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arXiv 1702.04423cs.LGcs.AI
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Efficient Multitask Feature and Relationship Learning

Carnegie Mellon University(卡内基梅隆大学);Amazon Web Services(亚马逊云科技);Microsoft Research Montreal(微软蒙特利尔研究院)

Han Zhao, Otilia Stretcu, Alex Smola, Geoff Gordon

英文摘要:

We consider a multitask learning problem, in which several predictors are learned jointly. Prior research has shown that learning the relations between tasks, and between the input features, together with the predictor, can lead to better generalization and interpretability, which proved to be useful for applications in many domains. In this paper, we consider a formulation of multitask learning that learns the relationships both between tasks and between features, represented through a task covariance and a feature covariance matrix, respectively. First, we demonstrate that existing methods proposed for this problem present an issue that may lead to ill-posed optimization. We then propose an alternative formulation, as well as an efficient algorithm to optimize it. Using ideas from optimization and graph theory, we propose an efficient coordinate-wise minimization algorithm that has a closed form solution for each block subproblem. Our experiments show that the proposed optimization method is orders of magnitude faster than its competitors. We also provide a nonlinear extension that is able to achieve better generalization than existing methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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