Multi-task learning for sparsity pattern heterogeneity: statistical and computational perspectives
面向稀疏模式异质性的多任务学习:统计与计算视角
Abstract We consider a problem in multi-task learning (MTL) where multiple linear models are jointly trained on a collection of datasets (‘tasks’). A key novelty of our framework is that it allows the sparsity pattern of regression coefficients and the values of non-zero coefficients to differ across tasks while still leveraging partially shared structure. Our methods encourage models to share information across tasks through separately encouraging (1) coefficient supports,…