Results 1  10
of
455
Distance metric learning for large margin nearest neighbor classification
 In NIPS
, 2006
"... We show how to learn a Mahanalobis distance metric for knearest neighbor (kNN) classification by semidefinite programming. The metric is trained with the goal that the knearest neighbors always belong to the same class while examples from different classes are separated by a large margin. On seven ..."
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Cited by 326 (10 self)
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We show how to learn a Mahanalobis distance metric for knearest neighbor (kNN) classification by semidefinite programming. The metric is trained with the goal that the knearest neighbors always belong to the same class while examples from different classes are separated by a large margin. On seven data sets of varying size and difficulty, we find that metrics trained in this way lead to significant improvements in kNN classification—for example, achieving a test error rate of 1.3 % on the MNIST handwritten digits. As in support vector machines (SVMs), the learning problem reduces to a convex optimization based on the hinge loss. Unlike learning in SVMs, however, our framework requires no modification or extension for problems in multiway (as opposed to binary) classification. 1
Multiple kernel learning, conic duality, and the SMO algorithm
 In Proceedings of the 21st International Conference on Machine Learning (ICML
, 2004
"... While classical kernelbased classifiers are based on a single kernel, in practice it is often desirable to base classifiers on combinations of multiple kernels. Lanckriet et al. (2004) considered conic combinations of kernel matrices for the support vector machine (SVM), and showed that the optimiz ..."
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Cited by 277 (29 self)
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While classical kernelbased classifiers are based on a single kernel, in practice it is often desirable to base classifiers on combinations of multiple kernels. Lanckriet et al. (2004) considered conic combinations of kernel matrices for the support vector machine (SVM), and showed that the optimization of the coefficients of such a combination reduces to a convex optimization problem known as a quadraticallyconstrained quadratic program (QCQP). Unfortunately, current convex optimization toolboxes can solve this problem only for a small number of kernels and a small number of data points; moreover, the sequential minimal optimization (SMO) techniques that are essential in largescale implementations of the SVM cannot be applied because the cost function is nondifferentiable. We propose a novel dual formulation of the QCQP as a secondorder cone programming problem, and show how to exploit the technique of MoreauYosida regularization to yield a formulation to which SMO techniques can be applied. We present experimental results that show that our SMObased algorithm is significantly more efficient than the generalpurpose interior point methods available in current optimization toolboxes. 1.
Unsupervised Learning of Image Manifolds by Semidefinite Programming
, 2004
"... Can we detect low dimensional structure in high dimensional data sets of images and video? The problem of dimensionality reduction arises often in computer vision and pattern recognition. In this paper, we propose a new solution to this problem based on semidefinite programming. Our algorithm can be ..."
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Cited by 168 (9 self)
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Can we detect low dimensional structure in high dimensional data sets of images and video? The problem of dimensionality reduction arises often in computer vision and pattern recognition. In this paper, we propose a new solution to this problem based on semidefinite programming. Our algorithm can be used to analyze high dimensional data that lies on or near a low dimensional manifold. It overcomes certain limitations of previous work in manifold learning, such as Isomap and locally linear embedding. We illustrate the algorithm on easily visualized examples of curves and surfaces, as well as on actual images of faces, handwritten digits, and solid objects.
Learning Multiple Tasks with Kernel Methods
 Journal of Machine Learning Research
, 2005
"... Editor: John ShaweTaylor We study the problem of learning many related tasks simultaneously using kernel methods and regularization. The standard singletask kernel methods, such as support vector machines and regularization networks, are extended to the case of multitask learning. Our analysis sh ..."
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Cited by 157 (10 self)
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Editor: John ShaweTaylor We study the problem of learning many related tasks simultaneously using kernel methods and regularization. The standard singletask kernel methods, such as support vector machines and regularization networks, are extended to the case of multitask learning. Our analysis shows that the problem of estimating many task functions with regularization can be cast as a single task learning problem if a family of multitask kernel functions we define is used. These kernels model relations among the tasks and are derived from a novel form of regularizers. Specific kernels that can be used for multitask learning are provided and experimentally tested on two real data sets. In agreement with past empirical work on multitask learning, the experiments show that learning multiple related tasks simultaneously using the proposed approach can significantly outperform standard singletask learning particularly when there are many related tasks but few data per task.
Consistency of the group lasso and multiple kernel learning
 JOURNAL OF MACHINE LEARNING RESEARCH
, 2007
"... We consider the leastsquare regression problem with regularization by a block 1norm, i.e., a sum of Euclidean norms over spaces of dimensions larger than one. This problem, referred to as the group Lasso, extends the usual regularization by the 1norm where all spaces have dimension one, where it ..."
