Scalable efficient reproducible multi-task learning via data splitting

STATISTICS & PROBABILITY LETTERS(2024)

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摘要
In contemporary application, multi -task learning's significance has surged. This paper presents a scalable, efficient variable selection method for reproducible multi -task learning through data splitting, offering theoretically guaranteed FDR control and exhibiting asymptotic power of one under mild assumptions.
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关键词
Multi-task learning,False discovery rate,High dimensionality,Power
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