MTLComb: multi-task learning combining regression and classification tasks for joint feature selection

Multi-task learning (MTL) is a learning paradigm that enables the simultaneous training of multiple communicating algorithms. Although MTL has been successfully applied to ether regression or classification tasks alone, incorporating mixed types of tasks into a unified MTL framework remains challenging, primarily due to variations in the magnitudes of losses associated with different tasks. This challenge, particularly evident in MTL applications with joint feature selection, often results in biased selections. To overcome this obstacle, we propose a provable loss weighting scheme that analytically determines the optimal weights for balancing regression and classification tasks. This scheme significantly mitigates the otherwise biased feature selection. Building upon this scheme, we introduce MTLComb, an MTL algorithm and software package encompassing optimization procedures, training protocols, and hyperparameter estimation procedures. MTLComb is designed for learning shared predictors among tasks of mixed types. To showcase the efficacy of MTLComb, we conduct tests on both simulated data and biomedical studies pertaining to sepsis and schizophrenia.

Leveraging Implicit Expert Knowledge for Non-Circular Machine Learning in Sepsis Prediction

Sepsis is the leading cause of death in non-coronary intensive care units. Moreover, a delay of antibiotic treatment of patients with severe sepsis by only few hours is associated with increased mortality. This insight makes accurate models for early prediction of sepsis a key task in machine learning for healthcare. Previous approaches have achieved high AUROC by learning from electronic health records where sepsis labels were defined automatically following established clinical criteria. We argue that the practice of incorporating the clinical criteria that are used to automatically define ground truth sepsis labels as features of severity scoring models is inherently circular and compromises the validity of the proposed approaches. We propose to create an independent ground truth for sepsis research by exploiting implicit knowledge of clinical practitioners via an electronic questionnaire which records attending physicians' daily judgements of patients' sepsis status. We show that despite its small size, our dataset allows to achieve state-of-the-art AUROC scores. An inspection of learned weights for standardized features of the linear model lets us infer potentially surprising feature contributions and allows to interpret seemingly counterintuitive findings.