Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

Trend · papers per month

3917811,1721,562 · Jun 202019922001200920172026
48 results for multi-task linear models

Paper estimates noise covariance in correlated multi-task linear models.

problem Estimating noise covariance in multi-task high-dimensional linear models with correlated noise.
method Uses multi-task elastic-net and lasso estimators to estimate noise covariance, correcting bias in squared residual matrix.
result Develops a novel estimator of noise covariance that converges at rate n1/2n^{-1/2}, matching oracle estimator under suitable conditions.

Develops a scalable multi-task Gaussian process with neural embedding for improved performance.

problem High model complexity and limited model capability in multi-task Gaussian processes.
method Neural embedding of coregionalization, advanced variational inference, sparse approximation.
result Higher prediction quality and better generalization of the NSVLMC model.

Unified analysis of multi-task functional linear regression with manifold and composite penalties.

problem Estimating slope functions from functional data with multi-task learning.
method Penalized splines with manifold constraint and composite quadratic penalty.
result Unified convergence upper bound and phase transition behaviors for estimators.

The paper uses random matrix theory for multi-task regression, improving time series forecasting.

problem Improving time series forecasting using multi-task regression.
method Applying random matrix theory to multi-task regression problems, deriving closed-form solutions for optimization.
result Provides a robust foundation for hyperparameter optimization in multi-task regression scenarios.

Study multi-task learning with low-rank representation in stochastic linear bandits.

problem Transfer learning across multiple linear bandit tasks with shared low-dimensional representation.
method Proposes a greedy policy with trace norm regularization to implicitly learn a low-rank representation without knowing the rank.
result Upper bound on multi-task regret of NdT(T+d)r\sqrt{NdT(T+d)r}, showing benefit over independent task solving.

New algorithm improves learning efficiency in multi-task contextual bandits.

problem Improving learning efficiency in multi-task contextual bandits.
method Alternating projected gradient descent (GD) and minimization estimator for low-rank feature matrix recovery.
result Proved regret bound for multi-task learning algorithm.

Paper introduces a new model to handle multi-task learning across different input domains.

problem Learning correlated tasks across varying input domains.
method Develops a novel heterogeneous stochastic variational linear model of coregionalization (HSVLMC) for multi-task learning.
result The proposed model outperforms existing models in diverse multi-task scenarios.

New algorithm speeds up cluster-based compressive sensing tasks.

problem Efficiently solving multiple compressive sensing tasks with shared information.
method Combines Monte Carlo sampling with iterative linear solvers to avoid explicit covariance matrix computation.
result Up to thousands of times faster and orders of magnitude more memory-efficient compared to existing methods.

New algorithms minimize regret in multi-task and lifelong linear bandits with shared representation.

problem Minimizing regret in multi-task and lifelong linear bandits with shared representation.
method Novel algorithms using efficient estimator for low-rank linear feature extractor and novel analysis.
result Achieved regret bounds matching minimax lower bound up to logarithmic factors.

Proposes a transductive matrix completion method with calibration for multi-task learning.

problem Improving multi-task learning with multiple related data sources.
method Transductive matrix completion with calibration constraint.
result The proposed algorithm recovers incomplete feature and target matrices with improved results.

In the paradigm of multi-task learning, mul- tiple related prediction tasks are learned jointly, sharing information across the tasks. We propose a framework for multi-task learn- ing that enables one to selectively share the information across the tasks. We assume that each task parameter vector is a linear combi- nat…

2012-06-27abs ↗pdf ↗

MT-HAL learns features and task associations for multiple tasks with a shared sparse structure.

problem Learning features and task associations for multiple tasks with shared structure.
method Fully nonparametric approach that learns features, samples, and task associations with a shared sparse structure.
result MT-HAL achieves a powerful convergence rate and outperforms other methods across various simulation settings.

We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes that capture across-task dependencies. We propose two different methods for segmen…

2019-05-29abs ↗pdf ↗

The one-class kernel spectral regression (OC-KSR), the regression-based formulation of the kernel null-space approach has been found to be an effective Fisher criterion-based methodology for one-class classification (OCC), achieving state-of-the-art performance in one-class classification while providing relatively hig…

2019-05-22abs ↗pdf ↗

Graph networks struggle with multi-task learning due to varying property loss surface curvatures.

problem Graph networks underperform in multi-task learning for crystal and molecule properties.
method Assessed curvature of property loss surfaces via spectral properties of Hessians, matrix-free using randomized numerical linear algebra.
result Varying curvature of property loss surfaces explains graph networks' multi-task learning inefficiency.

In multi-task learning, multiple tasks are solved jointly, sharing inductive bias between them. Multi-task learning is inherently a multi-objective problem because different tasks may conflict, necessitating a trade-off. A common compromise is to optimize a proxy objective that minimizes a weighted linear combination o…

2018-10-10abs ↗pdf ↗

New estimator tackles multi-task linear regression with outliers, avoiding eigenvalue lower bounds.

problem Multi-task linear regression with contaminated tasks and eigenvalue lower bounds failure.
method Matrix-weighted norm regularization and relative balancedness condition.
result Prediction MSE bounds match Duan and Wang (2023) under weaker spectral assumptions.

The paper provides fast, sample-efficient algorithms for learning common features in multi-task linear regression.

problem Learning transferable features from multiple related tasks.
method Provably fast, sample-efficient algorithms for multi-task linear regression.
result Theoretical guarantees on sample complexity for learning common features.

We generalize the log Gaussian Cox process (LGCP) framework to model multiple correlated point data jointly. The observations are treated as realizations of multiple LGCPs, whose log intensities are given by linear combinations of latent functions drawn from Gaussian process priors. The combination coefficients are als…

2018-05-24abs ↗pdf ↗

New method generates continuous Pareto sets for multi-task learning.

problem Challenges in finding optimal solutions for correlated multi-task learning problems.
method Efficiently generates locally continuous Pareto sets and fronts in multi-objective optimization problems.
result Demonstrates continuous analysis of Pareto optimal solutions in machine learning problems.

