Multitask learning
Multitask learning (MTL) is a subfield of machine learning in which multiple learning tasks are solved at the same time, while exploiting commonalities and differences across tasks. This can result in improved learning efficiency and prediction accuracy for the taskspecific models, when compared to training the models separately. Early versions of MTL were called "hints".
In a widely cited 1997 paper, Rich Caruana gave the following characterization:
Multitask Learning is an approach to inductive transfer that improves generalization by using the domain information contained in the training signals of related tasks as an inductive bias. It does this by learning tasks in parallel while using a shared representation; what is learned for each task can help other tasks be learned better.
In the classification context, MTL aims to improve the performance of multiple classification tasks by learning them jointly. One example is a spamfilter, which can be treated as distinct but related classification tasks across different users. To make this more concrete, consider that different people have different distributions of features which distinguish spam emails from legitimate ones, for example an English speaker may find that all emails in Russian are spam, not so for Russian speakers. Yet there is a definite commonality in this classification task across users, for example one common feature might be text related to money transfer. Solving each user's spam classification problem jointly via MTL can let the solutions inform each other and improve performance.^{[citation needed]} Further examples of settings for MTL include multiclass classification and multilabel classification.
Multitask learning works because regularization induced by requiring an algorithm to perform well on a related task can be superior to regularization that prevents overfitting by penalizing all complexity uniformly. One situation where MTL may be particularly helpful is if the tasks share significant commonalities and are generally slightly under sampled. However, as discussed below, MTL has also been shown to be beneficial for learning unrelated tasks.
Methods
The key challenge in multitask learning, is how to combine learning signals from multiple tasks into a single model. This may strongly depend on how well different task agree with each other, or contradict each other. There are several ways to address this challenge:
Task grouping and overlap
Within the MTL paradigm, information can be shared across some or all of the tasks. Depending on the structure of task relatedness, one may want to share information selectively across the tasks. For example, tasks may be grouped or exist in a hierarchy, or be related according to some general metric. Suppose, as developed more formally below, that the parameter vector modeling each task is a linear combination of some underlying basis. Similarity in terms of this basis can indicate the relatedness of the tasks. For example, with sparsity, overlap of nonzero coefficients across tasks indicates commonality. A task grouping then corresponds to those tasks lying in a subspace generated by some subset of basis elements, where tasks in different groups may be disjoint or overlap arbitrarily in terms of their bases. Task relatedness can be imposed a priori or learned from the data. Hierarchical task relatedness can also be exploited implicitly without assuming a priori knowledge or learning relations explicitly. For example, the explicit learning of sample relevance across tasks can be done to guarantee the effectiveness of joint learning across multiple domains.
One can attempt learning a group of principal tasks using a group of auxiliary tasks, unrelated to the principal ones. In many applications, joint learning of unrelated tasks which use the same input data can be beneficial. The reason is that prior knowledge about task relatedness can lead to sparser and more informative representations for each task grouping, essentially by screening out idiosyncrasies of the data distribution. Novel methods which builds on a prior multitask methodology by favoring a shared lowdimensional representation within each task grouping have been proposed. The programmer can impose a penalty on tasks from different groups which encourages the two representations to be orthogonal. Experiments on synthetic and real data have indicated that incorporating unrelated tasks can result in significant improvements over standard multitask learning methods.
Transfer of knowledge
Related to multitask learning is the concept of knowledge transfer. Whereas traditional multitask learning implies that a shared representation is developed concurrently across tasks, transfer of knowledge implies a sequentially shared representation. Large scale machine learning projects such as the deep convolutional neural network GoogLeNet, an imagebased object classifier, can develop robust representations which may be useful to further algorithms learning related tasks. For example, the pretrained model can be used as a feature extractor to perform preprocessing for another learning algorithm. Or the pretrained model can be used to initialize a model with similar architecture which is then finetuned to learn a different classification task.
Multiple nonstationary tasks
Traditionally Multitask learning and transfer of knowledge are applied to stationary learning settings. Their extension to nonstationary environments is termed Group online adaptive learning (GOAL). Sharing information could be particularly useful if learners operate in continuously changing environments, because a learner could benefit from previous experience of another learner to quickly adapt to their new environment. Such groupadaptive learning has numerous applications, from predicting financial timeseries, through content recommendation systems, to visual understanding for adaptive autonomous agents.
Multitask optimization
Multitask optimization: In some cases, the simultaneous training of seemingly related tasks may hinder performance compared to singletask models. Commonly, MTL models employ taskspecific modules on top of a joint feature representation obtained using a shared module. Since this joint representation must capture useful features across all tasks, MTL may hinder individual task performance if the different tasks seek conflicting representation, i.e., the gradients of different tasks point to opposing directions or differ significantly in magnitude. This phenomenon is commonly referred to as negative transfer. To mitigate this issue, various MTL optimization methods have been proposed. Commonly, the pertask gradients are combined into a joint update direction through various aggregation algorithms or heuristics. These methods include subtracting the projection of conflicted gradients, applying techniques from game theory, and using Bayesian modeling to get a distribution over gradients.
Mathematics
Reproducing Hilbert space of vector valued functions (RKHSvv)
The MTL problem can be cast within the context of RKHSvv (a complete inner product space of vectorvalued functions equipped with a reproducing kernel). In particular, recent focus has been on cases where task structure can be identified via a separable kernel, described below. The presentation here derives from Ciliberto et al., 2015.
RKHSvv concepts
Suppose the training data set is , with , , where t indexes task, and . Let . In this setting there is a consistent input and output space and the same loss function for each task: . This results in the regularized machine learning problem:

