Matrix regularization techniques for online multitask learning

Agarwal, Alekh, Rakhlin, Alexander, & Bartlett, Peter (2008) Matrix regularization techniques for online multitask learning. Technical Report, UCB/EECS-2008-138. University of California, Berkeley, Calif..

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In this paper we examine the problem of prediction with expert advice in a setup where the learner is presented with a sequence of examples coming from different tasks. In order for the learner to be able to benefit from performing multiple tasks simultaneously, we make assumptions of task relatedness by constraining the comparator to use a lesser number of best experts than the number of tasks. We show how this corresponds naturally to learning under spectral or structural matrix constraints, and propose regularization techniques to enforce the constraints. The regularization techniques proposed here are interesting in their own right and multitask learning is just one application for the ideas. A theoretical analysis of one such regularizer is performed, and a regret bound that shows benefits of this setup is reported.

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ID Code: 44020
Item Type: Report
Refereed: No
Additional Information: Fulltext freely available see link above
Additional URLs:
Keywords: OAVJ
Divisions: Past > QUT Faculties & Divisions > Faculty of Science and Technology
Past > Schools > Mathematical Sciences
Copyright Owner: Copyright 2008 please consult the authors
Deposited On: 17 Aug 2011 23:58
Last Modified: 23 Jan 2015 04:30

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