Asymmetric Multi-Task Learning with Local Transference

In this article, we present the Group Asymmetric Multi-Task Learning (GAMTL) algorithm that automatically learns from data how tasks transfer information among themselves at the level of a subset of features. In practice, for each group of features GAMTL extracts an asymmetric relationship supported by the tasks, instead of assuming a single structure for all features. The additional flexibility promoted by local transference in GAMTL allows any two tasks to have multiple asymmetric relationships. The proposed method leverages the information present in these multiple structures to bias the training of individual tasks towards more generalizable models. The solution to the GAMTL’s associated optimization problem is an alternating minimization procedure involving tasks parameters and multiple asymmetric relationships, thus guiding to convex smaller sub-problems. GAMTL was evaluated on both synthetic and real datasets. To evidence GAMTL versatility, we generated a synthetic scenario characterized by diverse profiles of structural relationships among tasks. GAMTL was also applied to the problem of Alzheimer’s Disease (AD) progression prediction. Our experiments indicated that the proposed approach not only increased prediction performance, but also estimated scientifically grounded relationships among multiple cognitive scores, taken here as multiple regression tasks, and regions of interest in the brain, directly associated here with groups of features. We also employed stability selection analysis to investigate GAMTL’s robustness to data sampling rate and hyper-parameter configuration. GAMTL source code is available on GitHub: https://github.com/shgo/gamtl.