# A Multiple Kernel Learning Model Based onp-Norm

Authors: Jinshan Qi; Xun Liang; Rui Xu
Journal: Computational Intelligence and Neuroscience
 (2018)

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## Abstract

By utilizing kernel functions, support vector machines (SVMs) successfully solve the linearly inseparable problems. Subsequently, its applicable areas have been greatly extended. Using multiple kernels (MKs) to improve the SVM classification accuracy has been a hot topic in the SVM research society for several years. However, most MK learning (MKL) methods employL1-norm constraint on the kernel combination weights, which forms a sparse yet nonsmooth solution for the kernel weights. Alternatively, the Lp-norm constraint on the kernel weights keeps all information in the base kernels. Nonetheless, the solution of Lp-norm constraint MKL is nonsparse and sensitive to the noise. Recently, some scholars presented an efficient sparse generalized MKL (L1- and L2-norms based GMKL) method, in which L1  L2 established an elastic constraint on the kernel weights. In this paper, we further extend the GMKL to a more generalized MKL method based on the p-norm, by joining L1- and Lp-norms. Consequently, the L1- and L2-norms based GMKL is a special case in our method when p=2. Experiments demonstrated that our L1- and Lp-norms based MKL offers a higher accuracy than the L1- and L2-norms based GMKL in the classification, while keeping the properties of the L1- and L2-norms based on GMKL.


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## Body

## 1. Introduction of MKL

The support vector machine (SVM) is a classification and regression tool based on the statistical machine learning [1]. By utilizing the kernel function, the SVM transfers the data into a high dimension space, builds an optimal separating hyperplane, and consequently solves the nonlinear problem. In solving an SVM problem, it is critical to choose an adequate kernel function. The widely used kernel functions are the radial basis functions and polynomial functions. To select an effective kernel function is very important, and different kernels and parameters produce different classification and regression results. In our paper, we try to use the features of different kernels and improve the classification accuracy of SVM.The multiple kernel learning (MKL) model [2] is a flexible learning model. In the recent research, the MK learning (MKL) can obtain higher classification accuracy than the sole one. As the MKL uses different combinations of kernel functions and has larger flexibility, its performance is normally better. Constructing the MK model, in fact, is the process of seeking the combination of M kernels to get the best classification accuracy. Thus, in the MK framework, to seek the weights of the different kernels is the big problem for MKL [3, 4]. The simplest form of MKL is L1 norm [5]. The L1-norm MKL finds the kernel weight in a simplex form and thus yields a sparse solution [6, 7]. The sparsity of selected kernels is helpful in identifying an appropriate combination of data sources or subsets with different features in real world applications. However, the method may discard useful information and thus result in a suboptimal generalization.Alternatively, theL2-norm MKL was proposed by another group of researchers, and it improves L1-norm MKL in some scenarios. Unfortunately, the solution of L2-norm MKL is nonsparse, which means it uses all kernels in the forecasting stage. Also, the L2-norm MKL is sensitive to noise. Additionally, when there exist noisy data in the training set, the classification accuracy would be greatly decreased. Furthermore, it suffers poor interpretation and can lead to high computational and storage cost, too.Thus, there is research intending to combine theL1-norm MKL and L2-norm MKL. The algorithm is called the generalized MKL (GMKL) [8], which combines both advantages of L1- and L2-norms and is able to have a higher accuracy in classifications. Nonetheless, the GMKL algorithm is just specialized in the combination of the sparse MKL method and the nonsparse kernel learning method, L2-norm MKL. The research made a contribution to the merging of the L1- and L2-norm MKL, and the GMKL in a general model [9]. In this paper, we extend the algorithm in a more general form, which combines the sparse MKL andallnonsparse MKL algorithms. Thus, we would like to generalize the L2-norm MKL to the Lp-norm.In our paper, we combineL1- and Lp-norms [10], by extending the constraint of kernels as v∑j=1Muj+(1-v)∑j=1Mujp≤1. We call our algorithm MKL based on p-norm (MKL-BP). In particular, when p=2 the MKL-BP algorithm will be degenerated into the GMKL algorithm. In our experiments, when p→∞, the accuracy of our algorithm tends to be stable and is higher than the results with p=2. Meantime, compared with the L1- and Lp-norm MKL method, the MKL-BP shows the higher accuracy in the classifications too. The advantage of using Lp norms is that more flexibility can be achieved during the experiments. As p changes, the generalization and precision vary accordingly.The paper is organized as follows: Section2 describes in detail the MKL-BP model. Section 3 analyzes and verifies the relevant definitions and theorems of MKL-BP model. The implementation solution of MKL-BP model is described in Section 4. Section 5 uses the MKL-BP model to carry out experiments on the UCI datasets and compares its accuracy, running time, and so on with those of other MKL models. Section 6 concludes this research with directions for future work.


