jmlr jmlr2012 jmlr2012-77 knowledge-graph by maker-knowledge-mining
Source: pdf
Author: Fei Yan, Josef Kittler, Krystian Mikolajczyk, Atif Tahir
Abstract: Sparsity-inducing multiple kernel Fisher discriminant analysis (MK-FDA) has been studied in the literature. Building on recent advances in non-sparse multiple kernel learning (MKL), we propose a non-sparse version of MK-FDA, which imposes a general ℓ p norm regularisation on the kernel weights. We formulate the associated optimisation problem as a semi-infinite program (SIP), and adapt an iterative wrapper algorithm to solve it. We then discuss, in light of latest advances in MKL optimisation techniques, several reformulations and optimisation strategies that can potentially lead to significant improvements in the efficiency and scalability of MK-FDA. We carry out extensive experiments on six datasets from various application areas, and compare closely the performance of ℓ p MK-FDA, fixed norm MK-FDA, and several variants of SVM-based MKL (MK-SVM). Our results demonstrate that ℓ p MK-FDA improves upon sparse MK-FDA in many practical situations. The results also show that on image categorisation problems, ℓ p MK-FDA tends to outperform its SVM counterpart. Finally, we also discuss the connection between (MK-)FDA and (MK-)SVM, under the unified framework of regularised kernel machines. Keywords: multiple kernel learning, kernel fisher discriminant analysis, regularised least squares, support vector machines
Reference: text
sentIndex sentText sentNum sentScore
1 Building on recent advances in non-sparse multiple kernel learning (MKL), we propose a non-sparse version of MK-FDA, which imposes a general ℓ p norm regularisation on the kernel weights. [sent-14, score-0.664]
2 Finally, we also discuss the connection between (MK-)FDA and (MK-)SVM, under the unified framework of regularised kernel machines. [sent-20, score-0.325]
3 Keywords: multiple kernel learning, kernel fisher discriminant analysis, regularised least squares, support vector machines 1. [sent-21, score-0.559]
4 It is well recognised that in kernel methods, the choice of kernel function is critically important, since it completely determines the embedding of the data in the feature space. [sent-29, score-0.35]
5 (2002, 2004) study a binary classification problem, and their key idea is to learn a linear combination of a given set of base kernels by maximising the margin between the two classes or by maximising kernel alignment. [sent-39, score-0.422]
6 Moreover, with the interleaved algorithm, only columns of the kernel matrices that correspond to the “active” dual variables need to be loaded into memory, extending MKL’s applicability to large scale problems. [sent-72, score-0.34]
7 The learning problem in Equation (1) imposes an ℓ1 regularisation on the kernel weights. [sent-73, score-0.427]
8 It has been known that ℓ1 norm regularisation tends to produce sparse solutions (R¨ tsch, 2001), which a means during the learning most kernels are assigned zero weights. [sent-74, score-0.496]
9 (2009), non-sparse versions of MKL are proposed, where an ℓ2 norm regularisation is imposed instead of ℓ1 norm. [sent-79, score-0.314]
10 (2008, 2009, 2011) show that the regularisation norm contributes significantly to the performance of MKL, and confirm that in general a smaller regularisation norm produces more sparse kernel weights. [sent-86, score-0.803]
11 (2008), a multiple kernel FDA (MK-FDA) is introduced, where an ℓ1 norm is used to regularise the kernel weights. [sent-102, score-0.412]
12 (2008) to a general ℓ p norm regularisation by bringing latest advances in non-sparse MKL to MK-FDA. [sent-106, score-0.314]
13 Our contribution can be summarised as follows: • We provide a SIP formulation of ℓ p MK-FDA for both binary and multiclass problems, and adapt the wrapper algorithm in Sonnenburg et al. [sent-107, score-0.317]
