Infinite Kernel Learning

In this paper we build upon the Multiple Kernel Learning (MKL) framework and in particular on [2] which generalized it to infinitely many kernels . We rewrite the problem in the standard MKL formulation which leads to a Semi-Infinite Program. We devise a new algorithm to solve it (Infinite Kernel Learning, IKL). The IKL algorithm is applicable to both the… CONTINUE READING

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