1 code implementation • 5 Jun 2020 • Óscar García-Hinde, Vanessa Gómez-Verdejo, Manel Martínez-Ramón
At the same time, by extending this approach with both a hierarchical and an approximate model, the proposed extensions are capable of recovering the multitask covariance and noise matrices after learning only $2T$ parameters, avoiding the validation of any model hyperparameter and reducing the overall complexity of the model as well as the risk of overfitting.