MKL-L_0/1-SVM

08/23/2023

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by   Bin Zhu, et al.

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This paper presents a Multiple Kernel Learning (abbreviated as MKL) framework for the Support Vector Machine (SVM) with the (0, 1) loss function. Some KKT-like first-order optimality conditions are provided and then exploited to develop a fast ADMM algorithm to solve the nonsmooth nonconvex optimization problem. Numerical experiments on real data sets show that the performance of our MKL-L_0/1-SVM is comparable with the one of the leading approaches called SimpleMKL developed by Rakotomamonjy, Bach, Canu, and Grandvalet [Journal of Machine Learning Research, vol. 9, pp. 2491-2521, 2008].