We consider a recently proposed optimization formulation of multi-task learning based on trace norm regularized least squares. While this problem may be formulated as a semidefini...
Ting Kei Pong, Paul Tseng, Shuiwang Ji, Jieping Ye
Regularization by the sum of singular values, also referred to as the trace norm, is a popular technique for estimating low rank rectangular matrices. In this paper, we extend som...