We discuss information retrieval methods that aim at serving a diverse stream of user queries such as those submitted to commercial search engines. We propose methods that emphasize the importance of taking into consideration of query difference in learning effective retrieval functions. We formulate the problem as a multi-task learning problem using a risk minimization framework. In particular, we show how to calibrate the empirical risk to incorporate query difference in terms of introducing nuisance parameters in the statistical models, and we also propose an alternating optimization method to simultaneously learn the retrieval function and the nuisance parameters. We work out the details for both L1 and L2 regularization cases, and provide convergence analysis for the alternating optimization method for the special case when the retrieval functions belong to a reproducing kernel Hilbert space. We illustrate the effectiveness of the proposed methods using modeling data extracted fr...