Neural Information Processing Systems http://nips.cc/

This paper addresses the challenge of jointly learning both the per-task model parameters and the inter-task relationships in a multi-task online learning setting. The proposed algorithm features probabilistic interpretation, efficient updating rules and flexible modulation on whether learners focus on their specific task or on jointly address all tasks. The paper also proves a sub-linear regret bound as compared to the best linear predictor in hindsight. Experiments over three multitask learning benchmark datasets show advantageous performance of the proposed approach over several state-of-the-art online multi-task learning baselines.

This paper addresses the challenge of learning from peers in an online multitask setting. Instead of always requesting a label from a human oracle, the proposed method first determines if the learner for each task can acquire that label with sufficient confidence from its peers either as a task-similarity weighted sum, or from the single most similar task. If so, it saves the oracle query for later use in more difficult cases, and if not it queries the human oracle. The paper develops the new algorithm to exhibit this behavior and proves a theoretical mistake bound for the method compared to the best linear predictor in hindsight. Experiments over three multitask learning benchmark datasets show clearly superior performance over baselines such as assuming task independence, learning only from the oracle and not learning from peer tasks.