Multiple Kernel Learning and the SMO Algorithm

author: Manik Varma, Microsoft Research India
published: March 25, 2011,   recorded: December 2010,   views: 7787
Categories

Slides

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography

Description

Our objective is to train p-norm Multiple Kernel Learning (MKL) and, more generally, linear MKL regularised by the Bregman divergence, using the Sequential Minimal Optimization (SMO) algorithm. The SMO algorithm is simple, easy to implement and adapt, and efficiently scales to large problems. As a result, it has gained widespread acceptance and SVMs are routinely trained using SMO in diverse real world applications. Training using SMO has been a long standing goa in MKL for the very same reasons. Unfortunately, the standard MKL dual is not differentiable, and therefore can not be optimised using SMO style co-ordinate ascent. In this paper, we demonstrate that linear MKL regularised with the p-norm squared, or with certain Bregma divergences, can indeed be trained using SMO. The resulting algorithm retains both simplicity and efficiency and is significantly faster than the state-of-the-art specialised p-norm MKL solvers. We show that we can train on a hundred thousand kernels in approximately seven minutes and on fifty thousand points in less than half an hour on a single core.

See Also:

Download slides icon Download slides: nips2010_varma_mkl_01.pdf (556.7 KB)

Download article icon Download article: nips2010_0390.pdf (148.1 KB)


Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Reviews and comments:

Comment1 dr, May 26, 2011 at 9:23 p.m.:

Is it allowed to use an apple notebook at Microsoft Research ;-)

Write your own review or comment:

make sure you have javascript enabled or clear this field: