Several Tunable GMM Kernels

Abstract: While tree methods have been popular in practice, researchers and practitioners are also looking for simple algorithms which can reach similar accuracy of trees. In 2010, (Ping Li UAI'10) developed the method of "abc-robust-logitboost" and compared it with other supervised learning methods on datasets used by the deep learning literature. In this study, we propose a series of "tunable GMM kernels" which are simple and perform largely comparably to tree methods on the same datasets. Note that "abc-robust-logitboost" substantially improved the original "GDBT" in that (a) it developed a tree-split formula based on second-order information of the derivatives of the loss function; (b) it developed a new set of derivatives for multi-class classification formulation. In the prior study in 2017, the "generalized min-max" (GMM) kernel was shown to have good performance compared to the "radial-basis function" (RBF) kernel. However, as demonstrated in this paper, the original GMM kernel is often not as competitive as tree methods on the datasets used in the deep learning literature. Since the original GMM kernel has no parameters, we propose tunable GMM kernels by adding tuning parameters in various ways. Three basic (i.e., with only one parameter) GMM kernels are the "$e$GMM kernel", "$p$GMM kernel", and "$\gamma$GMM kernel", respectively. Extensive experiments show that they are able to produce good results for a large number of classification tasks. Furthermore, the basic kernels can be combined to boost the performance.