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stat.ML2025
Sparse Multiple Kernel Learning: Alternating Best Response and Semidefinite Relaxations
Dimitris Bertsimas, Caio de Prospero Iglesias, Nicholas A. G. Johnson
We study Sparse Multiple Kernel Learning (SMKL), which is the problem of selecting a sparse convex combination of prespecified kernels for support vector binary classification. Unl…
stat.ML2024
Predictive Low Rank Matrix Learning under Partial Observations: Mixed-Projection ADMM
Dimitris Bertsimas, Nicholas A. G. Johnson
We study the problem of learning a partially observed matrix under the low rank assumption in the presence of fully observed side information that depends linearly on the true unde…