Parametric Task Learning

We introduce a novel formulation of multi-task learning (MTL) called parametric task learning (PTL) that can systematically handle infinitely many tasks parameterized by a continuous parameter. Our key finding is that, for a certain class of PTL problems, the path of optimal task-wise solutions can be represented as piecewise-linear functions of the continuous task parameter. Based on this fact, we employ a parametric programming technique to obtain the common shared representation across all the continuously parameterized tasks efficiently. We show that our PTL formulation is useful in various scenarios such as learning under non-stationarity, cost-sensitive learning, and quantile regression, and demonstrate the usefulness of the proposed method experimentally in these scenarios.

Authors

• Ichiro Takeuchi Nagoya University RIKEN AIP
• Tatsuya Hongo Nagoya Institute of Technology
• Masashi Sugiyama RIKEN Center for Advanced Intelligence Project The University of Tokyo
• Shinichi Nakajima

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