Probability-confidence-kernel-based localized multiple kernel learning with lp norm

Localized multiple kernel learning (LMKL) is an attractive strategy for combining multiple heterogeneous features in terms of their discriminative power for each individual sample. However, models excessively fitting to a specific sample would obstacle the extension to unseen data, while a more general form is often insufficient for diverse locality characterization. Hence, both learning sample-specific local models for each training datum and extending the learned models to unseen test data should be equally addressed in designing LMKL algorithm. In this paper, for an integrative solution, we propose a probability confidence kernel (PCK), which measures per-sample similarity with respect to probabilistic-prediction-based class attribute: The class attribute similarity complements the spatial-similarity-based base kernels for more reasonable locality characterization, and the predefined form of involved class probability density function facilitates the extension to the whole input space and ensures its statistical meaning. Incorporating PCK into support-vectormachine-based LMKL framework, we propose a new PCK-LMKL with arbitrary l(p)-norm constraint implied in the definition of PCKs, where both the parameters in PCK and the final classifier can be efficiently optimized in a joint manner. Evaluations of PCK-LMKL on both benchmark machine learning data sets (ten University of California Irvine (UCI) data sets) and challenging computer vision data sets (15-scene data set and Caltech-101 data set) have shown to achieve state-of-the-art performances.