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Generalization Errors and Learning Curves for Regression with Multi-task Gaussian Processes
Kian Ming A Chai

Mon Dec 07 07:00 PM -- 11:59 PM (PST) @

We provide some insights into how task correlations in multi-task Gaussian process (GP) regression affect the generalization error and the learning curve. We analyze the asymmetric two-task case, where a secondary task is to help the learning of a primary task. Within this setting, we give bounds on the generalization error and the learning curve of the primary task. Our approach admits intuitive understandings of the multi-task GP by relating it to single-task GPs. For the case of one-dimensional input-space under optimal sampling with data only for the secondary task, the limitations of multi-task GP can be quantified explicitly.

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Kian Ming A Chai (University of Edinburgh)

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