Distributed and Quantized Online Multi-Kernel Learning

Kernel-basedlearning has well-documented merits in various machine learning tasks. Most of the kernel-based learning approaches rely on a pre-selected kernel, the choice of which presumes task-specific prior information. In addition, most existing frameworks assume that data are collected centrally at batch. Such a setting may not be feasible especially for large-scale data sets that are collected sequentially over a network. To cope with these challenges, the present work develops an online multi-kernel learning scheme to infer the intended nonlinear function 'on the fly' from data samples that are collected in distributed locations. To address communication efficiency among distributed nodes, we study the effects of quantization and develop a distributed and quantized online multiple kernel learning algorithm. We provide regret analysis that indicates our algorithm is capable of achieving sublinear regret. Numerical tests on real datasets show the effectiveness of our algorithm.