## 2. Base Framework of MKL-BP

Based on the statistics machine learning in the classification problem, we can get the general model below:(1)f=argmin⁡Cempf+Ωf.The smallest empirical risk is1/N∑m=1NR(fxm,ym), while the smallest regulation risk is Ωf=1/2w2. The parameter C is a presetting constant, used for balancing the empirical and regulation risks.In theC-SVM, the model could be shown as(2)minw,b⁡12w2+C∑m=1Nξms.t.yiwTϕxm+b≥1-ξm,m=1,…,N,ξm≥0.By optimizing problem (2), the classifier could be shown as(3)fx=wTϕx+b,w∈RdH,b∈R.Using the Langrage function and kernelKxm,xn≤ϕxm, ϕxn>0, we could get the dual form of problem (2):(4)maxα⁡∑m=1Nαm-∑m=1N∑n=1NαmαnKxm,xns.t.∑m=1Nαm=0,0≤αm≤C.Problem (4) is a simplest form of SVM. In the MKL model, kernel K is combined with a series of kernels linearly. The kernel K is shown as(5)K=∑j=1MujKj.In (5), uj refers to the weight of kernel Kj, and M refers to the number of kernels. By using (5) and replacing Kxm,xn in (4), we can get the standard form of MKL:(6)minu∈A⁡maxα⁡∑m=1Nαm-∑m=1N∑n=1Nαmαn∑j=1MujKjxm,xns.t.∑m=1Nαm=0,0≤αm≤C,where u=(u1,…,uj)T and A refers to the constraint domain of u. In the MKL model, the simplest domain is the L1-norm MKL, where A={uj∣uj≥0,∑j=1Muj≤1}. The research shows that in the L2- and Lp-norm MKLs, where A={uj∣uj≥0,∑j=1Mujp≤1}, there is better classification character in some aspects.The research combined theL1- and L2-norm MKLs, and the GMKL model. The paper showed that the novel model keeps the sparsity of the L1-norm MKL and the classification accuracy does not decrease when facing the noisy data. Domain A in the GMKL model is {uj∣uj≥0,v∑j=1Muj+(1-v)∑j=1Muj2≤1}. The setting constant v is used to balance the L1- and L2-norm MKLs, and 0≤v≤1. The experiments showed that when v=0.5, the model gets the best classification accuracy.However, the paper just specialized the sparse and nonsparse MKL models. In this paper, we would like to generalize the model. Concretely, we generalize domainA as {uj∣uj≥0,v∑j=1Muj+(1-v)∑j=1Mujp≤1}. We called our model the MKL based on p-norm (MKL-BP).We would like to bring the character of our model in the next paragraph, where we will show the model keeping the character of GMKL. Then we give the algorithm of the model to solve the high dimensional constraint problem. We would make some simulation experiments to show the classification accuracy, running time, and used kernel of our model, compared with different models.


