Multiple Kernel Completion and its application to cardiac disease discrimination

Data is only as good as the similarity metric used to compare it. The all important notion of similarity allows us to leverage knowledge derived from prior observations to predict characteristics of new samples. In this paper we consider the problem of compiling a consistent and accurate view of similarity given its multiple incomplete and noisy approximations. We propose a new technique called Multiple Kernel Completion (MKC), which completes given similarity kernels as well as finds their best combination within a Support Vector Machine framework, so as to maximize the discrimination margin. We demonstrate the effectiveness of the proposed technique on datasets from UCI Machine Learning repository as well as for the task of heart valve disease discrimination using CW Doppler images. Our empirical results establish that MKC consistently outperforms existing data completion methods like 0-imputation, mean-imputation and matrix completion across datasets and training set sizes.