1. An apparatus comprising: an electronic data processing device configured to perform a multi-task machine learning method to generate a multi-task (MT) predictor for a set of N classification tasks where N is greater than or equal to two, the machine learning method including: learning a multi-task decision tree (MT-DT) including learning decision rules for nodes of the MT-DT that optimize an aggregate information gain (IG) that aggregates single-task IG values for tasks of the set of N classification tasks; and constructing the MT predictor based on one or more learned MT-DTs.