Mixed-integer quadratic programming reformulations of multi-task learning models

نویسندگان

چکیده

<abstract><p>In this manuscript, we consider well-known multi-task learning (MTL) models from the literature for linear regression problems, such as clustered MTL or weakly constrained MTL. We propose novel reformulations of training problem these models, based on mixed-integer quadratic programming (MIQP) techniques. show that our approach allows to drive optimization process up certified global optimality, exploiting popular off-the-shelf software solvers. By computational experiments both synthetic and real-world datasets, strategy generally leads improvements in terms predictive performance if compared classical local techniques, alternating minimization strategies, are usually employed. also suggest a number possible extensions model should further improve quality obtained regressors, introducing, example, sparsity features selection elements.</p></abstract>

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ژورنال

عنوان ژورنال: Mathematics in engineering

سال: 2022

ISSN: ['2640-3501']

DOI: https://doi.org/10.3934/mine.2023020