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Focused Multi-task Learning Using Gaussian Processes

Focused Multi-task Learning Using Gaussian Processes

This video was recorded at European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML PKDD), Athens 2011. Given a learning task for a data set, learning it together with related tasks (data sets) can improve performance. Gaussian process models have been applied to such multi-task learning scenarios, based on joint priors for functions underlying the tasks. In previous Gaussian process approaches, all tasks have been assumed to be of equal importance, whereas in transfer learning the goal is asymmetric: to enhance performance on a target task given all other tasks. In both settings, transfer learning and joint modelling, negative transfer is a key problem: performance may actually decrease if the tasks are not related closely enough. In... Show More

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