Online Multi-task Learning with Hard Constraints
| dc.creator | Lugosi, Gabor | |
| dc.creator | Papaspiliopoulos, Omiros | |
| dc.creator | Stoltz, Gilles | |
| dc.date | 2009-02-20 | |
| dc.date | 2009-03-27 | |
| dc.date.accessioned | 2026-07-07T12:56:55Z | |
| dc.date.available | 2026-07-07T12:56:55Z | |
| dc.description | We discuss multi-task online learning when a decision maker has to deal simultaneously with M tasks. The tasks are related, which is modeled by imposing that the M-tuple of actions taken by the decision maker needs to satisfy certain constraints. We give natural examples of such restrictions and then discuss a general class of tractable constraints, for which we introduce computationally efficient ways of selecting actions, essentially by reducing to an on-line shortest path problem. We briefly discuss "tracking" and "bandit" versions of the problem and extend the model in various ways, including non-additive global losses and uncountably infinite sets of tasks. | |
| dc.identifier | https://arxiv.org/abs/0902.3526 | |
| dc.identifier | http://arxiv.org/abs/0902.3526 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/224748 | |
| dc.subject | Machine Learning | |
| dc.subject | Statistics Theory | |
| dc.title | Online Multi-task Learning with Hard Constraints | |
| dc.type | text |