Active Learning With Multiple Kernels.

Online multiple kernel learning (OMKL) has provided an attractive performance in nonlinear function learning tasks. Leveraging a random feature (RF) approximation, the major drawback of OMKL, known as the curse of dimensionality, has been recently alleviated. These advantages enable RF-based OMKL to be considered in practice. In this article, we introduce a new research problem, named stream-based active MKL (AMKL), in which a learner is allowed to label some selected data from an oracle according to a selection criterion. This is necessary for many real-world applications as acquiring a true label is costly or time consuming. We theoretically prove that the proposed AMKL achieves an optimal sublinear regret O(√T) as in OMKL with little labeled data, implying that the proposed selection criterion indeed avoids unnecessary label requests. Furthermore, we present AMKL with an adaptive kernel selection (named AMKL-AKS) in which irrelevant kernels can be excluded from a kernel dictionary "on the fly." This approach improves the efficiency of active learning and the accuracy of function learning. Via numerical tests with real data sets, we verify the superiority of AMKL-AKS, yielding a similar accuracy performance with OMKL counterpart using a fewer number of labeled data.