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Locally-Linear Learning Machines (L3M)
Proceedings of the 5th Asian Conference on Machine Learning, PMLR 29:451-466, 2013.
Abstract
We present locally-linear learning machines (L3M) for multi-class classification. We formulate a global convex risk function to jointly learn linear feature space partitions and region-specific linear classifiers. L3M’s features such as: (1) discriminative power similar to Kernel SVMs and Adaboost; (2) tight control on generalization error; (3) low training time cost due to on-line training; (4) low test-time costs due to local linearity; are all potentially well-suited for “big-data” applications. We derive tight convex surrogates for the empirical risk function associated with space partitioning classifiers. These empirical risk functions are non-convex since they involve products of indicator functions. We obtain a global convex surrogate by first embedding empirical risk loss as an extremal point of an optimization problem and then convexifying this resulting problem. Using the proposed convex formulation, we demonstrate improvement in classification performance, test and training time relative to common discriminative learning methods on challenging multiclass data sets.