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What and Who

Multi-Task Learning and Matrix Regularization

Andreas Argyriou
UCL London
Talk

Dr. Argyriou obtained his BSc, MEng in EECS from MIT, Boston, his MSc and PhD (January 2008) from UCL, London, working with M. Pontil and Z. Ghahramani. His interests are in machine learning, regularisation theory, kernel methods, multi-task and transfer learning, sparse estimation, learning combinations of kernels, convex optimisation, semi-supervised learning, with applications to bioinformatics, computer vision, and collaborative filtering, among others.
AG 1, AG 4, RG1, MMCI, AG 3, AG 5, SWS  
AG Audience
English

Date, Time and Location

Tuesday, 21 July 2009
11:00
45 Minutes
E1 4
019
Saarbrücken

Abstract

Multi-task learning extends the standard paradigm of supervised learning. In multi-task learning, samples for multiple related tasks are given and the goal is to learn a function for each task and also to generalize well (transfer learned knowledge) on new tasks. The applications of this paradigm are numerous and range from computer vision to collaborative filtering to bioinformatics while it also relates to matrix completion, multiclass, multiview learning etc. I will present a framework for multi-task learning which is based on learning a common kernel for all tasks. I will also show how this formulation connects to the trace norm and group Lasso approaches. Moreover, the proposed optimization problem can be solved using an alternating minimization algorithm which is simple and efficient. It can also be "kernelized" by virtue of a multi-task representer theorem, which holds for a large family of matrix regularization problems and includes the classical representer theorem as a special case. Finally, I will draw an analogy between multi-task learning and convex kernel learning and will present a general convergent algorithm for learning convex combinations of finite or infinite kernels.

Contact

Thorsten Thormaehlen (for Matthias Seeger)
+49 681 9325-417
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Thorsten Thormählen, 07/15/2009 10:23
Thorsten Thormählen, 07/15/2009 10:23 -- Created document.