Near-optimal and Efficient First-Order Algorithm for Multi-Task Learning with Shared Linear Representation

We study the multi-task linear regression problem in the presence of contaminated tasks. We address the setting where the unknown parameters of a majority of tasks are close in the $\ell_2$-norm, while a fraction of tasks are arbitrary outliers. Existing theoretical frameworks for this problem rely heavily on the assumption that the empirical second moment of each task has a minimum eigenvalue bounded away from zero (order $Ω(1)$). Crucially, this assumption fails in many high-dimensional scenarios, rendering prior guarantees vacuous. To overcome this limitation, we propose an estimator based on matrix-weighted norm regularization. We also introduce a relative balancedness condition, quantified by a balancedness constant, that compares each task's second moment with the average inlier geometry and relaxes the need for taskwise second-moment lower bounds. In favorable regimes with moderate balancedness, our prediction MSE bounds match the rate of Duan and Wang (2023) under substantially weaker spectral assumptions; the resulting task-overall MSE is minimax optimal up to logarithmic factors. Furthermore, we demonstrate that our estimator enjoys a safety guarantee: when the relevant balancedness constant is large or infinite, or when tasks are unrelated, the method performs no worse than independent task learning.

Learned representations are often invariant to rotational transformations, leaving individual dimensions non-identifiable and interchangeable. We study how Matryoshka Representation Learning (MRL) induces a task-aligned privileged basis distinct from variance-based or regularizer-induced orderings. In the linear setting, we prove that full-prefix MRL recovers the ordered principal directions, and can be computed efficiently using shared statistics. Empirically, we demonstrate that MRL yields consistent per-dimension structure aligned with task signal, where coordinate magnitude reflects informativeness.

This paper presents the Constrained Multi-Task Representation Learning (CMTRL) framework for linear bandits. We consider T linear bandit tasks in a d dimensional space, which share a common low-dimensional representation of dimension r, where r is much smaller than the minimum of d and T. Furthermore, tasks are constrained so that only actions meeting specific safety or performance requirements are allowed, referred to as conservative (safe) bandits. We introduce a novel algorithm, Safe-Alternating projected Gradient Descent and minimization (Safe-AltGDmin), to recover a low-rank feature matrix while satisfying the given constraints. Building on this algorithm, we propose a multi-task representation learning framework for conservative linear bandits and establish theoretical guarantees for its regret and sample complexity bounds. We presented experiments and compared the performance of our algorithm with benchmark algorithms.