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 .

Group LASSO is a widely used regularization that imposes sparsity considering groups of covariates. When used in Multi-Task Learning (MTL) formulations, it makes an underlying assumption that if one group of covariates is not relevant for one or a few tasks, it is also not relevant for all tasks, thus implicitly assuming that all tasks are related. This implication can easily lead to negative transfer if this assumption does not hold for all tasks. Since for most practical applications we hardly know a priori how the tasks are related, several approaches have been conceived in the literature to (i) properly capture the transference structure, (ii) improve interpretability of the tasks interplay, and (iii) penalize potential negative transfer. Recently, the automatic estimation of asymmetric structures inside the learning process was capable of effectively avoiding negative transfer. Our proposal is the first attempt in the literature to conceive a Group LASSO with asymmetric transference formulation, looking for the best of both worlds in a framework that admits the overlap of groups. The resulting optimization problem is solved by an alternating procedure with fast methods. We performed experiments using synthetic and real datasets to compare our proposal with state-of-the-art approaches, evidencing the promising predictive performance and distinguished interpretability of our proposal. The real case study involves the prediction of cognitive scores for Alzheimer's disease progression assessment. The source codes are available at GitHub.

Alzheimer’s disease (AD), the most common type of dementia, not only imposes a huge financial burden on the health care system, but also a psychological and emotional burden on patients and their families. There is thus an urgent need to infer trajectories of cognitive performance over time and identify biomarkers predictive of the progression. In this article, we propose the multi-task learning with fused Laplacian sparse group lasso model, which can identify biomarkers closely related to cognitive measures due to its sparsity-inducing property, and model the disease progression with a general weighted (undirected) dependency graphs among the tasks. An efficient alternative directions method of multipliers based optimization algorithm is derived to solve the proposed non-smooth objective formulation. The effectiveness of the proposed model is demonstrated by its superior prediction performance over multiple state-of-the-art methods and accurate identification of compact sets of cognition-relevant imaging biomarkers that are consistent with prior medical studies.

Future projection of climate is typically obtained by combining outputs from multiple Earth System Models (ESMs) for several climate variables such as temperature and precipitation. While IPCC has traditionally used a simple model output average, recent work has illustrated potential advantages of using a multitask learning (MTL) framework for projections of individual climate variables. In this paper we introduce a framework for hierarchical multitask learning (HMTL) with two levels of tasks such that each super-task, i.e., task at the top level, is itself a multitask learning problem over sub-tasks. For climate projections, each super-task focuses on projections of specific climate variables spatially using an MTL formulation. For the proposed HMTL approach, a group lasso regularization is added to couple parameters across the super-tasks, which in the climate context helps exploit relationships among the behavior of different climate variables at a given spatial location. We show that some recent works on MTL based on learning task dependency structures can be viewed as special cases of HMTL. Experiments on synthetic and real climate data show that HMTL produces better results than decoupled MTL methods applied separately on the super-tasks and HMTL significantly outperforms baselines for climate projection.

Multi-task learning (MTL) aims to improve generalization performance by learning multiple related tasks simultaneously. While sometimes the underlying task relationship structure is known, often the structure needs to be estimated from data at hand. In this paper, we present a novel family of models for MTL, applicable to regression and classification problems, capable of learning the structure of tasks relationship. In particular, we consider a joint estimation problem of the tasks relationship structure and the individual task parameters, which is solved using alternating minimization. The task relationship revealed by structure learning is founded on recent advances in Gaussian graphical models endowed with sparse estimators of the precision (inverse covariance) matrix. An extension to include flexible Gaussian copula models that relaxes the Gaussian marginal assumption is also proposed. We illustrate the effectiveness of the proposed model on a variety of synthetic and benchmark data sets for regression and classification. We also consider the problem of combining Earth System Model (ESM) outputs for better projections of future climate, with focus on projections of temperature by combining ESMs in South and North America, and show that the proposed model outperforms several existing methods for the problem.

Multi-task learning (MTL) aims to improve generalization performance by learning multiple related tasks simultaneously. While sometimes the underlying task relationship structure is known, often the structure needs to be estimated from data at hand. In this paper, we present a novel family of models for MTL, applicable to regression and classification problems, capable of learning the structure of task relationships. In particular, we consider a joint estimation problem of the task relationship structure and the individual task parameters, which is solved using alternating minimization. The task relationship structure learning component builds on recent advances in structure learning of Gaussian graphical models based on sparse estimators of the precision (inverse covariance) matrix. We illustrate the effectiveness of the proposed model on a variety of synthetic and benchmark datasets for regression and classification. We also consider the problem of combining climate model outputs for better projections of future climate, with focus on temperature in South America, and show that the proposed model outperforms several existing methods for the problem.

This paper analyzes the application of a multi-population Gaussian-based estimation of distribution algorithm equipped with a restarting strategy and mutation, named MGcEDA, to the problem of estimating the Direction of Arrival (DOA) of time-varying plane waves impinging on a uniform linear array of sensors. This problem requires the minimization of a dynamic cost function which is non-linear, non-quadratic, multimodal and variant with respect to the signal-to-noise ratio. Experiments showed that MGcEDA was able to quickly respond to changes in the source features in scenarios with different levels of noise and number of signals. Moreover, MGcEDA outperforms a previously proposed approach in all considered experiments in terms of well known performance measures.

In this paper, we propose an estimation of distribution algorithm based on an inexpensive Gaussian mixture model with online learning, which will be employed in dynamic optimization. Here, the mixture model stores a vector of sufficient statistics of the best solutions, which is subsequently used to obtain the parameters of the Gaussian components. This approach is able to incorporate into the current mixture model potentially relevant information of the previous and current iterations. The online nature of the proposal is desirable in the context of dynamic optimization, where prompt reaction to new scenarios should be promoted. To analyze the performance of our proposal, a set of dynamic optimization problems in continuous domains was considered with distinct levels of complexity, and the obtained results were compared to the results produced by other existing algorithms in the dynamic optimization literature.

This article presents two classifiers based on machine learning methods, aiming to detect physiologic anomalies considering Poincare´ plots of heart rate variability. It was developed a preprocessing procedure to encoding the plots, based on the Cellular Features Extraction Method. Simulation of different classifiers, artificial neural networks and support vector machine, has been performed and the performance achieved was about 94%. The study shows attractive, once can be extended for other kind of graphics that represents patterns known in the health field.