Multi-task $$\nu$$ ν -twin support vector machines

Twin support vector machine (TWSVM) is proved to be better than support vector machine (SVM) in most cases, since it only deals with two smaller quadratic programming problems, which leads to high computational efficiency. It is proposed to solve a single-task learning problem, just like many other machine learning algorithms. However, a learning task may have relationships with other tasks in many practical problems. Training those tasks independently may neglect the underlying information among all tasks, while such information may be useful to improve the overall performance. Inspired by the multi-task learning theory, we propose two novel multi-task $$\nu$$ -TWSVMs. Both models inherit the merits of multi-task learning and $$\nu$$ -TWSVM. Meanwhile, they overcome the shortcomings of other multi-task SVMs and multi-task TWSVMs. Experimental results on three benchmark datasets and two popular image datasets also clearly demonstrate the effectiveness of our methods.