Learning a Neural Pareto Manifold Extractor with ConstraintsDownload PDF

Published: 20 May 2022, Last Modified: 05 May 2023UAI 2022 PosterReaders: Everyone
Keywords: Pareto Optimal, Multi-Objective Optimization, Constraints, Multi-Task Learning.
Abstract: Multi-objective optimization (MOO) problems require balancing competing objectives, often under constraints. The Pareto optimal solution set defines all possible optimal trade-offs over such objectives. In this work, we present a novel method for Pareto-front learning: inducing the full Pareto manifold at train-time so users can pick any desired optimal trade-off point at run-time. Our key insight is to exploit Fritz-John Conditions for a novel guided double gradient descent strategy. Evaluation on synthetic benchmark problems allows us to vary MOO problem difficulty in controlled fashion and measure accuracy vs. known analytic solutions. We further test scalability and generalization in learning optimal neural model parameterizations for Multi-Task Learning (MTL) on image classification. Results show consistent improvement in accuracy and efficiency over prior MTL methods as well as techniques from operations research.
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