## 3. Theorem of MKL-BP

Theorem 1.
Not all the kernels are selected in the MKL-BP model, anduj of the selected kernels are unique.Proof.
By fixingα=(α1,…,αi)T as α∗, we could easily know that the optimizing result of u in (6) would be irrelevant to α∗. We use the Langrage function and get(7)Lu=∑m=1Nαm∗-∑m=1N∑n=1Nαm∗αn∗∑j=1MujKjxm,xn+λv∑j=1Muj+1-v∑j=1Mujp.
By trying to get the partial derivatives ofuj, we get that(8)∂L∂uj=-∑m=1N∑n=1Nαm∗αn∗Kjxm,xn+λv+p1-vujp-1.
By setting∂L/∂uj=0, we get uj:(9)uj=1p1-v1λ∑m=1N∑n=1Nαm∗αn∗Kjxm,xn-vp-1.
Considering whenuj in (9) is below zero, we set uj as(10)uj=1p1-v1λ∑m=1N∑n=1Nαm∗αn∗Kjxm,xn-vp-1,0.
From (10), we could easily find that when 1/λ∑m=1N∑n=1Nαm∗αn∗Kjxm,xn<v, we get uj=0. So not all kernels would be selected in the model when 0<v<1. Thus, our model successfully selects the useful kernels in optimization. Also, from (10), the optimization result of uj is unique in our model.
Specially, whenv=0, the algorithm is degenerated into the Lp-norm MKL, and we get(11)uj=1pλ∑m=1N∑n=1Nαm∗αn∗Kjxm,xnp-1.
We find that alluj>0, which indicates that all kernels are selected in the Lp-norm MKL, so it would not discard useful kernels in the optimization. However, the model would not get high accuracy in prediction when faced with noisy data. Also in that scenario, the model may cause higher computational complexity.Definition 2 (similar kernel).
With the optimization of (4) and α∗, if the selected kernels Kj and Kq correspond to the formula below, we call them similar kernels:(12)∑m=1N∑n=1Nαm∗αn∗Kjxm,xn-∑m=1N∑n=1Nαm∗αn∗Kqxm,xn≤1.Theorem 3.
Similar kernels would get the same kernel weightsuj when p approaches the limit.Proof.
We calculateuj-uq as below:(13)uj-uq=1p1-v1λ∑m=1N∑n=1Nαm∗αn∗Kjxm,xn-vp-1-1p1-v1λ∑m=1N∑n=1Nαm∗αn∗Kqxm,xn-vp-1≤1p1-v1λ∑m=1N∑n=1Nαm∗αn∗Kjxm,xn-v-1p1-v1λ∑m=1N∑n=1Nαm∗αn∗Kqxm,xn-v≤1pλ1-v.
Whenp approaches to the limit, uj-uq→0. Theorem 3 indicates that when p approaches the limit, uj among different kernels would be very small, and thus the classification accuracy does not change.


## 4. Solution of MKL-BP

Although we have presented the MKL-BP model, it is still hard to optimize problem (6). Problem (6) is quadratic programming with a high dimension constraint. In the GMKL algorithm, [11] used the level method to solve the problem. However, in our model, the constraint is p-dimensional and the method in [11] does not work. So, we resort to the Taylor expansion method to solve the problem approximately.We use the coordinate decreasing method to solve the problem in the iteration; we fixu or α, then solve the subproblem, and finally update u or α.Process 1.
Updateα by fixingu. At the first time, uj is initialed as the approximate solution of vuj+1-vujp=1/M; (6) turns to a standard SVM problem below:(14)maxα⁡∑m=1Nαm-∑m=1N∑n=1Nαmαn∑j=1MujtKjxm,xn.s.t.∑m=1Nαm=0,0≤αm≤C.Numbert refers to the iteration time of algorithm. We employ the SMO algorithm to solve this standard problem.Process 2.
Updateu by fixing α; (6) turns to quadratic programming with a high dimensional constraint. Then use the Taylor expansion to decrease the dimension:(15)up≈utp+putp-1u-ut+pp-1utp-2u-ut22=pp-12utp-2u2+2p-p2utp-1u+p2-3p+22utp.
By using the transformation in (15), the constraint turns to(16)v∑j=1Muj+1-v∑j=1Mujp=∑j=1M1-vpp-12uj,tp-2uj2+∑j=1Mv+1-v2p-p2uj,tp-1uj+∑j=1Mp2-3p+22uj,tp.
Now with the Taylor expansion, we successfully changed the high dimensional constraint to a quadratic constraint. Next, we use the level method and CVX toolbox as the GMKL to solve the problem in Process2. CVX toolbox is a useful MATLAB toolbox in solving many mathematic problems.Process 3.
Updateu or α until the stop criterion is satisfied. The stop criterion is that the program has reached the iteration time or the changes of the objective function have reached the threshold.We could find that whenp>2, we successfully changed the problem to the GMKL, so the complexity is the same as that of GMKL. And according to [8], the complexity of GMKL is O(δ-2), when δ is the threshold of solution.


