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Learning Gaussian processes from multiple tasks

, , and . Proceedings of the 22nd international conference on Machine learning, page 1012-1019. Bonn, Germany, ACM, (2005)
DOI: 10.1145/1102351.1102479

Abstract

We consider the problem of multi-task learning, that is, learning multiple related functions. Our approach is based on a hierarchical Bayesian framework, that exploits the equivalence between parametric linear models and nonparametric Gaussian processes (GPs). The resulting models can be learned easily via an EM-algorithm. Empirical studies on multi-label text categorization suggest that the presented models allow accurate solutions of these multi-task problems.

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