jmlr jmlr2010 jmlr2010-65 knowledge-graph by maker-knowledge-mining
Source: pdf
Author: Kamaledin Ghiasi-Shirazi, Reza Safabakhsh, Mostafa Shamsi
Abstract: Appropriate selection of the kernel function, which implicitly defines the feature space of an algorithm, has a crucial role in the success of kernel methods. In this paper, we consider the problem of optimizing a kernel function over the class of translation invariant kernels for the task of binary classification. The learning capacity of this class is invariant with respect to rotation and scaling of the features and it encompasses the set of radial kernels. We show that how translation invariant kernel functions can be embedded in a nested set of sub-classes and consider the kernel learning problem over one of these sub-classes. This allows the choice of an appropriate sub-class based on the problem at hand. We use the criterion proposed by Lanckriet et al. (2004) to obtain a functional formulation for the problem. It will be proven that the optimal kernel is a finite mixture of cosine functions. The kernel learning problem is then formulated as a semi-infinite programming (SIP) problem which is solved by a sequence of quadratically constrained quadratic programming (QCQP) sub-problems. Using the fact that the cosine kernel is of rank two, we propose a formulation of a QCQP sub-problem which does not require the kernel matrices to be loaded into memory, making the method applicable to large-scale problems. We also address the issue of including other classes of kernels, such as individual kernels and isotropic Gaussian kernels, in the learning process. Another interesting feature of the proposed method is that the optimal classifier has an expansion in terms of the number of cosine kernels, instead of support vectors, leading to a remarkable speedup at run-time. As a by-product, we also generalize the kernel trick to complex-valued kernel functions. Our experiments on artificial and real-world benchmark data sets, including the USPS and the MNIST digit recognition data sets, show the usefulness of the proposed method. Keywords: kernel learning, translation invariant k
Reference: text
sentIndex sentText sentNum sentScore
1 IR Faculty of Mathematics and Computer Science Amirkabir University of Technology Tehran, 15914, Iran Editor: John Shawe-Taylor Abstract Appropriate selection of the kernel function, which implicitly defines the feature space of an algorithm, has a crucial role in the success of kernel methods. [sent-7, score-0.479]
2 In this paper, we consider the problem of optimizing a kernel function over the class of translation invariant kernels for the task of binary classification. [sent-8, score-0.905]
3 We show that how translation invariant kernel functions can be embedded in a nested set of sub-classes and consider the kernel learning problem over one of these sub-classes. [sent-10, score-0.779]
4 It will be proven that the optimal kernel is a finite mixture of cosine functions. [sent-14, score-0.409]
5 The kernel learning problem is then formulated as a semi-infinite programming (SIP) problem which is solved by a sequence of quadratically constrained quadratic programming (QCQP) sub-problems. [sent-15, score-0.315]
6 Using the fact that the cosine kernel is of rank two, we propose a formulation of a QCQP sub-problem which does not require the kernel matrices to be loaded into memory, making the method applicable to large-scale problems. [sent-16, score-0.59]
7 We also address the issue of including other classes of kernels, such as individual kernels and isotropic Gaussian kernels, in the learning process. [sent-17, score-0.407]
8 As a by-product, we also generalize the kernel trick to complex-valued kernel functions. [sent-19, score-0.49]
9 Keywords: kernel learning, translation invariant kernels, capacity control, support vector machines, classification, semi-infinite programming 1. [sent-21, score-0.628]
10 The earliest method for learning a kernel function is cross-validation which is very slow and is only applicable to kernels with a small number of parameters. [sent-29, score-0.576]
