MMT

A Matlab library for multi-task learning, implements lasso, multi-task lasso, and graph-guided lasso.

Features

• An effcient and well calibrated (in terms of algorithm, time, and memory) C implementation with Matlab binding
• Supports multi-threads with openMPI
• Well tested with both simulated and real datasets
• Support large data size up to the order of 10k+ features and 10k+ tasks

Documentation

See doc.pdf

Reference

X. Chen, X. Shi, X. Xu etc, A Two Graph Guided Multi-task Lasso Approach for eQTL Mapping. Proceedings of AISTATS 2012, also Journal of Machine Learning Research Volume 22.