Multi-Task Feature Learning

We present a method for learning a low-dimensional representation which is shared across a set of multiple related tasks. The method builds upon the well-known 1-norm regularization problem using a new regularizer which controls the number of learned features common for all the tasks. We show that this problem is equivalent to a convex optimization problem and develop an iterative algorithm for solving it. The algorithm has a simple interpretation: it alternately performs a supervised and an unsupervised step, where in the latter step we learn common-across-tasks representations and in the former step we learn task-specific functions using these representations. We report experiments on a simulated and a real…

• EC
  European Commission

  Award: 506778
• EA
  Engineering and Physical Sciences Research Council

  Award: EP/D071542/1