Multitask learning is a powerful framework that enables one to simultaneously learn multiple related tasks by sharing information between them. Quantifying uncertainty in the estimated tasks is of pivotal importance for many downstream applications, such as online or active learning. In this work, we provide novel confidence intervals for multitask regression in the challenging agnostic setting, i.e., when neither the similarity between tasks nor the tasks' features are available to the learner. The obtained intervals do not require i.i.d.

Offset Rademacher complexities have been shown to provide tight upper bounds for the square loss in a broad class of problems including improper statistical learning and online learning. We show that the offset complexity can be generalized to any loss that satisfies a certain general convexity condition. Further, we show that this condition is closely related to both exponential concavity and self-concordance, unifying apparently disparate results. By a novel geometric argument, many of our bounds translate to improper learning in a non-convex class with Audibert's star algorithm. Thus, the offset complexity provides a versatile analytic tool that covers both convex empirical risk minimization and improper learning under entropy conditions. Applying the method, we recover the optimal rates for proper and improper learning with the p-loss for 1

State-of-the-art deep neural networks are still struggling to address the catastrophic forgetting problem in continual learning. In this paper, we propose one simple paradigm (named as S-Prompting) and two concrete approaches to highly reduce the forgetting degree in one of the most typical continual learning scenarios, i.e., domain increment learning (DIL). The key idea of the paradigm is to learn prompts independently across domains with pre-trained transformers, avoiding the use of exemplars that commonly appear in conventional methods. This results in a win-win game where the prompting can achieve the best for each domain.