11 Glasmachers and Igel (2005) proposed a gradient-based method for learning the covariance matrix of Gaussian kernels (Note that since the covariance matrix of a Gaussian kernel is constrained to be positive semi-definite, the method of Chapelle et al. [sent-35, score-0.576]
12 A milestone in the kernel learning literature is the introduction of the multiple kernel learning (MKL) framework by Lanckriet et al. [sent-40, score-0.45]
13 They considered the problem of finding the optimal convex combination of multiple kernels and formulated it as a quadratically constrained quadratic programming (QCQP) problem. [sent-42, score-0.424]
14 In their seminal work, Micchelli and Pontil (2005) generalized the class of admissible kernels to convex combination of an infinite number of kernels indexed by a compact set and applied their method to the problem of learning radial kernels (Argyriou et al. [sent-59, score-1.223]
15 They used a classical 1354 L EARNING T RANSLATION I NVARIANT K ERNELS FOR C LASSIFICATION result proved by Schoenberg (1938) which states that every continuous radial kernel belongs to the convex hull of radial Gaussian kernels. [sent-61, score-0.369]
16 They also proposed an efficient DC programming algorithm for numerically learning radial kernels in Argyriou et al. [sent-62, score-0.454]
17 In this work, we consider the class of translation invariant kernel functions which encompasses the class of radial kernels as well as the class of anisotropic Gaussian kernel functions. [sent-66, score-1.218]
18 This class contains exactly those kernels which can be defined solely based on the difference of kernel arguments; that is, the kernel functions with the property: ˜ k(x, z) = k(x − z). [sent-67, score-0.801]
19 The general form of continuous translation invariant kernels on Rn was discovered by Bochner (1933). [sent-68, score-0.68]
20 He also proved that, conversely, every continuous translation invariant positive semi-definite kernel function can be represented in the above form. [sent-71, score-0.554]
21 In statistics, the translation invariance property is referred to as the stationarity of the kernel function. [sent-72, score-0.422]
22 Although the kernel learning formulation of Micchelli and Pontil (2005) contains a regularization term for controlling the complexity of the RKHS associated with the kernel function, there is no mechanism for controlling the capacity of the class of admissible kernels. [sent-76, score-0.647]
23 In our formulation, we have provisioned a mechanism for controlling the complexity of the class of admissible kernels which is described in Section 2. [sent-77, score-0.469]
24 The problem of finding an optimal kernel which minimizes this criterion over the class of translation invariant kernels leads to (4) which is our main variational problem. [sent-83, score-0.933]
25 In this paper we will represent translation invariant kernels both as k : Rd × Rd → C with two arguments and as ˜ k : Rd → C with only one argument. [sent-88, score-0.68]
26 In addition, it will be shown that the optimal kernel is a finite mixture of the basic kernels of the form kγ (x, z) = exp( jγT (x − z)). [sent-91, score-0.62]
27 5, using a topological argument, the issue of including other classes of kernels in the learning process will be addressed. [sent-97, score-0.351]
28 It is well known that the regularization parameter of the 2-norm SVM, usually denoted by τ, can be regarded as the weight of a Kronecker delta kernel function, which is incidently a translation invariant kernel, as well. [sent-98, score-0.554]
29 4 we introduce the semi-infinite programming problem (19) which is our main numerical optimization problem and corresponds to the simultaneous learning of the optimal translation invariant kernel as well as the parameter τ. [sent-100, score-0.599]
30 7 we will introduce a method for learning the best combination of stabilized translation invariant kernels and isotropic Gaussian kernels. [sent-103, score-0.794]
31 An important feature of the proposed optimization algorithm is that it does not require loading the kernel matrices into memory and so it is applicable to large-scale problems. [sent-106, score-0.288]
