Multi-task model and feature joint learning

Given several tasks, multi-task learning (MTL) learns multiple tasks jointly by exploring the interdependence between them. The basic assumption in MTL is that those tasks are indeed related. Existing MTL methods model the task relatedness/interdependence in two different ways, either common parameter-sharing or common featuresharing across tasks. In this paper, we propose a novel multi-task learning method to jointly learn shared parameters and shared feature representation. Our objective is to learn a set of common features with which the tasks are related as closely as possible, therefore common parameters shared across tasks can be optimally learned. We present a detailed deviation of our multi-task learning method and propose an alternating algorithm to solve the non-convex optimization problem. We further present a theoretical bound which directly demonstrates that the proposed multi-task learning method can successfully model the relatedness via joint common parameter- and common feature-learning. Extensive experiments are conducted on several real world multi-task learning datasets. All results demonstrate the effectiveness of our multitask model and feature joint learning method.