Minimizing the Cross Validation Error to Mix Kernel Matrices of Heterogeneous Biological Data

In biological data, it is often the case that objects are described in two or more representations. In order to perform classification based on such data, we have to combine them in a certain way. In the context of kernel machines, this task amounts to mix several kernel matrices into one. In this paper, we present two ways to mix kernel matrices, where the mixing weights are optimized to minimize the cross validation error. In bacteria classification and gene function prediction experiments, our methods significantly outperformed single kernel classifiers in most cases