14 We confirm that as in the case of ℓ p MK-SVM, in ℓ p MK-FDA, a smaller regularisation norm in general leads to more sparse kernel weights. [sent-111, score-0.489]
15 We also show that by selecting the regularisation norm p on an independent validation set, the “intrinsic sparsity” of the given set of base kernels can be learnt. [sent-112, score-0.575]
16 As a result, using the learnt optimal norm p in ℓ p MK-FDA offers better performance than fixed norm MK-FDAs. [sent-113, score-0.279]
17 In terms of efficiency, our wrapper-based ℓ p MK-FDA is comparable to the interleaved ℓ p MK-SVM on small/medium sized binary problems, but can be significantly faster on multiclass problems. [sent-115, score-0.321]
18 (Section 3) • Finally, we discuss the connection between (MK-)FDA and (MK-)SVM, from the perspectives of both loss function and version space, under the unified framework of regularised kernel machines. [sent-119, score-0.325]
19 ℓ p Norm Multiple Kernel FDA In this section we first present our ℓ p regularised MK-FDA for binary problems and then for multiclass problems. [sent-129, score-0.347]
20 We define optimality in terms of the class separation criterion of FDA, that is, the learnt kernel 610 N ON -S PARSE M ULTIPLE K ERNEL F ISHER D ISCRIMINANT A NALYSIS weights β are optimal, if the ratio of the projected between and within class scatters is maximised. [sent-134, score-0.393]
21 SB = (2) The objective of single kernel FDA is to find the projection direction w in the feature space that wT T m SB w w SB m m− maximises wT SW w , or equivalently, w+ST w T w practice a regularised objective function , where ST = SB + SW is the total scatter matrix. [sent-144, score-0.356]
22 The kernel weights must be regularised somehow to make sure Equation (8) remains meaningful and does not become arbitrarily large. [sent-156, score-0.388]
23 In this paper, we propose to impose an ℓ p regularisation on the kernel weights for any p ≥ 1, following Kloft et al. [sent-157, score-0.49]
24 Theorem 1 Given a set of n kernel matrices K1 , · · · , Kn , the kernel weights β that optimise Equation (12) are given by solving the following SIP problem: max θ (13) θ,β 1 1 s. [sent-181, score-0.413]
25 (14) j=1 Note that the program in Equation (14) is nothing but the single kernel FDA/RLS dual problem using the current estimate β (t) as kernel weights. [sent-194, score-0.391]
26 When choosing from linear combinations of a set of base kernels with kernel weights regularised with an ℓ p norm, the optimal kernel weights are given by: c 1 1 max min ∑ −hT αk + αT αk + k k β αk k=1 4 4λ s. [sent-227, score-0.84]
27 We use again second order Taylor expansion to approximate the norm constraint and arrive at the multiclass ℓ p MK-FDA saddle point problem: c 1 1 max min ∑ −hT αk + αT αk + k 4 k 4λ β αk k=1 n ∑ αT β j K j αk k j=1 s. [sent-230, score-0.311]
28 β ≥ 0, ν(β) ≤ 1, 615 YAN , K ITTLER , M IKOLAJCZYK AND TAHIR Algorithm 2 A wrapper algorithm for solving the multiclass ℓ p MK-FDA SIP in Equation (20) (1) Input: K1 , · · · , Kn , a, θ(1) = −∞, β j = n−1/p ∀ j, ε. [sent-232, score-0.253]
29 The iterative wrapper algorithm for solving the multiclass ℓ p MK-FDA SIP is summarised in Algorithm 2. [sent-245, score-0.253]
30 We show that by exploiting 616 N ON -S PARSE M ULTIPLE K ERNEL F ISHER D ISCRIMINANT A NALYSIS the equivalence between kernel FDA and least squares SVM (LSSVM) (Suykens and Vandewalle, 1999), the interleaved method in Sonnenburg et al. [sent-249, score-0.299]
31 Both new formulations discussed in this section are equivalent to previous ones in terms of learnt kernel weights, but can potentially lead to significant efficiency improvement. [sent-254, score-0.367]
32 1 I NTERLEAVED O PTIMISATION OF THE S ADDLE P OINT P ROBLEM We consider the multiclass MKL problem for a general convex loss function V (ξik , hik ): c min ∑ w jk ,ξik ,β k=1 1 2 n m ||w jk ||2 +C ∑ V (ξik , hik ) ∑ βj j=1 i=1 n s. [sent-259, score-0.628]
