Online Multi-task Learning with Hard Constraints

@article{Lugosi2009OnlineML,
  title={Online Multi-task Learning with Hard Constraints},
  author={G{\'a}bor Lugosi and Omiros Papaspiliopoulos and Gilles Stoltz},
  journal={CoRR},
  year={2009},
  volume={abs/0902.3526}
}
We discuss multi-task online learning when a decision maker has to deal simultaneously with M tasks. The tasks are related, which is modeled by imposing that theM–tuple of actions taken by the decision maker needs to satisfy certain constraints. We give natural examples of such restrictions and then discuss a general class of tractable constraints, for which we introduce computationally efficient ways of selecting actions, essentially by reducing to an on-line shortest path problem. We briefly… CONTINUE READING
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