Springer, Berlin, Heidelberg
Abstract Multi-task learning solves multiple related learning problems simultaneously by sharing some common structure for improved generalization performance of each task. We propose a novel approach to multi-task learning which captures task similarity through a shared basis vector set. The variability across tasks is captured through task specific basis vector set. We use sparse support vector machine (SVM) algorithm to select the basis vector sets for the tasks. The approach results in a sparse model where the prediction is done ...