In this paper we examine the problem of prediction with expert advice in a setup where the learner is presented with a sequence of examples coming from different tasks. In order for the learner to be able to benefit from performing multiple tasks simultaneously, we make assumptions of task relatedness by constraining the comparator to use a lesser number of best experts than the number of tasks. We show how this corresponds naturally to learning under spectral or structural matrix constraints, and propose regularization techniques to enforce the constraints. The regularization techniques proposed here are interesting in their own right and multitask learning is just one application for the ideas. A theoretical analysis of one such regularizer is performed, and a regret bound that shows benefits of this setup is reported.
Title
Matrix Regularization Techniques for Online Multitask Learning
Published
2008-10-23
Full Collection Name
Electrical Engineering & Computer Sciences Technical Reports
Other Identifiers
EECS-2008-138
Type
Text
Extent
17 p
Archive
The Engineering Library
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