Brain Computer Interfaces (BCI) require the use of statistical learning methods for signal recognition. In this thesis we propose a general approach using prior knowledge on the problem at hand through regularization. To this end, we learn jointly the classifier and the feature extraction step in a unique optimization problem. We focus on the problem of sensor selection, and propose several regularization terms adapted to the problem. Our first contribution is a filter learning method called large margin filtering. It consists in learning a filtering maximizing the margin between samples of each classe so as to adapt to the properties of the features. In addition, this approach is easy to interpret and can lead to the selection of the most relevant sensors. Numerical experiments on a real life BCI problem and a 2D image classification show the good behaviour of our method both in terms of performance and interpretability. The second contribution is a general sparse multitask learning approach. Several classifiers are learned jointly and discriminant kernels for all the tasks are automatically selected. We propose some efficient algorithms and numerical experiments have shown the interest of our approach. Finally, the third contribution is a direct application of the sparse multitask learning to a BCI event-related potential classification problem. We propose an adapted regularization term that promotes both sensor selection and similarity between the classifiers. Numerical experiments show that the calibration time of a BCI can be drastically reduced thanks to the proposed multitask approach.
