A general prediction model is based on an observer traveling around a continuous space, measuring values at some locations, and predicting them at others. The observer is completely agnostic about any particular task being solved; it cares only about measurement locations and their values. A machine learning framework in which seemingly unrelated tasks can be solved by a single model is proposed, whereby input and output variables are embedded into a shared space. The approach is shown to (1) recover intuitive locations of variables in space and time, (2) exploit regularities across related datasets with completely disjoint input and output spaces, and (3) exploit regularities across seemingly unrelated tasks, outperforming task-specific single-task models and multi-task learning alternatives.
System and Method For Multi-Task Learning Through Spatial Variable Embeddings