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In this paper, we propose to estimate 3D hand pose by recovering the 3D coordinates of joints in a group-wise manner, where less-related joints are automatically categorized into different groups and exhibit different features. This is different from the previous methods where all the joints are considered holistically and share the same feature. The benefits of our method are illustrated by the principle of multi-task learning (MTL), i.e., by separating less-related joints into different groups (as different tasks), our method learns different features for each of them, therefore efficiently avoids the negative transfer (among less related tasks/groups of joints). The key of our method is a novel binary selector that automatically selects related joints into the same group. We implement such a selector with binary values stochastically sampled from a Concrete distribution, which is constructed using Gumbel softmax on trainable parameters. This enables us to preserve the differentiable property of the whole network. We further exploit features from those less-related groups by carrying out an additional feature fusing scheme among them, to learn more discriminative features. This is realized by implementing multiple 1x1 convolutions on the concatenated features, where each joint group contains a unique 1x1 convolution for feature fusion. The detailed ablation analysis and the extensive experiments on several benchmark datasets demonstrate the promising performance of the proposed method over the state-of-the-art (SOTA) methods. Besides, our method achieves top-1 among all the methods that do not exploit the dense 3D shape labels on the most recently released FreiHAND competition at the submission date. The source code and models are available at https://github.com/ moranli-aca/LearnableGroups-Hand.