Tensor Decomposition in Multiple Kernel Learning

Modern data processing and analytic tasks often deal with high dimensional matrices or tensors; for example: environmental sensors monitor (time, location, temperature, light) data. For large scale tensors, efficient data representation plays a major role in reducing computational time and finding patterns. The thesis firstly studies about fundamental matrix, tensor decomposition algorithms and applications, in connection with Tensor Train decomposition algorithm. The second objective is applying the tensor perspective in Multiple Kernel Learning problems, where the stacking of kernels can be seen as a tensor. Decomposition this kind of tensor leads to an efficient factorization approach in finding the best linear combination of kernels through the similarity alignment. Interestingly, thanks to the symmetry of the kernel matrix, a novel decomposition algorithm for multiple kernels is derived for reducing the computational complexity. In term of applications, this new approach allows the manipulation of large scale multiple kernels problems. For example, with P kernels and n samples, it reduces the memory complexity of O(P^2n^2) to O(P^2r^2+ 2rn) where r < n is the number of low-rank components. This compression is also valuable in pair-wise multiple kernel learning problem which models the relation among pairs of objects and its complexity is in the double scale. This study proposes AlignF_TT, a kernel alignment algorithm which is based on the novel decomposition algorithm for the tensor of kernels. Regarding the predictive performance, the proposed algorithm can gain an improvement in 18 artificially constructed datasets and achieve comparable performance in 13 real-world datasets in comparison with other multiple kernel learning algorithms. It also reveals that the small number of low-rank components is sufficient for approximating the tensor of kernels