Multiple Locally Linear Kernel Machines

In this paper we propose a new non-linear classifier based on a combination of locally linear classifiers. A well known optimization formulation is given as we cast the problem in a $\ell_1$ Multiple Kernel Learning (MKL) problem using many locally linear kernels. Since the number of such kernels is huge, we provide a scalable generic MKL training algorithm handling streaming kernels. With respect to the inference time, the resulting classifier fits the gap between high accuracy but slow non-linear classifiers (such as classical MKL) and fast but low accuracy linear classifiers.