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Multiple Kernel Learning with Data Augmentation

2016

Abstract

© 2016 K. Nguyen, T. Le, V. Nguyen, T.D. Nguyen & D. Phung. The motivations of multiple kernel learning (MKL) approach are to increase kernel expressiveness capacity and to avoid the expensive grid search over a wide spectrum of kernels. A large amount of work has been proposed to improve the MKL in terms of the computational cost and the sparsity of the solution. However, these studies still either require an expensive grid search on the model parameters or scale unsatisfactorily with the numbers of kernels and training samples. In this paper, we address these issues by conjoining MKL, Stochastic Gradient Descent (SGD) framework, and data augmentation technique. The pathway of our proposed method is developed as follows. We first develop a maximum-aposteriori (MAP) view for MKL under a probabilistic setting and described in a graphical model. This view allows us to develop data augmentation technique to make the inference for finding the optimal parameters feasible, as opposed to t...