Deep Multitask Learning for Mixed-Type Outcomes with Shared Sparsity
Authors: Huichao Li, Tong Wang, Sanguo Zhang, Shuangge Ma
Abstract
Most existing multitask learning approaches are limited by their reliance on task-specific loss functions tailored to the scale and type of each outcome. When outcomes differ across tasks, these losses are generally not directly comparable, which makes it difficult to formulate a unified objective and may limit information sharing across tasks. We propose a multitask transformation framework in which task-specific responses may differ through unknown monotone transformations. Motivated by high-dimensional biological applications in which the predictor dimension may diverge with the sample size while only a common subset of predictors is informative, we consider shared sparsity across tasks. Under this framework, we estimate the target functions and identify important predictors by optimizing a smoothed rank-based criterion with a group-Lasso penalty, implemented through a multitask deep neural network with a shared first layer. We establish the nonasymptotic excess-risk bounds, and variable-selection consistency for the proposed estimator. Simulation studies show that the proposed method achieves competitive prediction and variable-selection performance compared with competing approaches. Analyses of gene-expression studies with continuous, binary, and mixed outcomes further illustrate that the proposed method improves prediction and identifies biologically meaningful shared predictors.
Real-world clinical data is inherently multimodal, providing complementary evidence that mirrors the practical necessity of jointly assessing multiple related outcomes. Although multi-task learning can improve efficiency by sharing information across outcomes, existing approaches often fail to balance shared representation learning with outcome-specific modeling. Hard parameter sharing can trigger negative transfer when task gradients conflict, while flexible sharing may still entangle shared and task-specific signals. To address this, we propose a multi-task framework built on a unified Transformer for multimodal fusion, augmented with Orthogonal Task Decomposition (OrthTD) to split patient representations into shared and task-specific subspaces and impose a geometric orthogonality constraint to reduce redundancy and isolate task-specific signals. We evaluated OrthTD on a real-world cohort of 12,430 surgical patients for predicting four outcomes. OrthTD achieved average AUC (area under the receiver operating characteristic curve) of 87.5% and average AUPRC (area under the precision-recall curve) of 37.2%, consistently outperformed advanced tabular and multi-task methods. Notably, OrthTD achieves substantial gains in AUPRC, indicating superior performance in identifying rare events within imbalanced clinical data. These results suggest that enforcing non-redundant shared and task-specific representations can improve multi-outcome prediction from multimodal clinical data.
Multi-task learning is effective for related applications, but its performance can deteriorate when the target sample size is small. Transfer learning can borrow strength from related studies; yet, many existing methods rely on restrictive bounded-difference assumptions between the source and target models. We propose SMART, a spectral transfer method for multi-task linear regression that instead assumes spectral similarity: the target left and right singular subspaces lie within the corresponding source subspaces and are sparsely aligned with the source singular bases. Such an assumption is natural when studies share latent structures and enables transfer beyond the bounded-difference settings. SMART estimates the target coefficient matrix through structured regularization that incorporates spectral information from a source study. Importantly, it requires only a fitted source model rather than the raw source data, making it useful when data sharing is limited. Although the optimization problem is nonconvex, we develop a practical ADMM-based algorithm. We establish general, non-asymptotic error bounds and a minimax lower bound in the noiseless-source regime. Under additional regularity conditions, these results yield near-minimax Frobenius error rates up to logarithmic factors. Simulations confirm improved estimation accuracy and robustness to negative transfer, and analysis of multi-modal single-cell data demonstrates better predictive performance. The Python implementation of SMART, along with the code to reproduce all experiments in this paper, is publicly available at https://github.com/boxinz17/smart.
Multi--task learning seeks to improve the generalization error by leveraging the common information shared by multiple related tasks. One challenge in multi--task learning is identifying formulations capable of uncovering the common information shared between different but related tasks. This paper provides a precise asymptotic analysis of a popular multi--task formulation associated with misspecified perceptron learning models. The main contribution of this paper is to precisely determine the reasons behind the benefits gained from combining multiple related tasks. Specifically, we show that combining multiple tasks is asymptotically equivalent to a traditional formulation with additional regularization terms that help improve the generalization performance. Another contribution is to empirically study the impact of combining tasks on the generalization error. In particular, we empirically show that the combination of multiple tasks postpones the double descent phenomenon and can mitigate it asymptotically.
Ayed M. Alrashdi, Oussama Dhifallah, Houssem Sifaou