Union Support Recovery in Multi-task Learning

  • Authors:
  • Mladen Kolar;John Lafferty;Larry Wasserman

  • Affiliations:
  • -;-;-

  • Venue:
  • The Journal of Machine Learning Research
  • Year:
  • 2011

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Abstract

We sharply characterize the performance of different penalization schemes for the problem of selecting the relevant variables in the multi-task setting. Previous work focuses on the regression problem where conditions on the design matrix complicate the analysis. A clearer and simpler picture emerges by studying the Normal means model. This model, often used in the field of statistics, is a simplified model that provides a laboratory for studying complex procedures.