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Title: Adaptive and robust multi-task learning
We study the multitask learning problem that aims to simultaneously analyze multiple data sets collected from different sources and learn one model for each of them. We propose a family of adaptive methods that automatically utilize possible similarities among those tasks while carefully handling their differences. We derive sharp statistical guarantees for the methods and prove their robustness against outlier tasks. Numerical experiments on synthetic and real data sets demonstrate the efficacy of our new methods.  more » « less
Award ID(s):
2210907
PAR ID:
10509402
Author(s) / Creator(s):
;
Publisher / Repository:
Institute of Mathematical Statistics
Date Published:
Journal Name:
The Annals of Statistics
Volume:
51
Issue:
5
ISSN:
0090-5364
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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