Kernel Pre-Training in Feature Space via m-Kernels.
Alistair Shilton, Sunil Gupta, Santu Rana, Pratibha Vellanki, Cheng Li, Svetha Venkatesh, Laurence Park, Alessandra Sutti, David Rubin, Thomas Dorin, Alireza Vahid, Murray Height, Teo Slezak · arXiv (Cornell University) · 2018
This paper presents a novel approach to kernel tuning. The method presented borrows techniques from reproducing kernel Banach space (RKBS) theory and tensor kernels and leverages them to convert (re-weight in feature space) existing kernel functions into new, problem-specific kernels using auxiliary data. The proposed method is applied to accelerating Bayesian optimisation via covariance (kernel) function pre-tuning for short-polymer fibre manufacture and alloy design.