Column-generation boosting methods for mixture of kernels

  title={Column-generation boosting methods for mixture of kernels},
  author={Jinbo Bi and Tong Zhang and Kristin P. Bennett},
We devise a boosting approach to classification and regression based on column generation using a mixture of kernels. Traditional kernel methods construct models based on a single positive semi-definite kernel with the type of kernel predefined and kernel parameters chosen according to cross-validation performance. Our approach creates models that are mixtures of a library of kernel models, and our algorithm automatically determines kernels to be used in the final model. The 1-norm and 2-norm… CONTINUE READING
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