• Tasks T i (i = 1, ... , N) • Observations DT i = {(xi j , yi j )} (j = 1, ... , Mi ) • Each distribution T i ∼ p(T), DT i ∼ p(Yi|Xi, T i ) • Xi, Yi: A matrix of data • The joint distribution over task T i and data DT i : The Joint Distribution p(Yi, T i |Xi) = p(Yi|T i, Xi)p(T i ) (1) 7 / 33