|Boyang Liu||Michigan State University|
|Pang-Ning Tan||Michigan State University|
|Jiayu Zhou||Michigan State University|
This paper examines relationship between multilevel modeling and multi-task learning.the authors present a comparative analysis between the two methods to illustrate their strengths and limitations when applied to two-level nested data.
Multilevel modeling and multi-task learning are two widely used approaches for modeling nested (multi-level) data, which contain observations that can be clustered into groups, characterized by their group-level features. Despite the similarity of the problems they address, the explicit relationship between multilevel modeling and multi-task learning has not been carefully examined. In this paper, we present a comparative analysis between the two methods to illustrate their strengths and limitations when applied to two-level nested data. We provide a detailed analysis demonstrating the equivalence of their formulations under a mild condition from an optimization perspective. We also demonstrate their limitations in terms of their predictive performance and especially, their difficulty in identifying potential cross-scale interactions between the local and group-level features when applied to datasets with either a small number of groups or limited training examples per group. To overcome these limitations, we propose a novel method for disaggregating the coarse-scale values of the group-level features in the nested data. Experimental results on both synthetic and real-world data show that the disaggregated group-level features can help enhance the prediction accuracy of the models significantly and identify the cross-scale interactions more effectively.