@article{KloftBlanchard2012, author = {Kloft, Marius and Blanchard, Gilles}, title = {On the Convergence Rate of l(p)-Norm Multiple Kernel Learning}, series = {JOURNAL OF MACHINE LEARNING RESEARCH}, volume = {13}, journal = {JOURNAL OF MACHINE LEARNING RESEARCH}, publisher = {MICROTOME PUBL}, address = {BROOKLINE}, issn = {1532-4435}, pages = {2465 -- 2502}, year = {2012}, abstract = {We derive an upper bound on the local Rademacher complexity of l(p)-norm multiple kernel learning, which yields a tighter excess risk bound than global approaches. Previous local approaches analyzed the case p - 1 only while our analysis covers all cases 1 <= p <= infinity, assuming the different feature mappings corresponding to the different kernels to be uncorrelated. We also show a lower bound that shows that the bound is tight, and derive consequences regarding excess loss, namely fast convergence rates of the order O( n(-)1+alpha/alpha where alpha is the minimum eigenvalue decay rate of the individual kernels.}, language = {en} }