I. Introduction
A recent principle tells us that multitask learning or learning multiple related tasks simultaneously has better performance than learning these tasks independently [1]–[5]. Focused on multitask learning, the principal goal of multitask learning is to improve the generalization performance of learners by leveraging the domain-specific information contained in the related tasks [1]. One way to reach the goal is learning multiple-related tasks simultaneously while using a common representation. In fact, the training signals for extra tasks serve as an inductive bias which is helpful to learn multiple complex tasks together [1]. Empirical and theoretical studies on multitask learning have been actively performed in the following three areas: multitask classification learning [2]–[13], multitask clustering [14]–[21], and multitask regression learning [22]–[28]. It has been shown in those studies that, when there are relations between multiple tasks to learn, it is beneficial to learn them simultaneously instead of learning each task independently. Although those studies have indicated the significance of multitask learning and demonstrated certain effectiveness in different real-world applications, the current multitask learning methods are still very limited and cannot keep up with the real-world requirements, particularly in fuzzy modeling. Thus, this paper focuses on multitask fuzzy modeling.