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

Algorithm 3

--MKMTL.

Input: , , > 0

Output: ,

(1)repeat

(2)optimize with mirror-descent algorithm

(3)for   to do

(4)with fixed , compute by using an SVR solver

(5)end for

(6)

(7)until convergence criterion is satisfied