sMTL: Sparse Multi-Task Learning
Gabriel C. Loewinger, Kayhan Behdin, Giovanni Parmigiani, Rahul Mazumder · 2023
Implements L0-constrained Multi-Task Learning and domain generalization algorithms. The algorithms are coded in Julia allowing for fast implementations of the coordinate descent and local combinatorial search algorithms. For more details, see a preprint of the paper: Loewinger et al., (2022) .