Quantized mixture kernel least mean square

Rosha Pokharel*, Sohan Seth, Jose C. Principe

*Corresponding author for this work

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

    6 Citations (Scopus)

    Abstract

    Use of multiple kernels in the conventional kernel algorithms is gaining much popularity as it addresses the kernel selection problem as well as improves the performance. Kernel least mean square (KLMS) has been extended to multiple kernels recently using different approaches, one of which is mixture kernel least mean square (MxKLMS). Although this method addresses the kernel selection problem, and improves the performance, it suffers from a problem of linearly growing dictionary like in KLMS. In this paper, we present the quantized MxKLMS (QMxKLMS) algorithm to achieve sub-linear growth in dictionary. This method quantizes the input space based on the conventional criteria using Euclidean distance in input space as well as a new criteria using Euclidean distance in RKHS induced by the sum kernel. The empirical results suggest that QMxKLMS using the latter metric is suitable in a non-stationary environment with abruptly changing modes as they are able to utilize the information regarding the relative importance of kernels. Moreover, the QMxKLMS using both metrics are compared with the QKLMS and the existing multi-kernel methods MKLMS and MKNLMS-CS, showing an improved performance over these methods.

    Original languageEnglish
    Title of host publicationProceedings of the International Joint Conference on Neural Networks
    PublisherIEEE
    Pages4168-4174
    Number of pages7
    ISBN (Electronic)9781479914845
    DOIs
    Publication statusPublished - 3 Sep 2014
    MoE publication typeA4 Article in a conference publication
    EventInternational Joint Conference on Neural Networks - Beijing, China
    Duration: 6 Jul 201411 Jul 2014

    Conference

    ConferenceInternational Joint Conference on Neural Networks
    Abbreviated titleIJCNN
    CountryChina
    CityBeijing
    Period06/07/201411/07/2014

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