs. Herein, we take a different approach to MKL. Specifically, we explore different divergence measures on the values in the kernel matrices and in the reproducing kernel Hilbert space (RKHS). Experiments on benchmark datasets and a computer vision feature learning task in explosive hazard detection demonstrate the effectiveness and generalizability of our proposed methods.

Keywords

• <i>multiple kernel learning</i>
• divergence measures
• heuristics
• SVM