Multiple kernel learning

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Multiple kernel learning refers to a set of machine learning methods that use a predefined set of kernels and learn an optimal linear or non-linear combination of kernels as part of the algorithm. Reasons to use multiple kernel learning include a) the ability to select for an optimal kernel and parameters from a larger set of kernels, reducing bias due to kernel selection while allowing for more automated machine learning methods, and b) combining data from different sources (e.g. sound and images from a video) that have different notions of similarity and thus require different kernels. Instead of creating a new kernel, multiple kernel algorithms can be used to combine kernels already established for each individual data source.

Kernel method class of algorithms for pattern analysis

In machine learning, kernel methods are a class of algorithms for pattern analysis, whose best known member is the support vector machine (SVM). The general task of pattern analysis is to find and study general types of relations in datasets. For many algorithms that solve these tasks, the data in raw representation have to be explicitly transformed into feature vector representations via a user-specified feature map: in contrast, kernel methods require only a user-specified kernel, i.e., a similarity function over pairs of data points in raw representation.

Contents

Multiple kernel learning approaches have been used in many applications, such as event recognition in video, [1] object recognition in images, [2] and biomedical data fusion. [3]

Algorithms

Multiple kernel learning algorithms have been developed for supervised, semi-supervised, as well as unsupervised learning. Most work has been done on the supervised learning case with linear combinations of kernels, however, many algorithms have been developed. The basic idea behind multiple kernel learning algorithms is to add an extra parameter to the minimization problem of the learning algorithm. As an example, consider the case of supervised learning of a linear combination of a set of kernels . We introduce a new kernel , where is a vector of coefficients for each kernel. Because the kernels are additive (due to properties of reproducing kernel Hilbert spaces), this new function is still a kernel. For a set of data with labels , the minimization problem can then be written as

where is an error function and is a regularization term. is typically the square loss function (Tikhonov regularization) or the hinge loss function (for SVM algorithms), and is usually an norm or some combination of the norms (i.e. elastic net regularization). This optimization problem can then be solved by standard optimization methods. Adaptations of existing techniques such as the Sequential Minimal Optimization have also been developed for multiple kernel SVM-based methods. [4]

Tikhonov regularization Regularization technique for ill-posed problems

Tikhonov regularization, named for Andrey Tikhonov, is a method of regularization of ill-posed problems. Also known as ridge regression, it is particularly useful to mitigate the problem of multicollinearity in linear regression, which commonly occurs in models with large numbers of parameters. In general, the method provides improved efficiency in parameter estimation problems in exchange for a tolerable amount of bias.

In statistics and, in particular, in the fitting of linear or logistic regression models, the elastic net is a regularized regression method that linearly combines the L1 and L2 penalties of the lasso and ridge methods.

Supervised learning

For supervised learning, there are many other algorithms that use different methods to learn the form of the kernel. The following categorization has been proposed by Gonen and Alpaydın (2011) [5]

Fixed rules approaches

Fixed rules approaches such as the linear combination algorithm described above use rules to set the combination of the kernels. These do not require parameterization and use rules like summation and multiplication to combine the kernels. The weighting is learned in the algorithm. Other examples of fixed rules include pairwise kernels, which are of the form

.

These pairwise approaches have been used in predicting protein-protein interactions. [6]

Heuristic approaches

These algorithms use a combination function that is parameterized. The parameters are generally defined for each individual kernel based on single-kernel performance or some computation from the kernel matrix. Examples of these include the kernel from Tenabe et al. (2008). [7] Letting be the accuracy obtained using only , and letting be a threshold less than the minimum of the single-kernel accuracies, we can define

Other approaches use a definition of kernel similarity, such as

Using this measure, Qui and Lane (2009) [8] used the following heuristic to define

Optimization approaches

These approaches solve an optimization problem to determine parameters for the kernel combination function. This has been done with similarity measures and structural risk minimization approaches. For similarity measures such as the one defined above, the problem can be formulated as follows: [9]

where is the kernel of the training set.

Structural risk minimization approaches that have been used include linear approaches, such as that used by Lanckriet et al. (2002). [10] We can define the implausibility of a kernel to be the value of the objective function after solving a canonical SVM problem. We can then solve the following minimization problem:

where is a positive constant. Many other variations exist on the same idea, with different methods of refining and solving the problem, e.g. with nonnegative weights for individual kernels and using non-linear combinations of kernels.

