Learning rates for multi-task regularization networks

Multi-task learning is an important trend of machine learning in facing the era of artificial intelligence and big data. Despite a large amount of researches on learning rate estimates of various single-task machine learning algorithms, there is little parallel work for multi-task learning. We present mathemat-ical analysis on the learning rate estimate of multi-task learning based on the theory of vector-valued reproducing kernel Hilbert spaces and matrix-valued reproducing kernels. For the typical multi-task reg-ularization networks, an explicit learning rate dependent both on the number of sample data and the number of tasks is obtained. It reveals that the generalization ability of multi-task learning algorithms is indeed affected as the number of tasks increases. (c) 2021 Elsevier B.V. All rights reserved.