Transfer Feature Representation via Multiple Kernel Learning

Learning an appropriate feature representation across source and target domains is one of the most effective solutions to domain adaptation problems. Conventional cross-domain feature learning methods rely on the Reproducing Kernel Hilbert Space (RKHS) induced by a single kernel. Recently, Multiple Kernel Learning (MKL), which bases classifiers on combinations of kernels, has shown improved performance in the tasks without distribution difference between domains. In this paper, we generalize the framework of MKL for cross-domain feature learning and propose a novel Transfer Feature Representation (TFR) algorithm. TFR learns a convex combination of multiple kernels and a linear transformation in a single optimization which integrates the minimization of distribution difference with the preservation of discriminating power across domains. As a result, standard machine learning models trained in the source domain can be reused for the target domain data. After rewritten into a differentiable formulation, TFR can be optimized by a reduced gradient method and reaches the convergence. Experiments in two real-world applications verify the effectiveness of our proposed method