Multiple Kernel Learning: A Unifying Probabilistic Viewpoint

2011

Technical Report

ei

We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable for regression, robust regression and classification that is lower bound of the marginal likelihood and contains many regularised risk approaches as special cases. Furthermore, we derive an efficient and provably convergent optimisation algorithm.

@techreport{NickischS2011,
  title = {Multiple Kernel Learning: A Unifying Probabilistic Viewpoint},
  author = {Nickisch, H. and Seeger, M.},
  institution = {Max Planck Institute for Biological Cybernetics},
  month = mar,
  year = {2011},
  doi = {},
  month_numeric = {3}
}