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Quite often a machine learning problem lends itself to be split in several well-defined subproblems, or tasks. The goal of Multi-Task Learning (MTL) is to leverage the joint learning of the problem from two different perspectives: on the one hand, a single, overall model, and on the other hand task-specific models. In this way, the found solution by MTL may be better than those of either the common or the task-specific models. Starting with the work of Evgeniou et al., support vector machines (SVMs) have lent themselves naturally to this approach. This paper proposes a convex formulation of MTL for the L1-, L2- and LS-SVM models that results in dual problems quite similar to the single-task ones, but with multi-task kernels; in turn, this makes possible to train the convex MTL models using standard solvers. As an alternative approach, the direct optimal combination of the already trained common and task-specific models can also be considered. In this paper, a procedure to compute the optimal combining parameter with respect to four different error functions is derived. As shown experimentally, the proposed convex MTL approach performs generally better than the alternative optimal convex combination, and both of them are better than the straight use of either common or task-specific models. [ABSTRACT FROM AUTHOR]

In this paper, a novel L2-SVM based classifier Multi-view L2-SVM is proposed to address multi-view classification tasks. The proposed Multi-view L2-SVM classifier does not have any bias in its objective function and hence has the flexibility like μ -SVC in the sense that the number of the yielded support vectors can be controlled by a pre-specified parameter. The proposed Multi-view L2-SVM classifier can make full use of the coherence and the difference of different views through imposing the consensus among multiple views to improve the overall classification performance. Besides, based on the generalized core vector machine GCVM, the proposed Multi-view L2-SVM classifier is extended into its GCVM version MvCVM which can realize its fast training on large scale multi-view datasets, with its asymptotic linear time complexity with the sample size and its space complexity independent of the sample size. Our experimental results demonstrated the effectiveness of the proposed Multi-view L2-SVM classifier for small scale multi-view datasets and the proposed MvCVM classifier for large scale multi-view datasets. [ABSTRACT FROM AUTHOR]