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MTIL-example

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README

The README file for this repository.

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.