Bayesian approaches

Bayesian approaches put priors on the kernel parameters and learn the parameter values from the priors and the base algorithm. For example, the decision function can be written as

can be modeled with a Dirichlet prior and can be modeled with a zero-mean Gaussian and an inverse gamma variance prior. This model is then optimized using a customized multinomial probit approach with a Gibbs sampler.

[11] These methods have been used successfully in applications such as protein fold recognition and protein homology problems [12] [13]

Boosting approaches

Boosting approaches add new kernels iteratively until some stopping criteria that is a function of performance is reached. An example of this is the MARK model developed by Bennett et al. (2002) [14]

The parameters and are learned by gradient descent on a coordinate basis. In this way, each iteration of the descent algorithm identifies the best kernel column to choose at each particular iteration and adds that to the combined kernel. The model is then rerun to generate the optimal weights and .

Semisupervised learning

Semisupervised learning approaches to multiple kernel learning are similar to other extensions of supervised learning approaches. An inductive procedure has been developed that uses a log-likelihood empirical loss and group LASSO regularization with conditional expectation consensus on unlabeled data for image categorization. We can define the problem as follows. Let be the labeled data, and let be the set of unlabeled data. Then, we can write the decision function as follows.

The problem can be written as

where is the loss function (weighted negative log-likelihood in this case), is the regularization parameter (Group LASSO in this case), and is the conditional expectation consensus (CEC) penalty on unlabeled data. The CEC penalty is defined as follows. Let the marginal kernel density for all the data be

where (the kernel distance between the labeled data and all of the labeled and unlabeled data) and is a non-negative random vector with a 2-norm of 1. The value of is the number of times each kernel is projected. Expectation regularization is then performed on the MKD, resulting in a reference expectation and model expectation . Then, we define

where is the Kullback-Leibler divergence. The combined minimization problem is optimized using a modified block gradient descent algorithm. For more information, see Wang et al. [15]

Unsupervised learning

Unsupervised multiple kernel learning algorithms have also been proposed by Zhuang et al. The problem is defined as follows. Let be a set of unlabeled data. The kernel definition is the linear combined kernel . In this problem, the data needs to be "clustered" into groups based on the kernel distances. Let be a group or cluster of which is a member. We define the loss function as . Furthermore, we minimize the distortion by minimizing . Finally, we add a regularization term to avoid overfitting. Combining these terms, we can write the minimization problem as follows.

where . One formulation of this is defined as follows. Let be a matrix such that means that and are neighbors. Then, . Note that these groups must be learned as well. Zhuang et al. solve this problem by an alternating minimization method for and the groups . For more information, see Zhuang et al. [16]

MKL Libraries

Available MKL libraries include

Related Research Articles

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Manifold regularization

In machine learning, Manifold regularization is a technique for using the shape of a dataset to constrain the functions that should be learned on that dataset. In many machine learning problems, the data to be learned do not cover the entire input space. For example, a facial recognition system may not need to classify any possible image, but only the subset of images that contain faces. The technique of manifold learning assumes that the relevant subset of data comes from a manifold, a mathematical structure with useful properties. The technique also assumes that the function to be learned is smooth: data with different labels are not likely to be close together, and so the labeling function should not change quickly in areas where there are likely to be many data points. Because of this assumption, a manifold regularization algorithm can use unlabeled data to inform where the learned function is allowed to change quickly and where it is not, using an extension of the technique of Tikhonov regularization. Manifold regularization algorithms can extend supervised learning algorithms in semi-supervised learning and transductive learning settings, where unlabeled data are available. The technique has been used for applications including medical imaging, geographical imaging, and object recognition.

Regularized least squares

Regularized least squares (RLS) is a family of methods for solving the least-squares problem while using regularization to further constrain the resulting solution.

Structured sparsity regularization is a class of methods, and an area of research in statistical learning theory, that extend and generalize sparsity regularization learning methods. Both sparsity and structured sparsity regularization methods seek to exploit the assumption that the output variable to be learned can be described by a reduced number of variables in the input space . Sparsity regularization methods focus on selecting the input variables that best describe the output. Structured sparsity regularization methods generalize and extend sparsity regularization methods, by allowing for optimal selection over structures like groups or networks of input variables in .

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