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Bayesian Uncertainty for Gradient Aggregation in Multi-Task Learning

ICML 2024 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Bayesian view of meta-learning · 0 citations (OpenAlex)

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Proposes BayesAgg-MTL, which places a Bayesian posterior over last task-specific layer weights to induce Gaussian distributions over shared-representation gradients and aggregates them per dimension and example by precision weighting.

Problem

Gradient aggregation in multi-task learning ignores per-dimension sensitivity of task gradients, treating each task's gradient as a single deterministic vector.

Approach

Treat the last task-specific linear layer as Bayesian, propagate the posterior to a Gaussian approximation of each task's gradient w.r.t. the shared hidden layer (closed-form moments for regression, Laplace/GGN-based posterior with Monte Carlo moments for classification), and combine task gradients with per-dimension, per-example precision weights derived from a diagonal-Gaussian likelihood produc

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use BayesAgg-MTL instead of Nash-MTLMTL on QM9 · QM9 testΔm%: 62.0 ± 1.4 -> 53.2 ± 7.1Helped
Use BayesAgg-MTL instead of MGDAMTL on CIFAR-MTL · CIFAR-MTL testaccuracy: 59.74 ± .07 -> 59.97 ± 0.4Helped
Use BayesAgg-MTL instead of DWAMTL on ChestX-ray14 · ChestX-ray14 testΔm%: -14.79 ± .07 -> -14.96 ± 0.1Helped
Use BayesAgg-MTL instead of MGDAMTL on UTKFace · UTKFace testΔm%: -1.39 ± 0.50 -> -2.23 ± 0.76Helped
Use BayesAgg-MTL instead of a 10-network deep ensembleMTL on QM9 · QM9Δm%: ~144.5 ± 0.3 -> ~~53.2 ± 7.1Helped
Use BayesAgg-MTL instead of a 10-network deep ensembleMTL on UTKFace · UTKFaceΔm%: -0.13 ± 0.39 -> -2.23 ± 0.76Helped

Surprising findings

Limitations

Experimental setup

Datasets: QM9 CIFAR-100 (coarse labels, CIFAR-MTL) ChestX-ray14 UTKFace

Benchmarks: QM9 CIFAR-MTL ChestX-ray14 UTKFace

Metrics: Delta_m% accuracy AUC-ROC MAE expected calibration error Brier score

Baselines: Single Task Learning Linear Scalarization Scale-Invariant Random Loss Weighting Dynamic Weight Average Uncertainty weighting MGDA PCGrad CAGrad IMTL-G Nash-MTL IGBv2

Builds on: Nash-MTL Laplace approximation Generalized Gauss-Newton MGDA PCGrad

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