Generalization Bounds of Multitask Learning From Perspective of Vector-Valued Function Learning.

In this article, we study the generalization performance of multitask learning (MTL) by considering MTL as a learning process of vector-valued functions (VFs). We will answer two theoretical questions, given a small size training sample: 1) under what conditions does MTL perform better than single-task learning (STL)? And 2) under what conditions does MTL guarantee the consistency of all tasks dur...