Learning Gaussian processes from multiple tasks

  • Authors:
  • Kai Yu;Volker Tresp;Anton Schwaighofer

  • Affiliations:
  • Corporate Technology, Siemens AG, Munich, Germany;Corporate Technology, Siemens AG, Munich, Germany;Intelligent Data Analysis Group, Fraunhofer FIRST, Berlin

  • Venue:
  • ICML '05 Proceedings of the 22nd international conference on Machine learning
  • Year:
  • 2005

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Abstract

We consider the problem of multi-task learning, that is, learning multiple related functions. Our approach is based on a hierarchical Bayesian framework, that exploits the equivalence between parametric linear models and nonparametric Gaussian processes (GPs). The resulting models can be learned easily via an EM-algorithm. Empirical studies on multi-label text categorization suggest that the presented models allow accurate solutions of these multi-task problems.