Improved loss bounds for multiple kernel learning.
Journal of Machine Learning Research
We propose two new generalization error bounds for multiple kernel learning (MKL). First, using the bound of Srebro and Ben-David (2006) as a starting point, we derive a new version which uses a simple counting argument for the choice of kernels in order to generate a tighter bound when 1-norm regularization (sparsity) is imposed in the kernel learning problem. The second bound is a Rademacher complexity bound which is additive in the (logarithmic) kernel complexity and margin term. This dependence is superior to all previously published Rademacher bounds for learning a convex combination of kernels, including the recent bound of Cortes et al. (2010), which exhibits a multiplicative interaction. We illustrate the tightness of our bounds with simulations. Copyright 2011 by the authors.
|Title:||Improved loss bounds for multiple kernel learning|
|Open access status:||An open access publication|
|UCL classification:||UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Engineering Science
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