Parallel multiple kernel learning: a hybrid alternating direction method of multipliers

摘要

Multiple kernel learning (MKL) has recently become a hot topic in kernel methods. However, many MKL algorithms suffer from high computational cost. Moreover, standard MKL algorithms face the challenge of the rapid development of distributed computational environment such as cloud computing. In this study, a framework for parallel multiple kernel learning (PMKL) using hybrid alternating direction method of multipliers (H-ADMM) is developed to integrate the MKL algorithms and the multiprocessor system. The global problem with multiple kernel is divided into multiple local problems each of which is optimized in a local processor with a single kernel. An H-ADMM is proposed to make the local processors coordinate with each other to achieve the global optimal solution. The results of computational experiments show that PMKL exhibits high classification accuracy and fast computational speed.