Feature Relevance for Kernel Logistic Regression and Application to Action Classification

An approach is proposed for incorporating feature relevance in mutinomial kernel logistic regression (MKLR) for classification. MKLR is a supervised classification method designed for separating classes with non-linear boundaries. However, it assumes all features are equally important, which may decrease classification performance when dealing with high-dimensional or noisy data. We propose a feature weighting algorithm for MKLR which automatically tunes features contribution according to their relevance for classification and reduces data over-fitting. The proposed algorithm produces more interpretable models and is more generalizable than MKLR, Kernel-SVM and LASSO methods. Application to simulated data and video action classification has provided very promising results compared to the aforementioned classification methods.