Learning a kernel matrix from relative comparison human feedback is an important problem with applications in collaborative filtering, object retrieval, and search. For learning a kernel over a large number of objects, existing methods face significant scalability issues inhibiting the application of these methods to settings where a kernel is learned in an online and timely fashion. In this paper we propose a novel framework called Efficient online Relative comparison Kernel LEarning (ERKLE), for efficiently learning the similarity of a large set of objects in an online manner. We learn a kernel from relative comparisons via stochastic gradient descent, one query response at a time, by taking advantage of the sparse and low-rank properties of the gradient to efficiently restrict the kernel to lie in the space of positive semidefinite matrices. In addition, we derive a passive-aggressive online update for minimally satisfying new relative comparisons as to not disrupt the influence of previously obtained comparisons. Experimentally, we demonstrate a considerable improvement in speed while obtaining improved or comparable accuracy compared to current methods in the online learning setting.
The aforementioned RCKL methods can be viewed as solving a kernelized special case of the classic non-metric multidimensional scaling problem @cite_21 , where the goal is to find an embedding of objects in @math such that they satisfy given Euclidean distance constraints. In contrast to many of the kernel-learning formulations, their analogous embedding-learning counterparts are non-convex optimization problems, which only guarantee convergence to a local minimum. In the typical non-convex batch setting, multiple solutions are found with different initializations and the best is chosen among them. This strategy is poorly suited for the online setting where triplets are being observed sequentially, and which solution is best may change as feedback is received.
@cite_21
2134373213 1674203940 85455704 2048041841
We present a geometric formulation of the Multiple Kernel Learning (MKL) problem. To do so, we reinterpret the problem of learning kernel weights as searching for a kernel that maximizes the minimum (kernel) distance between two convex polytopes. This interpretation combined with novel structural insights from our geometric formulation allows us to reduce the MKL problem to a simple optimization routine that yields provable convergence as well as quality guarantees. As a result our method scales efficiently to much larger data sets than most prior methods can handle. Empirical evaluation on eleven datasets shows that we are significantly faster and even compare favorably with a uniform unweighted combination of kernels. Metric learning has been shown to be highly effective to improve the performance of nearest neighbor classification. In this paper, we address the problem of metric learning for Symmetric Positive Definite (SPD) matrices such as covariance matrices, which arise in many real-world applications. Naively using standard Mahalanobis metric learning methods under the Euclidean geometry for SPD matrices is not appropriate, because the difference of SPD matrices can be a non-SPD matrix and thus the obtained solution can be uninterpretable. To cope with this problem, we propose to use a properly parameterized LogEuclidean distance and optimize the metric with respect to kernel-target alignment, which is a supervised criterion for kernel learning. Then the resulting non-trivial optimization problem is solved by utilizing the Riemannian geometry. Finally, we experimentally demonstrate the usefulness of our LogEuclidean metric learning algorithm on real-world classification tasks for EEG signals and texture patches. We consider the non-metric multidimensional scaling problem: given a set of dissimilarities ∆, find an embedding whose inter-point Euclidean distances have the same ordering as ∆. In this paper, we look at a generalization of this problem in which only a set of order relations of the form dij < dkl are provided. Unlike the original problem, these order relations can be contradictory and need not be specified for all pairs of dissimilarities. We argue that this setting is more natural in some experimental settings and propose an algorithm based on convex optimization techniques to solve this problem. We apply this algorithm to human subject data from a psychophysics experiment concerning how reflectance properties are perceived. We also look at the standard NMDS problem, where a dissimilarity matrix ∆ is provided as input, and show that we can always find an orderrespecting embedding of ∆. Several object categorization algorithms use kernel methods over multiple cues, as they offer a principled approach to combine multiple cues, and to obtain state-of-the-art performance. A general drawback of these strategies is the high computational cost during training, that prevents their application to large-scale problems. They also do not provide theoretical guarantees on their convergence rate. Here we present a Multiclass Multi Kernel Learning (MKL) algorithm that obtains state-of-the-art performance in a considerably lower training time. We generalize the standard MKL formulation to introduce a parameter that allows us to decide the level of sparsity of the solution. Thanks to this new setting, we can directly solve the problem in the primal formulation. We prove theoretically and experimentally that 1) our algorithm has a faster convergence rate as the number of kernels grow; 2) the training complexity is linear in the number of training examples; 3) very few iterations are enough to reach good solutions. Experiments on three standard benchmark databases support our claims.