On Better Exploring and Exploiting Task Relationships in Multitask Learning: Joint Model and Feature Learning.

Multitask learning (MTL) aims to learn multiple tasks simultaneously through the interdependence between different tasks. The way to measure the relatedness between tasks is always a popular issue. There are mainly two ways to measure relatedness between tasks: common parameters sharing and common features sharing across different tasks. However, these two types of relatedness are mainly learned independently, leading to a loss of information. In this paper, we propose a new strategy to measure the relatedness that jointly learns shared parameters and shared feature representations. The objective of our proposed method is to transform the features of different tasks into a common feature space in which the tasks are closely related and the shared parameters can be better optimized. We give a detailed introduction to our proposed MTL method. Additionally, an alternating algorithm is introduced to optimize the nonconvex objection. A theoretical bound is given to demonstrate that the relatedness between tasks can be better measured by our proposed MTL algorithm. We conduct various experiments to verify the superiority of the proposed joint model and feature MTL method.