Multiple Locally Linear Kernel Machines
David Picard
TL;DR
The paper introduces Multiple Locally Linear Kernel Machines (MLLKM), a non-linear classifier built from a large set of locally linear kernels assembled via an $ ext{L}_1$-MKL framework. It develops SequentialMKL to efficiently train with streaming kernels, yielding fast inference comparable to linear models while achieving non-linear accuracy similar to kernel methods. By formulating a primal and dual MKL problem and exploiting an explicit conformal feature mapping, MLLKM achieves sparsity and low memory usage, enabling deployment on large datasets. The approach is validated on synthetic and UCI datasets, showing favorable accuracy and substantially reduced inference time and kernel storage compared to traditional MKL and kernel SVM baselines.
Abstract
In this paper we propose a new non-linear classifier based on a combination of locally linear classifiers. A well known optimization formulation is given as we cast the problem in a $\ell_1$ Multiple Kernel Learning (MKL) problem using many locally linear kernels. Since the number of such kernels is huge, we provide a scalable generic MKL training algorithm handling streaming kernels. With respect to the inference time, the resulting classifier fits the gap between high accuracy but slow non-linear classifiers (such as classical MKL) and fast but low accuracy linear classifiers.
