Pre-training, where models are trained on an auxiliary objective with abundant data before being fine-tuned on data from the downstream task, is now the dominant paradigm in NLP. In general, the pre-training step relies on little to no direct knowledge of the task on which the model will be fine-tuned, even when the end-task is known in advance. Our work challenges this status-quo of end-task agnostic pre-training. First, on three different low-resource NLP tasks from two domains, we demonstrate that multi-tasking the end-task and auxiliary objectives results in significantly better downstream task performance than the widely-used task-agnostic continued pre-training paradigm of Gururangan et al. (2020). We next introduce an online meta-learning algorithm that learns a set of multi-task weights to better balance among our multiple auxiliary objectives, achieving further improvements on end task performance and data efficiency.
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