Abstract
Max-margin and kernel methods are dominant approaches to solve many tasks in machine learning. However, the paramount question is how to
solve model selection problem in these methods.
It becomes urgent in online learning context. Grid
search is a common approach, but it turns out to be
highly problematic in real-world applications. Our
approach is to view max-margin and kernel methods under a Bayesian setting, then use Bayesian inference tools to learn model parameters and infer
hyper-parameters in principle ways for both batch
and online setting