Improving Localized Multiple Kernel Learning via Radius-Margin Bound

Algorithm 1

ILMKL.

() Initialize and initialize to small random numbers for ;

() while stopping criterion not met do

()    Compute with ;

()    Calculate with the gating model according to (7) when fixing ;

()    Compute by using an canonical SVM solver and an canonical SVDD solver with according to (14);

()    Compute for with (20);

()    Compute with (23);

()    Update and by the gradient-descent method;

() end while