• Published 2006

Multi-task Feature Selection

@inproceedings{Obozinski2006MultitaskFS,
  title={Multi-task Feature Selection},
  author={Guillaume Obozinski and Ben Taskar and M. Jordan},
  year={2006}
}
We address joint feature selection across a group of classification or regression tasks. In many multi-task learning scenarios, different but related tasks share a large proportion of relevant features. We propose a novel type of joint regularization for the parameters of support vector machines in order to couple feature selection across tasks. Intuitively, we extend the `1 regularization for single-task estimation to the multi-task setting. By penalizing the sum of `2-norms of the blocks of… CONTINUE READING

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