Hi, I understand there are two methods implemented in shogun to determine the subkernel weights during MKL classification training, and that set_interleaved_optimization_enabled() is the interface to choose between the two.
As far as I see it, interleaved optimization is supposed to be faster but requires SVMLight to be used as a backend. Among the undocumented examples in the repository, there is an example named "classifier_mkl_svmlight_modelselection_bug.cpp" which contains > /* works */ > CMKLClassification* classifier=new CMKLClassification(new CLibSVM()); > classifier->set_interleaved_optimization_enabled(false); > > /* the above plus this does not work (interleaved only with > SVMLight)*/ > // classifier->set_interleaved_optimization_enabled(true); > > /* However, SVMLight does not work */ > // CMKLClassification* classifier=new CMKLClassification(new > CSVMLight()); > // /* any of those */ > // classifier->set_interleaved_optimization_enabled(false); > // classifier->set_interleaved_optimization_enabled(true); Is this still valid? Is there currently any way to use the interleaved method for mkl classification in shogun? Cheers, Leon -- Leon Kuchenbecker Berlin-Brandenburg Center for Regenerative Therapies (BCRT) Charité Universitätsmedizin Föhrer Straße 15 13353 Berlin
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