32 Since algorithms are usually designed for real Euclidean spaces, this complicates the application of the kernel trick to the optimal kernel (consider for example an algorithm that checks the sign of a dot product). [sent-109, score-0.49]
33 In Section 6, we show that the feature space induced by the real part of a complex-valued kernel is essentially equivalent to the original complex-valued kernel and deduce that the optimal real-valued kernel is a mixture of cosines. [sent-110, score-0.748]
34 Usually, multiple kernel learning methods yield a model whose evaluation time is in the order of the number of kernels times the number of support vectors. [sent-112, score-0.576]
35 In Section 7, we show that the evaluation time of the optimal translation invariant kernel is proportional to the number of cosine kernels, regardless of the number of support vectors. [sent-113, score-0.694]
36 In Section 8, using a learning theory discussion, we show the necessity of controlling the complexity of the class of translation invariant kernels. [sent-114, score-0.379]
37 To obtain the best tradeoff between approximation and estimation errors, we introduce a hierarchy of classes of translation invariant kernels. [sent-131, score-0.329]
38 It must be mentioned that the idea of controlling the complexity of the class of admissible kernels has been previously used by Ong et al. [sent-133, score-0.437]
39 To restrict the class of translation invariant kernels, we propose to limit the high frequency components of the kernel function. [sent-136, score-0.554]
40 In addition, to ensure that these classes of kernels are nested, we require that Gβ1 (r) ≥ Gβ2 (r) for every r > 0 and β1 ≤ β2 . [sent-140, score-0.351]
41 Kernel Selection Criterion In the process of learning the kernel function, one needs a criterion for choosing a kernel (or equivalently, feature space) from the class of admissible kernels. [sent-146, score-0.543]
42 For translation invariant kernels we have R2 = Φ(x) 2 = k(x, x) = k(0). [sent-168, score-0.68]
43 5 Proof For each α ∈ Rl we have max αT H(γ)α = (1 − τ) max n n γ∈R γ∈R 2 l ∑ αu yu exp( jγT xu ) u=1 2 Gβ ( γ ) + ταT α. [sent-262, score-0.303]
44 5 Including Other Kernels in the Learning Process Although the focus of this paper is on the task of learning translation invariant kernels, it is easy to furnish the set of admissible kernels with other kernel functions. [sent-306, score-0.941]
45 For example, one may want to find the best convex combination of stabilized translation invariant kernels along with isotropic/nonisotropic Gaussian kernels, and polynomial kernels with degrees one to five. [sent-307, score-1.117]
46 6 In general, assume that we have M classes of kernels Ki := kγ (x, z) : γ ∈ Γi i = 1, . [sent-308, score-0.351]
47 The problem of learning the best convex combination of kernels from these classes for classification with support vector machines can be stated as sup min Z p∈P (Γ0 ) α∈A Γ0 αT H0 (γ)α d p(γ) (16) where Γ0 := Γ1 ∪ . [sent-319, score-0.467]
48 HM (γ) i f γ ∈ ΓM The results of the previous sections will hold for this combined class of kernels if we prove that Γ0 is a compact Hausdoff space and that h0 (γ, α) := αT H0 (γ)α is continuous with respect to γ. [sent-326, score-0.399]
49 Although the class of translation invariant kernels includes the set of isotropic/non-isotropic Gaussian kernels, it is not the case for the stabilized class Kβ . [sent-346, score-0.738]
50 So, the problem of learning the parameter τ is equivalent to choosing the best convex combination of the set of translation invariant kernels augmented with the delta kernel δ(x, z). [sent-458, score-0.933]
51 7 Furnishing the Class of Admissible Kernels with Isotropic Gaussian Kernels Although the class of translation invariant kernels encompasses the class of Gaussian kernels with arbitrary covariance matrices, the stabilized class of translation invariant kernels Kβ does not. [sent-481, score-1.799]
