In this paper, we focus on heterogeneous feature learning for RGB-D activity recognition. Considering that features from different channels could share some similar hidden structures, we propose a joint learning model to simultaneously explore the shared and feature-specific components as an instance of heterogenous multi-task learning. The proposed model in an unified framework is capable of: 1) jointly mining a set of subspaces with the same dimensionality to enable the multi-task classifier learning, and 2) meanwhile, quantifying the shared and feature-specific components of features in the subspaces. To efficiently train the joint model, a three-step iterative optimization algorithm is proposed, followed by two inference models. Extensi...