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Cited by 156 (27 self)
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We consider the leastsquare regression problem with regularization by a block 1norm, i.e., a sum of Euclidean norms over spaces of dimensions larger than one. This problem, referred to as the group Lasso, extends the usual regularization by the 1norm where all spaces have dimension one, where it is commonly referred to as the Lasso. In this paper, we study the asymptotic model consistency of the group Lasso. We derive necessary and sufficient conditions for the consistency of group Lasso under practical assumptions, such as model misspecification. When the linear predictors and Euclidean norms are replaced by functions and reproducing kernel Hilbert norms, the problem is usually referred to as multiple kernel learning and is commonly used for learning from heterogeneous data sources and for non linear variable selection. Using tools from functional analysis, and in particular covariance operators, we extend the consistency results to this infinite dimensional case and also propose an adaptive scheme to obtain a consistent model estimate, even when the necessary condition required for the non adaptive scheme is not satisfied.
Learning the discriminative powerinvariance tradeoff
 In ICCV
, 2007
"... We investigate the problem of learning optimal descriptors for a given classification task. Many handcrafted descriptors have been proposed in the literature for measuring visual similarity. Looking past initial differences, what really distinguishes one descriptor from another is the tradeoff that ..."
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Cited by 148 (4 self)
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We investigate the problem of learning optimal descriptors for a given classification task. Many handcrafted descriptors have been proposed in the literature for measuring visual similarity. Looking past initial differences, what really distinguishes one descriptor from another is the tradeoff that it achieves between discriminative power and invariance. Since this tradeoff must vary from task to task, no single descriptor can be optimal in all situations. Our focus, in this paper, is on learning the optimal tradeoff for classification given a particular training set and prior constraints. The problem is posed in the kernel learning framework. We learn the optimal, domainspecific kernel as a combination of base kernels corresponding to base features which achieve different levels of tradeoff (such as no invariance, rotation invariance, scale invariance, affine invariance, etc.) This leads to a convex optimisation problem with a unique global optimum which can be solved for efficiently. The method is shown to achieve stateoftheart performance on the UIUC textures, Oxford flowers and Caltech 101 datasets. 1.
MaximumMargin Matrix Factorization
 Advances in Neural Information Processing Systems 17
, 2005
"... We present a novel approach to collaborative prediction, using lownorm instead of lowrank factorizations. The approach is inspired by, and has strong connections to, largemargin linear discrimination. We show how to learn lownorm factorizations by solving a semidefinite program, and discuss ..."
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Cited by 146 (16 self)
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We present a novel approach to collaborative prediction, using lownorm instead of lowrank factorizations. The approach is inspired by, and has strong connections to, largemargin linear discrimination. We show how to learn lownorm factorizations by solving a semidefinite program, and discuss generalization error bounds for them.
On feature combination for multiclass object classication
 In ICCV
"... A key ingredient in the design of visual object classification systems is the identification of relevant class specific aspects while being robust to intraclass variations. While this is a necessity in order to generalize beyond a given set of training images, it is also a very difficult problem du ..."
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Cited by 133 (3 self)
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A key ingredient in the design of visual object classification systems is the identification of relevant class specific aspects while being robust to intraclass variations. While this is a necessity in order to generalize beyond a given set of training images, it is also a very difficult problem due to the high variability of visual appearance within each class. In the last years substantial performance gains on challenging benchmark datasets have been reported in the literature. This progress can be attributed to two developments: the design of highly discriminative and robust image features and the combination of multiple complementary features based on different aspects such as shape, color or texture. In this paper we study several models that aim at learning the correct weighting of different features from training data. These include multiple kernel learning as well as simple baseline methods. Furthermore we derive ensemble methods inspired by Boosting which are easily extendable to several multiclass setting. All methods are thoroughly evaluated on object classification datasets using a multitude of feature descriptors. The key results are that even very simple baseline methods, that are orders of magnitude faster than learning techniques are highly competitive with multiple kernel learning. Furthermore the Boosting type methods are found to produce consistently better results in all experiments. We provide insight of when combination methods can be expected to work and how the benefit of complementary features can be exploited most efficiently.
Learning a kernel matrix for nonlinear dimensionality reduction
 In Proceedings of the Twenty First International Conference on Machine Learning (ICML04
, 2004
"... We investigate how to learn a kernel matrix for high dimensional data that lies on or near a low dimensional manifold. Noting that the kernel matrix implicitly maps the data into a nonlinear feature space, we show how to discover a mapping that “unfolds ” the underlying manifold from which the data ..."
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Cited by 113 (7 self)
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We investigate how to learn a kernel matrix for high dimensional data that lies on or near a low dimensional manifold. Noting that the kernel matrix implicitly maps the data into a nonlinear feature space, we show how to discover a mapping that “unfolds ” the underlying manifold from which the data was sampled. The kernel matrix is constructed by maximizing the variance in feature space subject to local constraints that preserve the angles and distances between nearest neighbors. The main optimization involves an instance of semidefinite programming—a fundamentally different computation than previous algorithms for manifold learning, such as Isomap and locally linear embedding. The optimized kernels perform better than polynomial and Gaussian kernels for problems in manifold learning, but worse for problems in large margin classification. We explain these results in terms of the geometric properties of different kernels and comment on various interpretations of other manifold learning algorithms as kernel methods.