Multi-task learning has been proposed to improve the generalization performance by learning multiple tasks jointly. One challenge for this learning paradigm is to effectively seek the shared information across multiple tasks. In this paper, we propose a novel multi-task learning method to adaptively share information. Unlike many existing multi-task learning methods which impose strong assumptions on task related-ness, our method captures the relationships among tasks and identifies the disparities of each task simultaneously, thus can flexibly exploit the shared information. Moreover, we apply it to fine-grained categorization problem, which usually suffers from the difficulties of insufficient training data and high inter-class similarity. The experimental results on two widely used datasets show the superiority of our method compared with some state-of-the-art methods. © 2015 IEEE.