Predicting values for a multitude of time series with target and input variables connected in a graph

Abstract

A computer-implemented method for training a machine learning-artificial intelligence model for multiple prediction tasks includes inputting data for tasks and additional data sources through a common trainable task representation function to obtain a data representation for each. Each resulting data representation is input through two individual trainable linear functions to obtain a corresponding prediction and adversarial prediction. A prediction error for the tasks, an adversarial error across edges of a graph, an auxiliary error for the additional data sources, and a graph error are determined. Parameters of the common trainable task representation function and the trainable linear functions are trained based on a comparison against a weighted sum of the errors. The present invention can be used in a variety of applications including, but not limited to, several anticipated use cases in drug development, material synthesis, and medical/healthcare.