Sparse MultiTask Learning Toolbox 1.2

alain rakotomamonjy,remi flamary — Sun, 18 Mar 2012 11:31:00 -0000

This package is a set of Matlab scripts that implements the algorithms described in the submitted paper: "Lp-Lq Sparse Linear and Sparse Multiple Kernel MultiTask Learning". This code is provided for a sake of result reproducibility.

The code needs the SVM-KM toolbox. some files of this toolbox have been included in a sub-directory (which needs to be in the Matlab path)

Some entry files are : Exsparsemtl.m, Exsparsemtlcomp.m For reproducing the toy data results, one can run the script Toylauncher.m or the CompareGDEMsparsemtl.m. The first script takes few days of CPU while the second finishes in few hours.

The BCI entry file is BCIcomparemtl.m which allows to reproduce the paper results. Since they are quite large the BCI data are not provided here (drop me a mail if you need them)

For the protein problem, launch exbioinfopq.m

mloss.org Sparse MultiTask Learning Toolbox

Sparse MultiTask Learning Toolbox 1.2