Learning task relational structure for multi-Task feature learning

In multi-Task learning, it is paramount to discover the relational structure of tasks and utilize the learned task structure. Previous works have been using the low-rank latent feature subspace to capture the task relations, and some of them aim to learn the group based relational structure of tasks. However, in many cases, the low-rank subspace may not exist for the specific group of tasks, thus using this paradigm would not work. To discover the task relational structures, we propose a novel multi-Task learning method using the structured sparsity-inducing norms to automatically uncover the relations of tasks. Instead of imposing the lowrank constraint, our new model uses a more meaningful assumption, in which the tasks from the same relational group should share the common feature subspace. We can discover the group relational structure of tasks and learn the shared feature subspace for each task group, which help to improve the predictive performance. Our proposed algorithm avoids the high computational complexity of integer programming, thus it converges very fast. Empirical studies conducted on both synthetic and real-world data show that our method consistently outperforms related multi-Task learning methods.