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Learning a meta-level prior for feature relevance from multiple related tasks

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Learning a meta-level prior for feature relevance from multiple related tasks
In many prediction tasks, selecting relevant features is essential for achieving good generalization performance. Most feature selection algorithms consider all features to be a priori equally likely to be relevant. In this paper, we use transfer learning -- learning on an ensemble of related tasks -- to construct an informative prior on feature relevance. We assume that features themselves have meta-features that are predictive of their relevance to the prediction task, and model their relevance as a function of the meta-features using hyperparameters (called meta-priors). We present a convex optimization algorithm for simultaneously learning the meta-priors and feature weights from an ensemble of related prediction tasks which share a similar relevance structure. Our approach transfers the "meta-priors" among different tasks, which makes it possible to deal with settings where tasks have nonoverlapping features or the relevance of the features vary over the tasks. We show ...
Su-In Lee, Vassil Chatalbashev, David Vickrey, Dap
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2007
Where ICML
Authors Su-In Lee, Vassil Chatalbashev, David Vickrey, Daphne Koller
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