Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some problems, this simulation is infeasible, leading to the discretization of state variable space and the need to train one neural network for each data point. This approach becomes computationally inefficient when dealing with large state variable spaces. In this paper, we consider a class of this type of stochastic optimal control problems and introduce an effective solution employing multitask neural networks. To train our multitask neural network, we introduce a novel scheme that dynamically balances the learning across tasks. Through numerical experiments on real-world derivatives pricing problems, we prove that our method outperforms state-of-the-art approaches.

Multitask learning is a common approach in machine learning, which allows to train multiple objectives with a shared architecture. It has been shown that by training multiple tasks together inference time and compute resources can be saved, while the objectives performance remains on a similar or even higher level. However, in perception related multitask networks only closely related tasks can be found, such as object detection, instance and semantic segmentation or depth estimation. Multitask networks with diverse tasks and their effects with respect to efficiency on one another are not well studied. In this paper we augment the CenterNet anchor-free approach for training multiple diverse perception related tasks together, including the task of object detection and semantic segmentation as well as human pose estimation. We refer to this DNN as Multitask-CenterNet (MCN). Additionally, we study different MCN settings for efficiency. The MCN can perform several tasks at once while maintaining, and in some cases even exceeding, the performance values of its corresponding single task networks. More importantly, the MCN architecture decreases inference time and reduces network size when compared to a composition of single task networks.

Multitask learning is a methodology to boost generalization performance and also reduce computational intensity and memory usage. However, learning multiple tasks simultaneously can be more difficult than learning a single task because it can cause imbalance among tasks. To address the imbalance problem, we propose an algorithm to balance between tasks at the gradient level by applying gradient-based meta-learning to multitask learning. The proposed method trains shared layers and task-specific layers separately so that the two layers with different roles in a multitask network can be fitted to their own purposes. In particular, the shared layer that contains informative knowledge shared among tasks is trained by employing single gradient step update and inner/outer loop training to mitigate the imbalance problem at the gradient level. We apply the proposed method to various multitask computer vision problems and achieve state-of-the-art performance.

We present a filter pruning approach for deep model compression, using a multitask network. Our approach is based on learning a a pruner network to prune a pre-trained target network. The pruner is essentially a multitask deep neural network with binary outputs that help identify the filters from each layer of the original network that do not have any significant contribution to the model and can therefore be pruned. The pruner network has the same architecture as the original network except that it has a multitask/multi-output last layer containing binary-valued outputs (one per filter), which indicate which filters have to be pruned. The pruner's goal is to minimize the number of filters from the original network by assigning zero weights to the corresponding output feature-maps. In contrast to most of the existing methods, instead of relying on iterative pruning, our approach can prune the network (original network) in one go and, moreover, does not require specifying the degree of pruning for each layer (and can learn it instead). The compressed model produced by our approach is generic and does not need any special hardware/software support. Moreover, augmenting with other methods such as knowledge distillation, quantization, and connection pruning can increase the degree of compression for the proposed approach. We show the efficacy of our proposed approach for classification and object detection tasks.

Chemical representations derived from deep learning are emerging as a powerful tool in areas such as drug discovery and materials innovation. Currently, this methodology has three major limitations - the cost of representation generation, risk of inherited bias, and the requirement for large amounts of data. We propose the use of multi-task learning in tandem with transfer learning to address these limitations directly. In order to avoid introducing unknown bias into multi-task learning through the task selection itself, we calculate task similarity through pairwise task affinity, and use this measure to programmatically select tasks. We test this methodology on several real-world data sets to demonstrate its potential for execution in complex and low-data environments. Finally, we utilise the task similarity to further probe the expressiveness of the learned representation through a comparison to a commonly used cheminformatics fingerprint, and show that the deep representation is able to capture more expressive task-based information.

Multitask learning, i.e. learning several tasks at once with the same neural network, can improve performance in each of the tasks. Designing deep neural network architectures for multitask learning is a challenge: There are many ways to tie the tasks together, and the design choices matter. The size and complexity of this problem exceeds human design ability, making it a compelling domain for evolutionary optimization. Using the existing state of the art soft ordering architecture as the starting point, methods for evolving the modules of this architecture and for evolving the overall topology or routing between modules are evaluated in this paper. A synergetic approach of evolving custom routings with evolved, shared modules for each task is found to be very powerful, significantly improving the state of the art in the Omniglot multitask, multialphabet character recognition domain. This result demonstrates how evolution can be instrumental in advancing deep neural network and complex system design in general.

Molecular machine learning has been maturing rapidly over the last few years. Improved methods and the presence of larger datasets have enabled machine learning algorithms to make increasingly accurate predictions about molecular properties. However, algorithmic progress has been limited due to the lack of a standard benchmark to compare the efficacy of proposed methods; most new algorithms are benchmarked on different datasets making it challenging to gauge the quality of proposed methods. This work introduces MoleculeNet, a large scale benchmark for molecular machine learning. MoleculeNet curates multiple public datasets, establishes metrics for evaluation, and offers high quality open-source implementations of multiple previously proposed molecular featurization and learning algorithms (released as part of the DeepChem open source library). MoleculeNet benchmarks demonstrate that learnable representations are powerful tools for molecular machine learning and broadly offer the best performance. However, this result comes with caveats. Learnable representations still struggle to deal with complex tasks under data scarcity and highly imbalanced classification. For quantum mechanical and biophysical datasets, the use of physics-aware featurizations can be more important than choice of particular learning algorithm.

To be published as a chapter in'Adaptive Learning Methods for Nonlinear System Modeling', Elsevier Publishing, Eds. Abstract In this chapter, we analyze nonlinear filtering problems in distributed environments, e.g., sensor networks or peer-to-peer protocols. In these scenarios, the agents in the environment receive measurements in a streaming fashion, and they are required to estimate a common (nonlinear) model by alternating local computations and communications with their neighbors. We focus on the important distinction between single-task problems, where the underlying model is common to all agents, and multitask problems, where each agent might converge to a different model due to, e.g., spatial dependencies or other factors. Currently, most of the literature on distributed learning in the nonlinear case has focused on the single-task case, which may be a strong limitation in real-world scenarios. After introducing the problem and reviewing the existing approaches, we describe a simple kernel-based algorithm tailored for the multitask case. We evaluate the proposal on a simulated benchmark task, and we conclude by detailing currently open problems and lines of research.

Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a single optimum parameter vector collaboratively. However, there are many important applications that are multitask-oriented in the sense that there are multiple optimum parameter vectors to be inferred simultaneously, in a collaborative manner, over the area covered by the network. In this paper, we employ diffusion strategies to develop distributed algorithms that address multitask problems by minimizing an appropriate mean-square error criterion with $\ell_2$-regularization. The stability and convergence of the algorithm in the mean and in the mean-square sense is analyzed. Simulations are conducted to verify the theoretical findings, and to illustrate how the distributed strategy can be used in several useful applications related to spectral sensing, target localization, and hyperspectral data unmixing.