Work

Multiple Kernel Learning: A Unifying Probabilistic Viewpoint

Year: 2011
Type: preprint
Abstract: We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable for regression, robust regression and classification that is lower bound of the marginal likelihood and contains many regularised risk approaches as special cases. Furthermore, we derive an efficient and provably convergent optimisation algorithm.
Language: English
Open Access status: green
OpenAlex ID: W2103499365
Cites: 16
Cited by: 8
Related to: 10