Discriminant Kernel Learning Using Hybrid Regularization

摘要

Kernel discriminant analysis (KDA) is one of the state-of-the-art kernel-based methods for pattern classification and dimensionality reduction. It performs linear discriminant analysis in the feature space via kernel function. However, the performance of KDA greatly depends on the selection of the optimal kernel for the learning task of interest. In this paper, we propose a novel algorithm termed as elastic multiple kernel discriminant analysis (EMKDA) by using hybrid regularization for automatically learning kernels over a linear combination of pre-specified kernel functions. EMKDA makes use of a mixing norm regularization function to compromise the sparsity and non-sparsity of the kernel weights. A semi-infinite program based algorithm is then proposed to solve EMKDA. Extensive experiments on synthetic datasets, UCI benchmark datasets, digit and terrain database are conducted to show the effectiveness of the proposed methods.