Online Bayesian Max-Margin Subspace Multi-View Learning

Last decades have witnessed a number of studies devoted to multi-view learning algorithms, however, few efforts have been made to handle online multi-view learning scenarios. In this paper, we propose an online Bayesian multi-view learning algorithm to learn predictive subspace with max-margin principle. Specifically, we first define the latent margin loss for classification in the subspace, and then cast the learning problem into a variational Bayesian framework by exploiting the pseudo-likelihood and data augmentation idea. With the variational approximate posterior inferred from the past samples, we can naturally combine historical knowledge with new arrival data, in a Bayesian Passive-Aggressive style. Experiments on various classification tasks show that our model have superior performance.