Optimal Multi-Kernel Combination for Online Multi-Label Classification

Tingting Zhai, Wei Liu, Renjian Yu

Multi-label classification is particularly challenging in streaming scenarios, where data arrives sequentially. Online kernel methods offer a promising solution. However, prevailing methods rely on a single preselected kernel, making them prone to suboptimal choices since the global data distribution is unknown in advance in online settings. Although the recent method, Online Kernel Selection for Online Multi-label Classification (OKS-OMC), enables data-driven kernel selection, it fails to fully harness the complementary information from multiple kernels and encounters the curse of kernelization. To address these limitations, this paper introduces a novel online multi-kernel combination method for large-scale multi-label classification. First, an efficient and robust online single-kernel multi-label method is designed. Second, learning an optimal convex combination of multiple multi-label kernel classifiers is formalized as a structural risk minimization problem. An improved alternating optimization procedure is developed, in which the combination coefficients are updated by directly minimizing the objective function, while each kernel classifier is updated by minimizing a…