Multiple Kernel Learning from Noisy Labels by Stochastic Programming

Abstract

We study the problem of multiple kernel learning from noisy labels. This is in contrast to most of the previous studies on multiple kernel learning that mainly focus on developing efficient algorithms and assume perfectly labeled training examples. Directly applying the existing multiple kernel learning algorithms to noisily labeled examples often leads to suboptimal performance due to the incorrect class assignments. We address this challenge by casting multiple kernel learning from noisy labels into a stochastic programming problem, and presenting a minimax formulation. We develop an efficient algorithm for solving the related convex-concave optimization problem with a fast convergence rate of $O(1/T)$ where $T$ is the number of iterations. Empirical studies on UCI data sets verify both the effectiveness of the proposed framework and the efficiency of the proposed optimization algorithm.

ICML2012

References in corpus (3)

• Consistency of the group Lasso and multiple kernel learning
• L2 Regularization for Learning Kernels
• Robust Metric Learning by Smooth Optimization

Cited by in corpus (6)

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• Learning with Confident Examples: Rank Pruning for Robust Classification with Noisy Labels
• On the Convergence of A Family of Robust Losses for Stochastic Gradient Descent
• Intelligence, physics and information -- the tradeoff between accuracy and simplicity in machine learning
• An Efficient Primal-Dual Prox Method for Non-Smooth Optimization
• A Distributionally Robust Optimization Method for Adversarial Multiple Kernel Learning