/MTIL-example

Multi-Task Feature Interaction Learning -- code example.

Primary LanguageMATLAB

MTIL

Multi-Task Feature Interaction Learning (MTIL)

Publications:

  1. Multi-Task Feature Interaction Learning.
    Kaixiang Lin, Jianpeng Xu, Inci M. Baytas, Shuiwang Ji, Jiayu Zhou
    KDD 2016. [Paper]

Acknowledgement

This project is based in part upon work supported by the National Science Foundation under Grant IIS-1565596 and Office of Naval Research N00014-14-1-0631.

Folder Structure:

|>MTLconvx: convex formulations
---- MTIL_L_Lc
---- MTIL_L_S
---- MTIL_S_Lc
---- MTIL_S_S

|>MTLnonconvx: nonconvex formulations
---- MTIL_L_Ln
---- MTIL_S_Ln

|>MTLlowrankW: multi-task baseline
---- MTL_L

|>STL_Least: single-task baseline
---- RR
---- STIL

|>cfiles: mex files for accelerating computation

|>datas: synthetic sample data

|>sparsa: PNOPT solver

|>utilities: utilities files for vectorizing matrics, etc.

script_run_cell_mtl_syn.m <--- run this to get a sample results.
configurefile.m <--- tune parameters here.

PS:
It's currently the code example for all methods in the paper, we will integrate this to the multi-task learning package MALSAR soon.