A Complex Picture of Multi-task Learning
summary
Multitask learning with N source datasets each of size n yields a mixed picture: an oracle vs adaptive gap where an oracle that knows which M sources are close to the target can get aggregate-sample rates much faster than using target data alone, but no adaptive procedure (without side information) can guarantee that improvement because identifying the good sources incurs a combinatorial multiple-hypothesis-testing cost. Positive results require extra info such as ranking knowledge suffices or low-noise margins; in regression, linear shared-subspace recovery uses averaged outer products and sine-theta subspace estimation for fast rates, while nonlinear RKHS cases force overfit regressions (regularization bias) and need stronger smoothness.
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chapters (16)
- 0:00Multitask learning intro
- 1:26Goals and assumptions
- 6:24Key questions on gains
- 8:20Unstructured vs structured
- 11:17Unstructured classification setup
- 13:42Challenges in gains
- 15:32Source-target relationships
- 21:20Minimax rates and oracle
- 23:33Negative results on adaptivity
- 27:58Why practical algorithms fail
- 31:55Open questions and tightness
- 32:16Structured regression overview
- 34:10Linear structured regression intuition
- 37:55Nonlinear structured regression challenges
- 42:07Summary of mixed results
- 43:13Q&A on limitations
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