Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation.
Hoai An Le ThiVinh Thanh HoPublished in: Ann. Math. Artif. Intell. (2022)
Keyphrases
- covariance matrix
- linear regression
- multi task
- regression problems
- covariance matrices
- least squares
- multi task learning
- principal component analysis
- learning tasks
- sample size
- regression methods
- objective function
- mahalanobis distance
- transfer learning
- feature selection
- gaussian processes
- ridge regression
- maximum likelihood estimation
- learning problems
- multi class
- metric learning
- information gain
- decision trees