Assisting Main Task Learning by Heterogeneous Auxiliary Tasks with Applications to Skin Cancer Screening

In typical classification problems, high level concept features provided by a domain expert are usually available during classifier training but not during its deployment. We address this problem from a multitask learning (MTL) perspective by treating these features as auxiliary learning tasks. Previous efforts in MTL have mostly assumed that all tasks have the same input space. However, auxiliary tasks can have different input spaces, since their learning targets are different. Thus, to handle cases with heterogeneous input, in this paper we present a newly developed model using heterogeneous auxiliary tasks to help main task learning. First, we formulate a convex optimization problem for the proposed model, and then, we analyze its hypothesis class and derive true risk bounds. Finally, we compare the proposed model with other relevant methods when applied to the problem of skin cancer screening and public datasets. Our results show that the performance of the proposed method is highly competitive compared to other relevant methods.