Multi-task Neural Diffusion Processes
arXiv:2510.03419v2 Announce Type: replace-cross Abstract: Neural diffusion processes provide a scalable, non-Gaussian approach to modelling distributions over functions, but existing formulations are limited to single-task inference and do not capture dependencies across related tasks. In many multi-task regression settings, jointly modelling correlated functions and enabling task-aware conditioning is crucial for improving predictive performance and uncertainty calibration, particularly in low-data regimes. We propose multi-task neural diffusion processes, an extension that incorporates a task encoder to enable task-conditioned probabilistic regression […]