Heterogeneous multi-task semantic feature learning for classification

Multi-task Learning (MTL) aims to learn multiple related tasks simultaneously instead of separately to improve generalization performance of each task. Most existing MTL methods assumed that the multiple tasks to be learned have the same feature representation. However, this assumption may not hold for many real-world applications. In this paper, we study the problem of MTL with heterogeneous features for each task. To address this problem, we first construct an integrated graph of a set of bipartite graphs to build a connection among different tasks. We then propose a multitask nonnegative matrix factorization (MTNMF) method to learn a common semantic feature space underlying different heterogeneous feature spaces of each task. Finally, based on the common semantic features and original heterogeneous features, we model the heterogenous MTL problem as a multi-task multi-view learning (MTMVL) problem. In this way, a number of existing MTMVL methods can be applied to solve the problem effectively. Extensive experiments on three real-world problems demonstrate the effectiveness of our proposed method.