This paper addresses a framework for multi-task learning. Their idea is quite simple. There is a common factor
\Theta
which is shared in different but related problems. Therefore in each problem P_k
, our parameters include w_i
, which is problem-specific and v_i
which is dependent on the common feature controled by \Theta
. To solve the model it usually desirable to alternatively optimize over w_i, v_i
and \Theta
. Usually a regularizer is also included for better generalization capacity.using this idea, the authors proposed a linear model which is solved by the ASO using SVD in each iteration to find
\Theta
(SVD-ASO in their term). With this idea, they analyzed the semi-supervised learning with auxiliary functions, which are essentially those multi-tasks.Their extention for this piece of work is scanned here.
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