《Margin and Radius Based Multiple Kernel Learning》.pdfVIP

Margin and Radius Based Multiple Kernel Learning Huyen Do, Alexandros Kalousis, Adam Woznica, and Melanie Hilario University of Geneva, Computer Science Department 7, route de Drize, Battelle batiment A, 1227 Carouge, Switzerland {Huyen.Do,Alexandros.Kalousis,Adam.Woznica,Melanie.Hilario}@unige.ch Abstract. A serious drawback of kernel methods, and Support Vector Machines (SVM) in particular, is the difficulty in choosing a suitable kernel function for a given dataset. One of the approaches proposed to address this problem is Multiple Kernel Learning (MKL) in which sev- eral kernels are combined adaptively for a given dataset. Many of the existing MKL methods use the SVM objective function and try to find a linear combination of basic kernels such that the separating margin be- tween the classes is maximized. However, these methods ignore the fact that the theoretical error bound depends not only on the margin, but also on the radius of the smallest sphere that contains all the training instances. We present a novel MKL algorithm that optimizes the error bound taking account of both the margin and the radius. The empirical results show that the proposed method compares favorably with other state-of-the-art MKL methods. Keywords: Learning Kernel Combination, Support Vector Machines, convex optimization. 1 Introduction Over the last few years kernel methods [1,2], such as Support Vector Machines (SVM), have proved to be efficient machine learning tools. They work in a feature space implicitly defined by a positive semi-definite kernel function, which allows the computation of inner products in feature spaces using only