ETRO VUB
About ETRO  |  News  |  Events  |  Vacancies  |  Contact  
Home Research Education Industry Publications About ETRO

ETRO Publications

Full Details

Conference Publication

Multiple Kernel Learning via Multi-Epochs SVRG

Host Publication: 9th NIPS Workshop on Optimization for Machine Learning

Authors: M. Perez Gonzalez, M. Oveneke, D. Jiang and H. Sahli

Publication Date: Dec. 2016

Number of Pages: 5


Abstract:

This work proposes a multiple kernel learning (MKL) descent strategy based on multiple epochs of stochastic variance reduced gradients (i.e. multi-epochs SVRG). The proposed descent strategy takes place with a constant-size learning step, that is entangled to the kernel's combination coefficients evolution, and hence corrected in between epochs. This descending regime leads to an improved MKL bound that exhibit a linear dependency in the number of samples n, and sub-linear one in both the number of kernels F and precision of the solution e. In particular, for an Lp-norm MKL, the proposed method is able to find an e-accurate solution in a complexity O( F^(1/q) n log(1/e)). This matches the optimal convergence rate reported for (non-accelerated) strongly-convex objectives and improves over other state-of-the-art MKL solutions.

External Link.

Other Reference Styles
Current ETRO Authors

Prof. Hichem Sahli

+32 (0)02 629 291

hsahli@etrovub.be

more info

Other Publications

• Journal publications

IRIS • LAMI • AVSP

• Conference publications

IRIS • LAMI • AVSP

• Book publications

IRIS • LAMI • AVSP

• Reports

IRIS • LAMI • AVSP

• Laymen publications

IRIS • LAMI • AVSP

• PhD Theses

Search ETRO Publications

Author:

Keyword:  

Type:








- Contact person

- IRIS

- AVSP

- LAMI

- Contact person

- Thesis proposals

- ETRO Courses

- Contact person

- Spin-offs

- Know How

- Journals

- Conferences

- Books

- Vacancies

- News

- Events

- Press

Contact

ETRO Department

info@etro.vub.ac.be

Tel: +32 2 629 29 30

©2024 • Vrije Universiteit Brussel • ETRO Dept. • Pleinlaan 2 • 1050 Brussels • Tel: +32 2 629 2930 (secretariat) • Fax: +32 2 629 2883 • WebmasterDisclaimer