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Kernel Learning for Novelty Detection
This video was recorded at NIPS Workshop on Kernel Learning: Automatic Selection of Optimal Kernels, Whistler 2008. We consider kernel learning for one-class Support Vector Machines. We consider a mix of 2- and 1-norms of the individual weight vector norms allowing control of the sparsity of the resulting kernel combination. The resulting optimisation can be solved efficiently using a coordinate gradient method. We consider an application to automatically detecting the appropriate metric for a guided image search task.
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