Kernels for Vector-Valued Functions: a Review

Kernel methods are among the most popular techniques in machine learning. From a frequentist/discriminative perspective they play a central role in regularization theory as they provide a natural choice for the hypotheses space and the regularization functional through the notion of reproducing kernel Hilbert spaces. From a Bayesian/generative perspective they are the key in the context of Gaussian processes, where the kernel function is also known as the covariance function. Traditionally, kernel methods have been used in supervised learning problem with scalar outputs and indeed there has been a considerable amount of work devoted to designing and learning kernels. More recently there has been an increasing interest in methods that deal with multiple outputs, motivated partly by frameworks like multitask learning. In this paper, we review different methods to design or learn valid kernel functions for multiple outputs, paying particular attention to the connection between probabilistic and functional methods

Multi-view Metric Learning in Vector-valued Kernel Spaces

We consider the problem of metric learning for multi-view data and present a novel method for learning within-view as well as between-view metrics in vector-valued kernel spaces, as a way to capture multi-modal structure of the data. We formulate two convex optimization problems to jointly learn the metric and the classifier or regressor in kernel feature spaces. An iterative three-step multi-view metric learning algorithm is derived from the optimization problems. In order to scale the computation to large training sets, a block-wise Nystr{\"o}m approximation of the multi-view kernel matrix is introduced. We justify our approach theoretically and experimentally, and show its performance on real-world datasets against relevant state-of-the-art methods