2010 LearningIncoherentSparseandLowR

• (Chen et al., 2010) ⇒ Jianhui Chen, Ji Liu, and Jieping Ye. (2010). “Learning Incoherent Sparse and Low-rank Patterns from Multiple Tasks.” In: Proceedings of the 16th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD-2010). doi:10.1145/1835804.1835952

Subject Headings:

Cited By

• http://scholar.google.com/scholar?q=%22Learning+incoherent+sparse+and+low-rank+patterns+from+multiple+tasks%22+2010
• http://portal.acm.org/citation.cfm?id=1835952&preflayout=flat#citedby

Quotes

Author Keywords

Multi-task learning, Low-rank and sparse patterns, Trace norm

Abstract

We consider the problem of learning incoherent sparse and low-rank patterns from multiple tasks. Our approach is based on a linear multi-task learning formulation, in which the sparse and low-rank patterns are induced by a cardinality regularization term and a low-rank constraint, respectively. This formulation is non-convex; we convert it into its convex surrogate, which can be routinely solved via semidefinite programming for small-size problems. We propose to employ the general projected gradient scheme to efficiently solve such a convex surrogate; however, in the optimization formulation, the objective function is non-differentiable and the feasible domain is non-trivial. We present the procedures for computing the projected gradient and ensuring the global convergence of the projected gradient scheme. The computation of projected gradient involves a constrained optimization problem; we show that the optimal solution to such a problem can be obtained via solving an unconstrained optimization subproblem and an Euclidean projection subproblem. In addition, we present two projected gradient algorithms and discuss their rates of convergence. Experimental results on benchmark data sets demonstrate the effectiveness of the proposed multi-task learning formulation and the efficiency of the proposed projected gradient algorithms.

References

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	Author	volume	Date Value	title	type	journal	titleUrl	doi	note	year
2010 LearningIncoherentSparseandLowR	Jieping Ye Jianhui Chen Ji Liu			Learning Incoherent Sparse and Low-rank Patterns from Multiple Tasks		KDD-2010 Proceedings		10.1145/1835804.1835952		2010