33 When V (ξik , hik ) is the square loss V (ξik , hik ) = 2 (ξik − hik )2 , Equation (23) p is essentially multiclass multiple kernel regularised least squares (MK-RLS). [sent-262, score-0.987]
34 (2011), such an algorithm has two disadvantages: solving the whole single kernel problem in the α step is unnecessary therefore wasteful, and all kernels need to be loaded into memory. [sent-270, score-0.357]
35 2 W ORKING D IRECTLY WITH THE D UAL The MK-FDA algorithms considered so far, including the wrapper method and the interleaved method, are all based on the intermediate saddle point formulation Equation (24), or equivalently, Equation(19). [sent-282, score-0.329]
36 (2010) this time we impose the norm constraint in the form of Tikhonov regularisation instead of Ivanov regularisation: c ∑ ,β min w jk ,ξik k=1 1 2 n w jk βj ∑ j=1 2 m +C ∑ V (ξik , hik ) + i=1 µ β 2 2 p (25) n s. [sent-286, score-0.612]
37 This is a direct result of the fact that the two formulations use Tikhonov regularisation and Ivanov regularisation over β, respectively. [sent-303, score-0.541]
38 We show that by selecting the regularisation norm p on an independent validation set, the intrinsic sparsity of the given set of base kernels can be learnt. [sent-317, score-0.646]
39 Among the six datasets used in the experiments, three of them (synthetic, VOC08, VOC07) are binary problems and the rest (Caltech101, Flower17, Protein) are multiclass ones. [sent-325, score-0.269]
40 2 Once the kernel weights have been learnt, we use a spectral regression based efficient kernel FDA implementation (Cai et al. [sent-328, score-0.413]
41 , 2010);5 while on multiclass problems, we compare ℓ p MK-FDA with two variants of multiclass ℓ p MK-SVM: MK-SVM Shogun and MK-SVM OBSCURE (Orabona et al. [sent-333, score-0.328]
42 For the first five datasets, due to the kernel functions used, the kernel matrices are by definition spherically normalised: all data points lie on the unit hypersphere in the feature space. [sent-361, score-0.35]
43 For the protein localisation dataset, the kernels are multiplicatively normalised following Ong and Zien (2008) and Kloft et al. [sent-362, score-0.27]
44 The above process of mean/covariance generation, sampling, and kernel building is repeated n times, resulting in n training kernels (and n corresponding test kernels). [sent-379, score-0.389]
45 Another observation is that ℓ1 MK-FDA slightly outperforms ℓ2 MK-FDA when the number of kernels is 5, and vice versa when the number of kernels is 10 or 15. [sent-388, score-0.364]
46 Two typical examples of such weights, learnt using n = 5 kernels and n = 30 kernels respectively, are plotted in Figure 1 (b). [sent-392, score-0.519]
47 It has been known that ℓ1 norm regularisation tends to produce sparse solutions (R¨ tsch, 2001; Kloft et al. [sent-393, score-0.314]
48 (b) Comparing the kernel weights learnt from ℓ1 MK-FDA and ℓ2 MK-FDA. [sent-401, score-0.393]
49 As the number of kernels increases, eventually there are enough of them for the over-selectiveness of ℓ1 regularisation to exhibit itself. [sent-406, score-0.434]
50 Finally, it is worth noting that the sparsity of learnt kernel weights, which captures the sparsity of information in the kernel set, is not to be confused with the numerical sparsity of the kernel matrices. [sent-410, score-0.791]
51 For example, when the RBF kernel function is used, the kernel matrices will not contain any zero, regardless of the sparsity of kernel weights. [sent-411, score-0.562]
52 These random kernels are then mixed with the informative ones, to study how the properties of kernels affect the performance of ℓ1 and ℓ2 MK-FDAs. [sent-435, score-0.364]
53 In the following runs the number of informative kernels is increased and that of random kernels decreased, until the 31st run, where all 30 kernels are informative. [sent-438, score-0.546]
54 In each run, we apply both ℓ1 and ℓ2 MK-FDAs to the 20 binary problems, compute the MAP for each algorithm, and record the learnt kernel weights. [sent-439, score-0.363]
