A Cutting Plane Method for Multiple Kernel Learning
نویسندگان
چکیده
We use an analytic center cutting plane method (ACCPM) to solve the multiple kernel learning problem. ACCPM has linear convergence but requires very few gradient evaluations, which makes it particularly efficient on large sample sizes. We compare the numerical performance of this algorithm with another recent first-order algorithm on several data sets and use multiple kernel learning to predict stock price movements based on news articles.
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عنوان ژورنال:
- CoRR
دوره abs/0809.2792 شماره
صفحات -
تاریخ انتشار 2008