Kernel Pre-Training in Feature Space via m-Kernels

05/21/2018

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by   Alistair Shilton, et al.

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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.