PCA-based Multi Task Learning: a Random Matrix Approach

• URL: http://arxiv.org/abs/2111.00924v1
• Date: Mon, 1 Nov 2021 13:13:38 GMT
• Title: PCA-based Multi Task Learning: a Random Matrix Approach
• Authors: Malik Tiomoko, Romain Couillet and Fr\'ed\'eric Pascal
• Abstract summary: The article proposes and theoretically analyses a emphcomputationally efficient multi-task learning (MTL) extension of popular principal component analysis (PCA)-based supervised learning schemes citebarshan2011supervised,bair2006prediction.
• Score: 40.49988553835459
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: The article proposes and theoretically analyses a \emph{computationally efficient} multi-task learning (MTL) extension of popular principal component analysis (PCA)-based supervised learning schemes \cite{barshan2011supervised,bair2006prediction}. The analysis reveals that (i) by default learning may dramatically fail by suffering from \emph{negative transfer}, but that (ii) simple counter-measures on data labels avert negative transfer and necessarily result in improved performances. Supporting experiments on synthetic and real data benchmarks show that the proposed method achieves comparable performance with state-of-the-art MTL methods but at a \emph{significantly reduced computational cost}.

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