arXiv:2512.11547cs.LG2025-12

用弹性网络优化多核学习,提升神经影像预测的可解释性。

Elastic-Net Multiple Kernel Learning: Combining Multiple Data Sources for Prediction

  • 引入可解析更新的弹性网络正则化多核学习框架
  • 在三个神经影像任务中表现优于或媲美l1正则方法
  • 能筛选相关核,生成更稀疏、可解释的模型,适合临床分析

多核学习(MKL)通过组合多个核函数来整合不同数据源或表征,在监督与无监督场景中均有应用。其目标是在正则约束下,寻找最优的基核线性组合以最大化泛化性能。已有方法采用l1、l2、lp等范数正则化核权重,而弹性网络结合l1与l2范数,兼顾稀疏性与相关核的选择。本文提出一种新的弹性网络正则化多核学习(ENMKL)公式,实现核权重的显式解析更新。基于该框架,我们推导出支持向量机(SVM)与核岭回归(KRR)的算法,并在开源神经影像模式识别工具箱PRoNTo中实现。在三个神经影像应用中,与l1-MKL及未加权核和的SVM/KRR对比,ENMKL在所有任务中表现不差于甚至优于l1-MKL,仅在一种情况下略逊于标准SVM。关键优势在于:通过选择相关核,获得更稀疏、更可解释的模型。

原文摘要 · Abstract (English)

Multiple Kernel Learning (MKL) models combine several kernels in supervised and unsupervised settings to integrate multiple data representations or sources, each represented by a different kernel. MKL seeks an optimal linear combination of base kernels that maximizes a generalized performance measure under a regularization constraint. Various norms have been used to regularize the kernel weights, including $l1$, $l2$ and $lp$, as well as the "elastic-net" penalty, which combines $l1$- and $l2$-norm to promote both sparsity and the selection of correlated kernels. This property makes elastic-net regularized MKL (ENMKL) especially valuable when model interpretability is critical and kernels capture correlated information, such as in neuroimaging. Previous ENMKL methods have followed a two-stage procedure: fix kernel weights, train a support vector machine (SVM) with the weighted kernel, and then update the weights via gradient descent, cutting-plane methods, or surrogate functions. Here, we introduce an alternative ENMKL formulation that yields a simple analytical update for the kernel weights. We derive explicit algorithms for both SVM and kernel ridge regression (KRR) under this framework, and implement them in the open-source Pattern Recognition for Neuroimaging Toolbox (PRoNTo). We evaluate these ENMKL algorithms against $l1$-norm MKL and against SVM (or KRR) trained on the unweighted sum of kernels across three neuroimaging applications. Our results show that ENMKL matches or outperforms $l1$-norm MKL in all tasks and only underperforms standard SVM in one scenario. Crucially, ENMKL produces sparser, more interpretable models by selectively weighting correlated kernels.

多核学习弹性网络神经影像可解释性

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