(1)
where is a vector valued reproducing kernel Hilbert space with functions having components .
The reproducing kernel for the space of functions is a symmetric matrixvalued function , such that and the following reproducing property holds:

(2)
The reproducing kernel gives rise to a representer theorem showing that any solution to equation 1 has the form:

(3)
Separable kernels
The form of the kernel Γ induces both the representation of the feature space and structures the output across tasks. A natural simplification is to choose a separable kernel, which factors into separate kernels on the input space X and on the tasks . In this case the kernel relating scalar components and is given by . For vector valued functions we can write , where k is a scalar reproducing kernel, and A is a symmetric positive semidefinite matrix. Henceforth denote .
This factorization property, separability, implies the input feature space representation does not vary by task. That is, there is no interaction between the input kernel and the task kernel. The structure on tasks is represented solely by A. Methods for nonseparable kernels Γ is a current field of research.
For the separable case, the representation theorem is reduced to . The model output on the training data is then KCA , where K is the empirical kernel matrix with entries , and C is the matrix of rows .
With the separable kernel, equation 1 can be rewritten as

(P)
where V is a (weighted) average of L applied entrywise to Y and KCA. (The weight is zero if is a missing observation).
Note the second term in P can be derived as follows:
Known task structure
Task structure representations
There are three largely equivalent ways to represent task structure: through a regularizer; through an output metric, and through an output mapping.
Regularizer — With the separable kernel, it can be shown (below) that , where is the element of the pseudoinverse of , and is the RKHS based on the scalar kernel , and . This formulation shows that controls the weight of the penalty associated with . (Note that arises from .)
Output metric — an alternative output metric on can be induced by the inner product . With the squared loss there is an equivalence between the separable kernels under the alternative metric, and , under the canonical metric.
Output mapping — Outputs can be mapped as to a higher dimensional space to encode complex structures such as trees, graphs and strings. For linear maps L, with appropriate choice of separable kernel, it can be shown that .
Task structure examples
Via the regularizer formulation, one can represent a variety of task structures easily.
 Letting (where is the TxT identity matrix, and is the TxT matrix of ones) is equivalent to letting Γ control the variance of tasks from their mean . For example, blood levels of some biomarker may be taken on T patients at time points during the course of a day and interest may lie in regularizing the variance of the predictions across patients.
 Letting , where is equivalent to letting control the variance measured with respect to a group mean: . (Here the cardinality of group r, and is the indicator function). For example, people in different political parties (groups) might be regularized together with respect to predicting the favorability rating of a politician. Note that this penalty reduces to the first when all tasks are in the same group.
 Letting , where is the Laplacian for the graph with adjacency matrix M giving pairwise similarities of tasks. This is equivalent to giving a larger penalty to the distance separating tasks t and s when they are more similar (according to the weight ,) i.e. regularizes .
 All of the above choices of A also induce the additional regularization term which penalizes complexity in f more broadly.
Learning tasks together with their structure
Learning problem P can be generalized to admit learning task matrix A as follows:

(Q)
Choice of must be designed to learn matrices A of a given type. See "Special cases" below.
Optimization of Q
Restricting to the case of convex losses and coercive penalties Ciliberto et al. have shown that although Q is not convex jointly in C and A, a related problem is jointly convex.
Specifically on the convex set , the equivalent problem

(R)
is convex with the same minimum value. And if is a minimizer for R then is a minimizer for Q.
R may be solved by a barrier method on a closed set by introducing the following perturbation:

(S)
The perturbation via the barrier forces the objective functions to be equal to on the boundary of .
S can be solved with a block coordinate descent method, alternating in C and A. This results in a sequence of minimizers in S that converges to the solution in R as , and hence gives the solution to Q.
Special cases
Spectral penalties  Dinnuzo et al suggested setting F as the Frobenius norm . They optimized Q directly using block coordinate descent, not accounting for difficulties at the boundary of .
Clustered tasks learning  Jacob et al suggested to learn A in the setting where T tasks are organized in R disjoint clusters. In this case let be the matrix with . Setting , and , the task matrix can be parameterized as a function of : , with terms that penalize the average, between clusters variance and within clusters variance respectively of the task predictions. M is not convex, but there is a convex relaxation . In this formulation, .
Generalizations
Nonconvex penalties  Penalties can be constructed such that A is constrained to be a graph Laplacian, or that A has low rank factorization. However these penalties are not convex, and the analysis of the barrier method proposed by Ciliberto et al. does not go through in these cases.
Nonseparable kernels  Separable kernels are limited, in particular they do not account for structures in the interaction space between the input and output domains jointly. Future work is needed to develop models for these kernels.
Software package
A Matlab package called MultiTask Learning via StructurAl Regularization (MALSAR) implements the following multitask learning algorithms: MeanRegularized MultiTask Learning, MultiTask Learning with Joint Feature Selection, Robust MultiTask Feature Learning, TraceNorm Regularized MultiTask Learning, Alternating Structural Optimization, Incoherent LowRank and Sparse Learning, Robust LowRank MultiTask Learning, Clustered MultiTask Learning, MultiTask Learning with Graph Structures.