Boosted multi-task learning

  • Authors:
  • Olivier Chapelle;Pannagadatta Shivaswamy;Srinivas Vadrevu;Kilian Weinberger;Ya Zhang;Belle Tseng

  • Affiliations:
  • Yahoo! Labs, Sunnyvale, USA;Department of Computer Science, Cornell University, Ithaca, USA;Yahoo! Labs, Sunnyvale, USA;Washington University, Saint Louis, USA;Shanghai Jiao Tong University, Shanghai, China;Yahoo! Labs, Sunnyvale, USA

  • Venue:
  • Machine Learning
  • Year:
  • 2011

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Abstract

In this paper we propose a novel algorithm for multi-task learning with boosted decision trees. We learn several different learning tasks with a joint model, explicitly addressing their commonalities through shared parameters and their differences with task-specific ones. This enables implicit data sharing and regularization. Our algorithm is derived using the relationship between ℓ1-regularization and boosting. We evaluate our learning method on web-search ranking data sets from several countries. Here, multi-task learning is particularly helpful as data sets from different countries vary largely in size because of the cost of editorial judgments. Further, the proposed method obtains state-of-the-art results on a publicly available multi-task dataset. Our experiments validate that learning various tasks jointly can lead to significant improvements in performance with surprising reliability.