Multitask Learning Using Regularized Multiple Kernel Learning

Empirical success of kernel-based learning algorithms is very much dependent on the kernel function used. Instead of using a single fixed kernel function, multiple kernel learning (MKL) algorithms learn a combination of different kernel functions in order to obtain a similarity measure that better matches the underlying problem. We study multitask learning (MTL) problems and formulate a novel MTL algorithm that trains coupled but nonidentical MKL models across the tasks. The proposed algorithm is especially useful for tasks that have different input and/or output space characteristics and is computationally very efficient. Empirical results on three data sets validate the generalization performance and the efficiency of our approach.