Limited memory bundle DC algorithm for sparse pairwise kernel learning

Abstract

Pairwise learning is a specialized form of supervised learning that focuses on predicting outcomes for pairs of objects. In this paper, we formulate the pairwise learning problem as a difference of convex (DC) optimization problem using the Kronecker product kernel, ℓ1- and ℓ0-regularizations, and various, possibly nonsmooth, loss functions. Our aim is to develop an efficient learning algorithm, SparsePKL, that produces accurate predictions with the desired sparsity level. In addition, we propose a novel limited memory bundle DC algorithm (LMB-DCA) for large-scale nonsmooth DC optimization and apply it as an underlying solver in the SparsePKL. The performance of the SparsePKL-algorithm is studied in seven real-world drug-target interaction data and the results are compared with those of the state-of-art methods in pairwise learning.