Multi-task Learning in vector-valued reproducing kernel Banach spaces with the ℓ1 norm
Multi-task Learning in vector-valued reproducing kernel Banach spaces with the ℓ1 norm
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DOI:
10.1016/j.jco.2020.101514
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发表时间:
2019-01
期刊:
影响因子:
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通讯作者:
Rongrong Lin;Guohui Song;Haizhang Zhang
中科院分区:
文献类型:
--
作者:
Rongrong Lin;Guohui Song;Haizhang Zhang
Targeting at sparse multi-task learning, we consider regularization models with an ℓ 1 penalty on the coefficients of kernel functions. In order to provide a kernel method for this model, we construct a class of vector-valued reproducing kernel Banach spaces with the ℓ 1 norm. The notion of multi-task admissible kernels is proposed so that the constructed spaces could have desirable properties including the crucial linear representer theorem. Such kernels are related to bounded Lebesgue constants of a kernel interpolation question. We study the Lebesgue constant of multi-task kernels and provide examples of admissible kernels. Furthermore, we present numerical experiments for both synthetic data and real-world benchmark data to demonstrate the advantages of the proposed construction and regularization models.