Generalized Dictionary for Multitask Learning with Boosting.

While multitask learning has been extensively studied, most existing methods rely on linear models (e.g. linear regression, logistic regression), which may fail in dealing with more general (nonlinear) problems. In this paper, we present a new approach that combines dictionary learning with gradient boosting to achieve multitask learning with general (nonlinear) basis functions. Specifically, for each task we learn a sparse representation in a nonlinear dictionary that is shared across the set of tasks. Each atom of the dictionary is a nonlinear feature mapping of the original input space, learned in function space by gradient boosting. The resulting model is a hierarchical ensemble where the top layer of the hierarchy is the task-specific sparse coefficients and the bottom layer is the boosted models common to all tasks. The proposed method takes the advantages of both dictionary learning and boosting for multitask learning: knowledge across tasks can be shared via the dictionary, and flexibility and generalization performance are guaranteed by boosting. More important, this general framework can be used to adapt any learning algorithm to (nonlinear) multitask learning. Experimental results on both synthetic and benchmark real-world datasets confirm the effectiveness of the proposed approach for multitask learning.