52 In this section, we consider learning the best convex combination of kernels of the classes Kβ and the stabilized class of isotropic Gaussian kernels Kη := k(x, z) = Z R e−ω xu −xv 2 e−η ω 2 d p(ω) : p is a probablity measure on R where η > 0. [sent-483, score-0.998]
53 By using Theorem 12, it follows that the expansion of the optimal kernel along with the weight of each kernel can be obtained by solving the SIP problem Pτ (Γβ , Ωη ), where Pτ (Γ, Ω) is defined as: minα,t t s. [sent-487, score-0.45]
54 Let us first write the distance between means of two classes in the feature space of some kernel k′ m1 − m2 = 2 1 1 = ∑+ Φ(xu ) − l2 ∑− Φ(xv ) l1 u∈C v∈C 2 1 1 1 k′ (xu , xv ) + 2 ∑ ∑ k′ (xu , xv ) + l 2 ∑− ∑− k′ (xu , xv ). [sent-506, score-0.491]
55 terminate algorithm with the kernel k(x, z) := ∑m µ j cos (x − z)T γ j j=1 (i) (i) {we assume that Γ(i) = γ1 , . [sent-537, score-0.337]
56 , yl sin(γT xl ) 1372 L EARNING T RANSLATION I NVARIANT K ERNELS FOR C LASSIFICATION where ℜ{z} and ℑ{z} are the real and imaginary parts of z, respectively, show that the kernel matrices G(γ1 ), . [sent-583, score-0.289]
57 Now, there is no need to load the kernel matrices into memory and so general-purpose QCQP solvers such as Mosek (Andersen and Andersen, 2000) can be used to solve (21) even when the training set size is huge. [sent-599, score-0.303]
58 Although the traditional algorithms for solving quadratic programming problems, such as active set methods, are fast, they need to store the kernel matrix in memory which prevents their application in large-scale problems. [sent-672, score-0.304]
59 Again, since the effective rank of the kernels G(γ1 ), . [sent-674, score-0.351]
60 1375 G HIASI -S HIRAZI , S AFABAKHSH AND S HAMSI nsv ˜ ∑ αu yu cos(γT xu ) j j = 1, . [sent-709, score-0.515]
61 , m, ˜ c′j = − ∑ αu yu xu sin(γT xu ) j j = 1, . [sent-715, score-0.377]
62 cj = u=1 nsv sj = u=1 nsv s′j = u=1 nsv u=1 5. [sent-722, score-0.876]
63 For complex-valued kernels, the dot-product of any two vectors may be complex-valued which makes the application of these kernels to machine learning algorithms more tricky. [sent-805, score-0.351]
64 i∈I i∈I After fully developing the paper based on the complex-valued form of translation invariant kernels, one of the reviewers introduced us to the real-valued form of these kernels as was discovered by Bochner (1955). [sent-819, score-0.68]
65 He proved that every continuous real-valued translation invariant positive definite kernel in Rn has the general form 13. [sent-820, score-0.554]
66 The fact that real part of a complex kernel is a real kernel is not new (see Sch¨ lkopf and Smola, 2002 page 31). [sent-821, score-0.45]
67 It is interesting that after applying the appropriate kernel trick to both real-valued and complexvalued forms of translation invariant kernels, the optimal kernel is found to be a mixture of cosines. [sent-824, score-0.863]
68 i u=1 But ∑nsv αu yu cos(γT xu ) and ∑nsv αu yu sin(γT xu ) are constant values. [sent-834, score-0.446]
69 In addition, by Theorem 2, the number of kernels is limited to l + 1. [sent-837, score-0.351]
70 Furthermore, since the deletion of nonsupport vector samples from the training set has no effect on the optimal classifier, it follows that m ≤ nsv + 1. [sent-838, score-0.336]
71 Although, theoretically, the number of kernels can reach the number of support vectors, our experiments show that the number of kernels is usually a fraction of the number of support vectors. [sent-839, score-0.702]
72 (2005b) used this feature along with a result from Yiming and Zhou (2007) to obtain a probably approximately correct (PAC) upper bound on the generalization error of their kernel learning framework over the class of radial kernel functions. [sent-843, score-0.537]
73 But, the situation for translation invariant kernels is completely different. [sent-845, score-0.68]
74 So, controlling the complexity of the class of translation invariant kernels is a necessary ingredient of our framework. [sent-849, score-0.73]
75 The variance parameter σ of the isotropic Gaussian kernel and the parameter C of the 1-norm soft-margin SVM are optimized by performing 5-fold cross-validation on the first five instances of the training set. [sent-876, score-0.325]
