Codes for the following paper: Jun-Yong Jeong and Chi-Hyuck Jun (2018), Variable Selection and Task Grouping for Multi-task learning, KDD 2018 (https://dl.acm.org/citation.cfm?id=3219819.3219992)
promotion video: https://www.youtube.com/watch?v=bJHphY_b2Sg
VSTG_MTL requires the following toolbox:
- MALSAR (Jiayu, et al., 2011, http://jiayuzhou.github.io/MALSAR/)
- minFunc(Makr Schmidit, 2005, http://www.cs.ubc.ca/~schmidtm/Software/minFunc.html)
Some codes are from MALSAR (Zhouu et al., 2011, https://github.com/jiayuzhou/MALSAR) and k-support-norm toolbox (Blaschko, 2013, https://github.com/blaschko/ksupport)
Please run demo.m
The GNU General Public License v3.0
Matlab 2017a (tested on Window 10 and Ubuntu 16.04)
May 24,2018: imporve computational efficiency