55 Figure 2 (a) plots the kernel weights learnt from ℓ1 MK-FDA and ℓ2 MK-FDA. [sent-440, score-0.393]
56 Another interpretation of this observation is that when the “intrinsic” sparsity of the base kernels is 622 N ON -S PARSE M ULTIPLE K ERNEL F ISHER D ISCRIMINANT A NALYSIS high then ℓ1 norm regularisation is appropriate, and vice versa. [sent-451, score-0.565]
57 This suggests that if we can learn this intrinsic sparsity of base kernels on a validation set, we will be able to find the most appropriate regularisation norm p, and get improved performance over a fix norm MK-FDA. [sent-452, score-0.708]
58 Finally, the two kernel functions are applied to the histograms to build kernel matrices. [sent-468, score-0.35]
59 We investigate the idea of learning the intrinsic sparsity of the base kernels by tuning the regularisation norm p on a validation set, using both ℓ p MK-SVM and ℓ p MK-FDA. [sent-469, score-0.646]
60 For ℓ p MK-SVM, the regularisation parameter C is learnt jointly with p from 10 values that are logarithmically spaced over 2−2 to 27 . [sent-471, score-0.407]
61 Similarly, for ℓ p MK-FDA, the regularisation parameter λ is learnt jointly with p from a set of 10 values that are logarithmically spaced over 4−5 to 44 . [sent-472, score-0.407]
62 For ℓ p MK-FDA, for each p value, the weights learnt with the optimal λ value are plotted; while for ℓ p MK-SVM, for each p value, we show the weights learnt with the optimal C value. [sent-475, score-0.436]
63 It is clear that as p increases, in both MKL algorithms, the sparsity of the learnt weights decreases. [sent-476, score-0.255]
64 As expected, when p = 106 (practically infinity), the kernel weights become ones, that is, ℓ∞ MK-FDA/MK-SVM produces uniform kernel weights. [sent-477, score-0.413]
65 Note that for the same norm p, the weights learnt in ℓ p MK-FDA and ℓ p MK-SVM can be different. [sent-478, score-0.28]
66 Table 1: VOC2007: Average precisions of six MKL methods of the top row of Figure 4 are the learnt kernel weights with the optimal {p, λ} combination on the training set and on the training + validation set, respectively. [sent-622, score-0.504]
67 For this particular binary problem, the intrinsic sparsity of the set of base kernels is medium. [sent-624, score-0.318]
68 However, for the “pottedplant” class, the optimal p on the validation set is found to be 8, which implies that the intrinsic sparsity of the kernels is low. [sent-627, score-0.3]
69 The results in Table 1 demonstrate that learning the regularisation norm p indeed improves the performance of MK-FDA. [sent-630, score-0.314]
70 However, it is worth noting that this improvement is achieved at a computational price of cross validating for an additional parameter, the regularisation norm p. [sent-631, score-0.314]
71 We argue, however, that kernel alignment by itself cannot reveal completely the sparsity of a kernel set. [sent-643, score-0.418]
72 This means kernel alignment, which is class independent, by itself cannot be expected to identify the kernel set sparsity for all classes. [sent-655, score-0.387]
73 Caltech101 is a multiclass object recognition benchmark with 101 object categories. [sent-665, score-0.276]
74 Validation is omitted, as the training of multiclass MK-SVM Shogun on this dataset can be very time consuming. [sent-668, score-0.301]
75 Two multiclass MK-SVM implementations are compared against multiclass MK-FDA, namely, MK-SVM Shogun, and the recently proposed online MK-SVM algorithm OBSCURE (Orabona et al. [sent-674, score-0.328]
76 For OBSCURE, the parameters are set to default values, except for the MKL norm p and the regularisation parameter C. [sent-676, score-0.314]
77 5 Oxford Flower17 Oxford Flower17 is a multiclass dataset consisting of 17 categories of flowers with 80 images per category. [sent-691, score-0.269]
78 6 Protein Subsellular Localisation In the previous three sections, we have shown that on both binary and multiclass object recognition problems, ℓ p MK-FDA tends to outperform ℓ p MK-SVM by a small margin. [sent-729, score-0.253]