76 In fact, the classes of radial/translation invariant kernel functions contain kernels with arbitrary positive values for k(x, x). [sent-878, score-0.708]
77 The number of Gaussian kernels m, their parameters, and the parameter τ are learnt automatically. [sent-881, score-0.379]
78 The number of cosine kernels m, their parameters, and the parameter τ are learnt automatically. [sent-886, score-0.519]
79 The number of cosine kernels m, the number of Gaussian kernels m, the parameters of cosine and Gaussian ¯ kernels, and the parameter τ are learnt automatically. [sent-890, score-1.01]
80 The only benefit of the GM over SG is that while the latter requires specifying the kernel function by hand, GM learns the kernel function automatically. [sent-901, score-0.45]
81 So, it seems that the Gaussian kernel is inherently much more suitable for solving the Ringnorm data set than the cosine kernel. [sent-912, score-0.365]
82 In fact, this is exactly why combining several kernels is important. [sent-913, score-0.351]
83 Solar German Heart Image Ringnorm Splice Thyroid Titanic Twonorm Waveform Single Gaussian testing nsv (ms) 144. [sent-1084, score-0.292]
84 3 Gaussian Mixture ¯ testing nsv m (ms) Gauss 153. [sent-1097, score-0.292]
85 0 Cosine & Gaussian Mixture ¯ testing nsv m m (ms) cos Gauss 13. [sent-1162, score-0.404]
86 After two hours of training, the algorithm produced a model with 244 cosine kernels and 790 support vectors. [sent-1241, score-0.491]
87 3 Experiments on the MNIST Data Set While many algorithms for kernel learning consider the combination of a finite number of kernels, learning translation invariant kernels corresponds to combining an infinite number of kernels. [sent-1249, score-0.905]
88 They considered the problem of finding an optimal kernel over the whole class of radial kernels which is equivalent to the problem of learning the best convex combination of Gaussian kernels with isotropic covariance matrices. [sent-1254, score-1.069]
89 4 Assessing the Effect of the Proposed Complexity Control Mechanism In Section 8 we provided theoretical support for the necessity of controlling the complexity of the class of translation invariant kernels. [sent-1291, score-0.379]
90 This experiment confirms the usefulness of controlling the complexity of the class of translation invariant kernels, as was claimed in Section 8. [sent-1328, score-0.379]
91 Conclusions In this paper we addressed the problem of learning a translation invariant kernel function for the task of binary classification with SVM. [sent-1330, score-0.554]
92 We proposed a mechanism for controlling the complexity of the class of translation invariant kernels which was found to be very useful in practice. [sent-1331, score-0.762]
93 We have also shown that how other classes of kernels can be included in the learning process. [sent-1336, score-0.351]
94 Since the optimal translation invariant kernel is complex-valued, we then introduced a method for applying the kernel trick to complex-valued kernels. [sent-1338, score-0.819]
95 It revealed that the optimal translation invariant kernel is a mixture of cosine kernels. [sent-1339, score-0.738]
96 While an ordinary MKL algorithm with m kernels requires O (m × nsv × n) steps for computing the classifier, the optimal classifier of the proposed method can be computed in O (m × n) steps. [sent-1341, score-0.643]
97 First, we intend to generalize the proposed kernel learning method from binary classification to other learning problems, including regression, multiclass classification, clustering, and kernel PCA. [sent-1343, score-0.45]
98 Figure 3: Comparison between the parameters β and C for controlling the capacity of the class of translation invariant kernels on the Heart data set. [sent-1348, score-0.759]
99 Our long time plan is to investigate the use of other low-rank kernels and make it a competing popular technology. [sent-1354, score-0.351]
100 Classes of kernels for machine learning: A statistics perspective. [sent-1458, score-0.351]
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