## 5. Experiments

In this section we use the UCI data to evaluate the classification accuracies in different algorithms.We evaluate the following algorithm:(1) Ave-Kernel. We use a base combination of the kernels. The weights of base combination of kernels are u=1/M. We use the standard SVM solver to solve the Ave-kernel.(2) Simple-MKL. It is a traditional L1-MKL model, which is a useful comparison algorithm in many papers.(3)
L
p
-MKL. The constraint of the kernel weight is up≤1; in our paper we set v=0 as Lp-MKL.(4) GMKL. The constraint of kernel weights is {uj∣uj≥0,v∑j=1Muj+(1-v)∑j=1Muj2≤1}, and in our paper, we set p=2 as the GMKL.To be consistent with the past work, all the solvers of the SVM QP are from the LibSVM QP solver. For updating and solving kernel weights, we use the CVX toolbox.For the SVM parameterC, we set it as 100. For the MKL-BP algorithm in our paper, the parameter settings are as below:The setting of parameterp is 2, 3, 4, 5, 6, 7, 8, 16, 32, 64. When p=2, the algorithm is degenerated to the GMKL. The setting of the parameter v is 0.5 as the MKL-BP.We will use the UCI database to analyze our MKL-BP algorithm; the experiment used 5 UCI datasets. The format of the datasets is given in Table1.Table 1
Datasets, where Number means the number of the data in the datasets, and Dim means the character of the datasets.
Data name
Number
Dim
Diabetes
768
9
Heart
270
13
Ionosphere
351
33
Liver-disorders
345
6
Sonar
208
60The setting of kernels is shown as below.(1) Gaussian Kernel. K(xi,xj)=e-xi-xj/σ2. We use 10 parameters {2-3,…,26}.(2) Polynomial Kernel. Kxi,xj=xixjT+1d.The parameters are {1,2,3}.The Gaussian kernel and polynomial kernel are the most popular kernels in SVM, combining them in the same model could combine their character in classification. We imitate the simple-MKL and GMKL algorithm, to normalize the kernel matrix to one unit and we construct 13(d+1) kernels (d represents the dimension of data, and the number 13 is the total number of Gaussian kernel and polynomial kernel). We randomly divided the data into two groups. One group with 50% is used for training, and the other group with 50% is for testing. We test the datasets for 50 times to get the same effects of the cross-validation. For every UCI data we run the experiments for 5 times and count the average accuracy of the experiments.(
1
) The variation of p leads to the accuracy of the algorithm: Table 2 shows that when p>2, the accuracy of the MKL-BP model increases in a small scale. Compared with p=2 the, accuracy increases by 1.21%, 1.81%, 1.11%, 2.27%, and 0.58%, respectively. However, from Figure 1 we found that as p varies, the accuracy does not change in a large scale.Table 2
The variation ofp with regard to the different accuracies of the MKL-Bp model.
p
=
2
p
=
3
p
=
4
p
=
5
p
=
6
p
=
7
p
=
8
p
=
16
p
=
32
p
=
64
Diabetes
76.2917
77.1875
77.2396
77.5
77.4479
77.5
77.5
77.5
77.5
77.5
Heart
77.1481
79.8519
80.1481
79.2593
79.2593
79.4074
79.4074
78.963
78.963
78.963
Ionosphere
90.9318
92.0455
91.9318
92.0455
92.0455
92.0455
91.9318
92.0455
92.0455
92.0455
Liver-disorder
69.5202
72.4855
72.3699
71.9075
71.7919
72.0231
71.9075
71.7919
71.7919
71.7919
Sonar
79.8077
81.7308
80.3846
80.3846
80.3846
80.3846
80.3846
80.3846
80.3846
80.3846Figure 1
The variation ofp leads to the different accuracies of the MKL-BP model.(
2
) Compared with other GMKL accuracies, from Table 3 we found that when p→∞, the MKL-BP model gets better classification accuracy. We discovered that besides the heart data, the MKL-BP model shows the highest accuracy, and the GMKL model (the MKL-BP model when p=2), simple-MKL model, and Lp-MKL model all have similar accuracy a little smaller than MKL-BP, while Ave-kernel model reflects the smallest accuracy. The accuracy comparison of different algorithms is also shown in Figure 2.Table 3
The accuracy comparison of different algorithms (the numbers in the brackets are the ranks of different algorithms: 1 means the highest rank in the five models, and 5 means the lowest rank in the models).
Ave-Kernel
Simple-MKL
L
p-MKL
GMKL (p=2)
MKL-BP
Diabetes
75.1224(5)
