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One-class SVM in multi-task learning

Multi-Task Learning (MTL) has become an active research topic in recent years. While most machine learning methods focus on the learning of tasks independently, multi-task learning aims to improve the generalization performance by training multiple related tasks simultaneously. This paper presents a new approach to multi-task learning based on one-class Support Vector Machine (one-class SVM). In the proposed approach, we first make the assumption that the model parameter values of different tasks are close to a certain mean value. Then, a number of one-class SVMs, one for each task, are learned simultaneously. Our multi-task approach is easy to implement since it only requires a simple modification of the optimization problem in the single one-class SVM. Experimental results demonstrate the effectiveness of the proposed approach.