Blockwise coordinate descent procedures for the multi-task lasso, with applications to neural semantic basis discovery

Han Liu, Mark Palatucci, Jian Zhang
2009 Proceedings of the 26th Annual International Conference on Machine Learning - ICML '09  
We develop a cyclical blockwise coordinate descent algorithm for the multi-task Lasso that efficiently solves problems with thousands of features and tasks. The main result shows that a closed-form Winsorization operator can be obtained for the sup-norm penalized least squares regression. This allows the algorithm to find solutions to very largescale problems far more efficiently than existing methods. This result complements the pioneering work of Friedman, et al. (2007) for the single-task
more » ... so. As a case study, we use the multi-task Lasso as a variable selector to discover a semantic basis for predicting human neural activation. The learned solution outperforms the standard basis for this task on the majority of test participants, while requiring far fewer assumptions about cognitive neuroscience. We demonstrate how this learned basis can yield insights into how the brain represents the meanings of words.
doi:10.1145/1553374.1553458 dblp:conf/icml/LiuPZ09 fatcat:kfuwlmdwynhrtinyhr7hcd4f7a