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Multi-Objective methods and Multi-task learning
Co-Investigator: Kristin P. Bennett
Professor, Department of Mathematical Sciences, Rensselaer Polytechnic Institute
Kernel PLS and SVM QSPR models have shown that inference models
can support discovery and understanding of bioseparations and
protein/surface interactions (Breneman et al 2003). By developing
extensions to these approaches targeted towards ranking and multi-
task modeling, we can further accelerate the discovery process.
Highly nonlinear ranking methods have been developed by simply
changing the loss function used in SVM to a loss function
appropriate for ranking. In the past, PLS and K-PLS could not be
readily adapted to other loss functions. We have developed a novel
dimensionality reduction method called Boosted Latent Factors (BLF)
(Momma and Bennett 2005). For any given loss function, BLF creates
latent variables or principal components similar to those produced
by PLS and PCA. We have extended BLF to ranking loss-function with
great success. BLF can use the kernel approach of SVM and K-PLS to
construct highly nonlinear ranking functions. For the least squares
loss, BLF reduces to PLS, but now we can rapidly create learning
methods for any convex loss function that maintains the many
benefits of PLS. Simultaneous modeling of a multi-task problem can
improve insight into the causal model underlying the methods. PLS
was developed for such multi-task and multi-response models but is
limited to least squares regression loss functions. Multiple Latent
Analysis (MLA) extends BLF to multi-task problems optimized using
any convex loss function (Bennett 2005). With MLA, we can model the
tasks as interrelated ranking problems in order to determine the
experimental conditions likely to achieve a desired outcome.
Recently, SVMs have also been extended to multi-task modeling
(Evgeniou and Pontil 2004). We have developed and applied the multi-
task learning methods for small-molecule chromatographic displacer
property prediction as an exemplar of probe design problems. Multi-
task modeling is applicable to many problems in cheminformatics
(e.g. in drug discovery, we typically want to model and optimize
several properties of small molecules related to efficacy,
absorption, and toxicity).
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