  The accuracy and complexity of machine learning algorithms based on kernel
optimization are limited by the set of kernels over which they are able to
optimize. An ideal set of kernels should: admit a linear parameterization (for
tractability); be dense in the set of all kernels (for robustness); be
universal (for accuracy). The recently proposed Tesselated Kernels (TKs) is
currently the only known class which meets all three criteria. However,
previous algorithms for optimizing TKs were limited to classification and
relied on Semidefinite Programming (SDP) - limiting them to relatively small
datasets. By contrast, the 2-step algorithm proposed here scales to 10,000 data
points and extends to the regression problem. Furthermore, when applied to
benchmark data, the algorithm demonstrates significant improvement in
performance over Neural Nets and SimpleMKL with similar computation time.