75.44(4)
76.5625(2)
76.2917(3)
77.5(1)
Heart
76.1523(5)
80.98(1)
79.4074(2)
77.1481(4)
78.963(3)
Ionosphere
90.5432(5)
91.48(3)
92.0455(1)
90.9318(4)
92.0455(1)
Liver-disorder
64.2538(4)
63.35(5)
70.4855(2)
69.5202(3)
71.7919(1)
Sonar
75.1146(5)
76.71(4)
79.7063(3)
79.8077(2)
80.3846(1)
Average rank
4.8
3.4
2
3.2
1.4Figure 2
The accuracy comparison of different algorithms.(
3
) Compared with other MKL models' running time, Table 4 demonstrates that the Ave-kernel model shows the highest speed, for it only needs to calculate the SVM problem. The running time of Lp-MKL model is a bit faster than the simple-MKL model and the GMKL model, and the simple-MKL model and the GMKL model show similar running time. However, the running time of MKL-BP model is the longest. The reason is that by using the Taylor expansion to calculate uj,(t)p, it needs slightly more time. So how to improve the running speed of our algorithm is a problem which needs to be solved in the future research. In order to compare the results clearly, Figure 3 shows the running time of different models.Table 4
The running time of different models (the numbers in the brackets are the ranks of different models, and the unit in the table is second(s)).
Ave-Kernel
Simple-MKL
L
p-MKL
GMKL (p=2)
MKL-BP
Diabetes
10.75(1)
21.83(3)
17.46(2)
25.09(4)
43.44(5)
Heart
1.96(1)
14.44(3)
10.06(2)
20.08(4)
47.63(5)
Ionosphere
7.81(1)
28.95(4)
27.14(3)
26.38(2)
56.11(5)
Liver-disorder
5.69(1)
10.95(2)
15.30(3)
20.02(4)
46.94(5)
Sonar
1.37(1)
53.41(5)
30.76(2)
33.99(3)
43.14(4)
Average rank
1
3.4
2.4
3.4
4.8Figure 3
The running time of different models.(
4
) The variation of number of selected kernel functions is shown in Table 5: the Ave-kernel model and Lp-MKL model select all the kernel functions, while simple-MKL model, GMKL model, and MKL-BP model only select a portion of the kernels, which indicates that the MKL-BP keeps the sparsity for the kernel selecting of L1-MKL model and GMKL model. We discovered that MKL-BP model and the GMKL model select more kernels than the simple-MKL. The reason is that the simple-MKL may discard some useful kernels while the MKL-BP model retains these kernels similarly to the GMKL model. Figure 4 shows the comparison of the number of the kernels used in the different models.Table 5
The number of the kernels used in the different models.
Ave-Kernel
Simple-MKL
L
p-MKL
GMKL (p=2)
MKL-BP
Diabetes
117
27
117
30
35.8
Heart
182
25
182
36
35.4
Ionosphere
442
45
442
64.6
70
Liver-disorder
91
21
91
29.6
29.8
Sonar
793
90
793
104.8
129.2Figure 4
The number of the kernels used in the different models.(
5
) We could find that when p>2, the accuracy of the MKL-BP model increases in a small scale. However, the accuracy of MKL-BP is not linear to the p. For example, the best classification ofheart is p=4. Therefore, when p changes, the advantage of MKL-BP is that we could get higher accuracy than GMKL, but the disadvantage of MKL-BP is that we could not ensure the optimal p for the model.In summary, multiple kernels improve generalization and precision performance in all the experiments, and the running speed of our model is also very fast.


## 6. Conclusion

In our paper we presented a novel MKL model, MKL-BP model, based on thep-norm. The model combines L1-MKL model and Lp-MKL model, which generalizes the GMKL model with p=2 to our p≥2. The MKL-BP model keeps the sparsity of L1-MKL model and GMKL model, which only selects useful kernels and makes relatively higher classification accuracy when faced with the noisy data. We use the Taylor expansion to optimize the problem.From the experiments we found, compared with other MKL models, our MKL-BP model obtains a higher classification accuracy than other models and the kernels selected are much fewer than Ave-kernel model andLp-MKL model. Nevertheless, how to increase classification speed of MKL-BP model is still a problem which we need to solve in the future research.In the future work, the convergence rates in the experiments may be improved with combining coordinate decreasing method [12].



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