Related papers: Adaptive Multi-task Learning for Multi-sector Port…
This scientific paper propose a novel portfolio optimization model using an improved deep reinforcement learning algorithm. The objective function of the optimization model is the weighted sum of the expectation and value at risk(VaR) of…
We find economically and statistically significant gains when using machine learning for portfolio allocation between the market index and risk-free asset. Optimal portfolio rules for time-varying expected returns and volatility are…
Portfolio management remains a crucial challenge in finance, with traditional methods often falling short in complex and volatile market environments. While deep reinforcement approaches have shown promise, they still face limitations in…
Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…
Shared training approaches, such as multi-task learning (MTL) and gradient-based meta-learning, are widely used in various machine learning applications, but they often suffer from negative transfer, leading to performance degradation in…
We present a multi-objective portfolio decision model that involves selecting both a portfolio of projects and a set of elements to allocate to each project. Our model includes a defined set of objectives to optimize, with projects…
In the domain of multimedia and multimodal processing, the efficient handling of diverse data streams such as images, video, and sensor data is paramount. Model compression and multitask learning (MTL) are crucial in this field, offering…
Traditionally, multitask learning (MTL) assumes that all the tasks are related. This can lead to negative transfer when tasks are indeed incoherent. Recently, a number of approaches have been proposed that alleviate this problem by…
Multi-task learning (MTL) optimizes several learning tasks simultaneously and leverages their shared information to improve generalization and the prediction of the model for each task. Auxiliary tasks can be added to the main task to…
Multi-task learning aims to acquire a set of functions, either regressors or classifiers, that perform well for diverse tasks. At its core, the idea behind multi-task learning is to exploit the intrinsic similarity across data sources to…
In this paper, we propose a novel semi-supervised feature selection framework by mining correlations among multiple tasks and apply it to different multimedia applications. Instead of independently computing the importance of features for…
Transfer learning aims to faciliate learning tasks in a label-scarce target domain by leveraging knowledge from a related source domain with plenty of labeled data. Often times we may have multiple domains with little or no labeled data as…
We build a theoretical framework for designing and understanding practical meta-learning methods that integrates sophisticated formalizations of task-similarity with the extensive literature on online convex optimization and sequential…
In industrial recommendation systems, multi-task learning (learning multiple tasks simultaneously on a single model) is a predominant approach to save training/serving resources and improve recommendation performance via knowledge transfer…
Multitask learning is widely used in practice to train a low-resource target task by augmenting it with multiple related source tasks. Yet, naively combining all the source tasks with a target task does not always improve the prediction…
In this paper we consider a problem known as multi-task learning, consisting of fitting a set of classifier or regression functions intended for solving different tasks. In our novel formulation, we couple the parameters of these functions,…
Neural processes have recently emerged as a class of powerful neural latent variable models that combine the strengths of neural networks and stochastic processes. As they can encode contextual data in the network's function space, they…
The goal of multi-task learning is to learn diverse tasks within a single unified network. As each task has its own unique objective function, conflicts emerge during training, resulting in negative transfer among them. Earlier research…
Learning multiple domains/tasks with a single model is important for improving data efficiency and lowering inference cost for numerous vision tasks, especially on resource-constrained mobile devices. However, hand-crafting a…
In multistage manufacturing systems, modeling multiple quality indices based on the process sensing variables is important. However, the classic modeling technique predicts each quality variable one at a time, which fails to consider the…