In this paper, we tackle air quality forecasting by using machine learning approaches to predict the hourly concentration of air pollutants (e.g., Ozone, PM_2.5 and Sulfur Dioxide). Machine learning, as one of the most popular techniques, is able to efficiently train a model on big data by using large-scale optimization algorithms. Although there exists some works applying machine learning to air quality prediction, most of the prior studies are restricted to small scale data and simply train standard regression models (linear or non-linear) to predict the hourly air pollution concentration. In this work, we propose refined models to predict the hourly air pollution concentration based on meteorological data of previous days by formulating the prediction of 24 hours as a multi-task learning problem. It enables us to select a good model with different regularization techniques. We propose a useful regularization by enforcing the prediction models of consecutive hours to be close to each other, and compare with several typical regularizations for multi-task learning including standard Frobenius norm regularization, nuclear norm regularization, ℓ_2,1 norm regularization. Our experiments show the proposed formulations and regularization achieve better performance than existing standard regression models and existing regularizations.