Ultra-Fast Optimization Algorithm for Sparse Multi Kernel Learning

@inproceedings{Orabona2011UltraFastOA,
  title={Ultra-Fast Optimization Algorithm for Sparse Multi Kernel Learning},
  author={Francesco Orabona and Jie Luo},
  booktitle={ICML},
  year={2011}
}
Many state-of-the-art approaches for Multi Kernel Learning (MKL) struggle at finding a compromise between performance, sparsity of the solution and speed of the optimization process. In this paper we look at the MKL problem at the same time from a learning and optimization point of view. So, instead of designing a regularizer and then struggling to find an efficient method to minimize it, we design the regularizer while keeping the optimization algorithm in mind. Hence, we introduce a novel MKL… CONTINUE READING
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