Title
A Probabilistic Model for Dirty Multi-task Feature Selection
Abstract
Multi-task feature selection methods often make the hypothesis that learning tasks share relevant and irrelevant features. However, this hypothesis may be too restrictive in practice. For example, there may be a few tasks with specific relevant and irrelevant features (outlier tasks). Similarly, a few of the features may be relevant for only some of the tasks (outlier features). To account for this, we propose a model for multitask feature selection based on a robust prior distribution that introduces a set of binary latent variables to identify outlier tasks and outlier features. Expectation propagation can be used for efficient approximate inference under the proposed prior. Several experiments show that a model based on the new robust prior provides better predictive performance than other benchmark methods.
Year
Venue
DocType
2015
International Conference on Machine Learning
Conference
Citations 
PageRank 
References 
7
0.41
18
Authors
3
Name
Order
Citations
PageRank
Daniel Hernández-Lobato144026.10
José Miguel Hernández-Lobato261349.06
Zoubin Ghahramani3104551264.39