Cross-Domain Multitask Learning with Latent Probit Models
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Learning multiple tasks across heterogeneous domains is a challenging problem since the feature space may not be the same for different tasks. We assume the data in multiple tasks are generated from a latent common domain via sparse domain transforms and propose a latent probit model (LPM) to jointly learn the domain transforms, and the shared probit classifier in the common domain. To learn meaningful task relatedness and avoid over-fitting in classification, we introduce sparsity in the domain transforms matrices, as well as in the common classifier. We derive theoretical bounds for the estimation error of the classifier in terms of the sparsity of domain transforms. An expectation-maximization algorithm is derived for learning the LPM. The effectiveness of the approach is demonstrated on several real datasets.
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James L. Meriam Professor of Electrical and Computer Engineering
Lawrence Carin earned the BS, MS, and PhD degrees in electrical engineering at the University of Maryland, College Park, in 1985, 1986, and 1989, respectively. In 1989 he joined the Electrical Engineering Department at Polytechnic University (Brooklyn) as an Assistant Professor, and became an Associate Professor there in 1994. In September 1995 he joined the Electrical Engineering Department at Duke University, where he is now a Professor, and Vice Provost for Research. From 2003-2014 he held th
Adjunct Assistant Professor in the Department of Electrical and Computer Engineering
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