SMART transfers knowledge across related studies for multi-task learning.

problem Deterioration of multi-task learning performance with small target sample size.
method SMART assumes spectral similarity between source and target models, estimating target coefficients through structured regularization.
result SMART achieves near-minimax error rates, improving estimation accuracy and robustness to negative transfer.

Multi-task learning holds the promise of less data, parameters, and time than training of separate models. We propose a method to automatically search over multi-task architectures while taking resource constraints into consideration. We propose a search space that compactly represents different parameter sharing strat…

2019-08-12abs ↗pdf ↗

New method improves hyperparameter tuning efficiency across similar tasks.

problem Mismatch between evaluations in current and previous tasks.
method Nested drop-out and auto-relevance determination for learning basis functions of increasing complexity.
result Improves sample efficiency in hyperparameter tuning across different data regimes.

Broker uses multi-task dynamic pricing to learn competitive prices in credit markets.

problem Lack of data and infrequent trading in credit markets.
method Two-Stage Multi-Task (TSMT) algorithm that leverages shared structure across securities.
result TSMT algorithm achieves a regret bound of O(TMd+Md)O(\sqrt{T M d} + M d), outperforming baselines.

Estimates multiple related causal graphs with shared causal order.

problem Discovering multiple related Gaussian DAGs with shared causal order.
method Proposes a l1/l2l_1/l_2-regularized MLE for joint estimation of KK linear structural equation models.
result Joint estimator achieves better sample complexity and consistency in causal order recovery.

SON-GOKU uses graph coloring to improve multi-task learning by partitioning tasks into compatible groups.

problem Gradient interference between conflicting multi-task learning objectives slows convergence and model performance.
method SON-GOKU computes gradient interference, constructs an interference graph, and applies greedy graph-coloring to partition tasks.
result SON-GOKU consistently outperforms baselines and state-of-the-art multi-task optimizers on six datasets.

New image restoration method using localized patches and external databases.

problem Image restoration challenges.
method Localized structured prediction and non-linear multi-task learning for optimizing a penalized energy function.
result Strong statistical guarantees and practical effectiveness demonstrated on various image restoration problems.

MTL improves multi-dimensional regression in luminescence sensing.

problem Challenges in modeling multi-dimensional regression problems with classical methods.
method Multi-task learning (MTL) with feed-forward neural networks (FFNNs).
result MTL allows predicting multiple parameters from a single set of measurements.

The paper uses distance correlation for brain connectivity and a novel multi-task learning model for age prediction.

problem Estimating age-related gender differences in brain functional connectivity.
method Estimates functional connectivity using distance correlation and proposes a non-convex multi-task learning model.
result The proposed non-convex multi-task learning model outperforms other models in age prediction and gender-specific connectivity.

We demystify attention patterns in multi-head softmax models for linear data.

problem Understanding the training dynamics and emergent patterns in multi-head softmax attention models.
method Extensive empirical experiments and rigorous theoretical analysis.
result Multi-head softmax attention models approximate a debiased gradient descent predictor, outperforming single-head attention and achieving near-Bayesian optimality.

Bayesian approach improves network lasso for multi-task learning.

problem Improving the determination of relational coefficients in network lasso.
method Proposes a Bayesian approach to solve multi-task learning problems using network lasso.
result Objective determination of relational coefficients through Bayesian estimation.

MixTS uses a mixture prior to analyze Thompson Sampling in multi-task learning.

problem Analyzing Thompson Sampling in environments with uncertain and multi-class problems.
method Developed MixTS by incorporating a mixture prior into Thompson Sampling and using a novel proof technique for mixture distributions.
result Proved Bayes regret bounds for MixTS in linear bandits and finite-horizon reinforcement learning.

This paper investigates multi-task reinforcement learning in non-Markovian decision making, showing benefits in sample efficiency.

problem Investigating multi-task reinforcement learning in non-Markovian decision making processes.
method Developed a joint model class for tasks and used the ηη-bracketing number to quantify complexity and similarity.
result Multi-task reinforcement learning can improve sample efficiency in non-Markovian decision making processes.

While deep learning and deep reinforcement learning (RL) systems have demonstrated impressive results in domains such as image classification, game playing, and robotic control, data efficiency remains a major challenge. Multi-task learning has emerged as a promising approach for sharing structure across multiple tasks…

2020-01-19abs ↗pdf ↗

Rewriting history improves RL algorithms for solving multiple tasks.

problem Improving sample efficiency in multi-task reinforcement learning.
method Introducing hindsight relabeling as inverse RL to generalize goal-relabeling techniques.
result Relabeling data using inverse RL accelerates learning in multi-task settings.

This paper proposes a method to reveal task relationships in multi-task learning models using sparse graphs.

problem Understanding the underlying task relationships in multi-task learning models.
method Proposes a bilevel formulation of multi-task learning that induces sparse graphs.
result The method improves interpretability of multi-task learning models without sacrificing generalization performance.

This paper evaluates heterogeneous information fusion using multi-task Gaussian processes in the context of geological resource modeling. Specifically, it empirically demonstrates that information integration across heterogeneous information sources leads to superior estimates of all the quantities being modeled, compa…

2012-10-06abs ↗pdf ↗

High dimensional regression benefits from sparsity promoting regularizations. Screening rules leverage the known sparsity of the solution by ignoring some variables in the optimization, hence speeding up solvers. When the procedure is proven not to discard features wrongly the rules are said to be \emph{safe}. In this …

2015-06-11abs ↗pdf ↗