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A Convex Formulation for Learning Task Relationships in Multi-Task Learning
Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence, PMLR R8:700-709, 2010.
Abstract
Multi-task learning is a learning paradigm which seeks to improve the generalization performance of a learning task with the help of some other re- lated tasks. In this paper, we propose a regular- ization formulation for learning the relationships between tasks in multi-task learning. This for- mulation can be viewed as a novel generalization of the regularization framework for single-task learning. Besides modeling positive task cor- relation, our method, called multi-task relation- ship learning (MTRL), can also describe neg- ative task correlation and identify outlier tasks based on the same underlying principle. Un- der this regularization framework, the objective function of MTRL is convex. For efficiency, we use an alternating method to learn the op- timal model parameters for each task as well as the relationships between tasks. We study MTRL in the symmetric multi-task learning set- ting and then generalize it to the asymmetric set- ting as well. We also study the relationships be- tween MTRL and some existing multi-task learn- ing methods. Experiments conducted on a toy problem as well as several benchmark data sets demonstrate the effectiveness of MTRL.