Learning Multiple Tasks with Kernel Methods

  • Authors:
  • Theodoros Evgeniou;Charles A. Micchelli;Massimiliano Pontil

  • Affiliations:
  • -;-;-

  • Venue:
  • The Journal of Machine Learning Research
  • Year:
  • 2005

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Abstract

We study the problem of learning many related tasks simultaneously using kernel methods and regularization. The standard single-task kernel methods, such as support vector machines and regularization networks, are extended to the case of multi-task learning. Our analysis shows that the problem of estimating many task functions with regularization can be cast as a single task learning problem if a family of multi-task kernel functions we define is used. These kernels model relations among the tasks and are derived from a novel form of regularizers. Specific kernels that can be used for multi-task learning are provided and experimentally tested on two real data sets. In agreement with past empirical work on multi-task learning, the experiments show that learning multiple related tasks simultaneously using the proposed approach can significantly outperform standard single-task learning particularly when there are many related tasks but few data per task.