Linearized and Kernelized Sparse Multitask Learning for Predicting Cognitive Outcomes in Alzheimer’s Disease

Algorithm 2

-MKMTL.

Input: , ,

Output: , ,

(1)

(2)repeat

(3)initiate and

(4)for   to do

(5)With fixed and , compute by using an SVR solver

(6)end for

(7)optimize with mirror-descent algorithm

(8)optimize : where .

(9)

(10)until convergence criterion is satisfied