arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 0809.1493cs.LGstat.ML

Exploring Large Feature Spaces with Hierarchical Multiple Kernel Learning

INRIA(法国国家信息与自动化研究所);Laboratoire d’Informatique de l’Ecole Normale Supérieure(巴黎高等师范学院计算机实验室);CNRS(法国国家科学研究中心);ENS(巴黎高等师范学院)

Francis Bach

英文摘要:

For supervised and unsupervised learning, positive definite kernels allow to use large and potentially infinite dimensional feature spaces with a computational cost that only depends on the number of observations. This is usually done through the penalization of predictor functions by Euclidean or Hilbertian norms. In this paper, we explore penalizing by sparsity-inducing norms such as the l1-norm or the block l1-norm. We assume that the kernel decomposes into a large sum of individual basis kernels which can be embedded in a directed acyclic graph; we show that it is then possible to perform kernel selection through a hierarchical multiple kernel learning framework, in polynomial time in the number of selected kernels. This framework is naturally applied to non linear variable selection; our extensive simulations on synthetic datasets and datasets from the UCI repository show that efficiently exploring the large feature space through sparsity-inducing norms leads to state-of-the-art predictive performance.

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