Multi-stage multi-task feature learning

Pinghua Gong, Jieping Ye, Changshui Zhang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

45 Scopus citations

Abstract

Multi-task sparse feature learning aims to improve the generalization performance by exploiting the shared features among tasks. It has been successfully applied to many applications including computer vision and biomedical informatics. Most of the existing multi-task sparse feature learning algorithms are formulated as a convex sparse regularization problem, which is usually suboptimal, due to its looseness for approximating an l0-type regularizer. In this paper, we propose a non-convex formulation for multi-task sparse feature learning based on a novel regularizer. To solve the non-convex optimization problem, we propose a Multi-Stage Multi-Task Feature Learning (MSMTFL) algorithm. Moreover, we present a detailed theoretical analysis showing that MSMTFL achieves a better parameter estimation error bound than the convex formulation. Empirical studies on both synthetic and real-world data sets demonstrate the effectiveness of MSMTFL in comparison with the state of the art multi-task sparse feature learning algorithms.

Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems 25
Subtitle of host publication26th Annual Conference on Neural Information Processing Systems 2012, NIPS 2012
Pages1988-1996
Number of pages9
StatePublished - Dec 1 2012
Event26th Annual Conference on Neural Information Processing Systems 2012, NIPS 2012 - Lake Tahoe, NV, United States
Duration: Dec 3 2012Dec 6 2012

Publication series

NameAdvances in Neural Information Processing Systems
Volume3
ISSN (Print)1049-5258

Other

Other26th Annual Conference on Neural Information Processing Systems 2012, NIPS 2012
CountryUnited States
CityLake Tahoe, NV
Period12/3/1212/6/12

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Information Systems
  • Signal Processing

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  • Cite this

    Gong, P., Ye, J., & Zhang, C. (2012). Multi-stage multi-task feature learning. In Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012, NIPS 2012 (pp. 1988-1996). (Advances in Neural Information Processing Systems; Vol. 3).