79 (2011), the multiclass problem associated with each dataset is decomposed into binary problems using the one-vs-rest strategy. [sent-913, score-0.302]
80 (2011), the regularisation constant C for MKSVM is taken from a set of 9 values: {1/32, 1/8, 1/2, 1, 2, 4, 8, 32, 128}. [sent-918, score-0.252]
81 In our experiments, the regularisation constant λ for MK-FDA is also taken from a set of 9 values, and the values are logarithmically spaced over 10−8 to 100 . [sent-919, score-0.252]
82 1 B INARY C ASE : VOC2007 We first compare on the VOC2007 dataset the training speed of three binary MKL methods: the wrapper based binary ℓ p MK-FDA in Section 2. [sent-947, score-0.292]
83 2 M ULTICLASS C ASE : C ALTECH 101 Next we compare three multiclass ℓ p MKL algorithms on the Caltech101 dataset, namely, the wrapper-based multiclass ℓ p MK-FDA in Section 2. [sent-976, score-0.328]
84 Note that the regularisation parameters (λ for MK-FDA and C for OBSCURE) are set to values that yield the highest classification accuracy. [sent-1006, score-0.252]
85 Learning machines with the form of Equation (27) are collectively termed regularised kernel machines, a name capturing the two key aspects of them: regularisation, and kernel mapping. [sent-1022, score-0.5]
86 On the other hand, along with the success of SVM, regularised kernel machines using the square loss V ( f (φ(x)), y) = (y − f (φ(x)))2 have emerged several times under various names, including: regularised networks (RN) (Girosi et al. [sent-1042, score-0.475]
87 , 2000), regularised least squares (RLS) (Rifkin, 2002), kernel ridge regression (KRR) (Saunders et al. [sent-1044, score-0.325]
88 Finally, we have provided a discussion on the connection between (MK-)FDA and (MK-)SVM from the perspectives of both loss function and version space, under the unified framework of regularised kernel machines. [sent-1087, score-0.325]
89 Multiclass ℓ p MK-FDA Saddle Point Formulation In this appendix, we first derive the saddle point formulation of multiclass MKL for a general convex loss. [sent-1092, score-0.28]
90 Using the output encoding scheme in Equation (18), multiclass MKL for a general convex loss function V (ξik , hik ) can be stated as: c ∑ min w jk ,ξik ,β k=1 1 2 m ||w jk ||2 +C ∑ V (ξik , hik ) ∑ βj i=1 j=1 n n ∑ wT φ j (xi ) = ξik , ∀i, ∀k; jk s. [sent-1094, score-0.694]
91 Using this fact we arrive at the multiclass MKL saddle point problem for a p general loss function: c m m k=1 i=1 i=1 min max ∑ C ∑ V (ξik , hik ) + ∑ αik ξik − ξik ,β αik 1 2 n ∑ αT β j K j αk k (29) j=1 β ≥ 0; ||β||2 ≤ 1. [sent-1104, score-0.415]
92 Take the square loss V (ξik , hik ) = 1 (ξik − hik )2 as an example. [sent-1108, score-0.332]
93 (2010) this time we impose the norm constraint in the form of Tikhonov regularisation instead of Ivanov regularisation: c 1 2 ∑ ,β min w jk ,ξik k=1 n w jk βj ∑ j=1 2 m +C ∑ V (ξik , hik ) + i=1 µ β 2 2 p (31) n s. [sent-1120, score-0.612]
94 j=1 Note however that the switching from Ivanov to Tikhonov regularisation is not essential for the derivation in the following. [sent-1123, score-0.252]
95 The dual program for Ivanov regularisation in Equation (28) can be derived in a similar way. [sent-1124, score-0.293]
96 We again take the square loss V (ξik , hik ) = 1 (ξik − hik )2 as an example. [sent-1138, score-0.332]
97 (36) j=1 q Unlike the saddle point formulation in Equation (30), the kernel weights β have been eliminated from Equation (36). [sent-1144, score-0.354]
98 An automated combination of kernels for predicting protein subcellular localization. [sent-1428, score-0.261]
99 A comparison of l1 norm and l2 norm multiple kernel svms in image and video classification. [sent-1578, score-0.332]
100 Lp norm multiple kernel fisher discriminant analysis for object and image categorisation. [sent-1586, score-0.385]
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