Learning to optimize by multi-gradient for multi-objective optimization
This addresses the need for automated optimization methods in AI for science, though it is incremental as it builds on existing multi-objective optimization concepts.
The paper tackles multi-objective optimization by introducing a learning-based paradigm that automatically generates update directions from multiple gradients, and the proposed method outperforms hand-designed competitors in training multi-task learning neural networks.
The development of artificial intelligence (AI) for science has led to the emergence of learning-based research paradigms, necessitating a compelling reevaluation of the design of multi-objective optimization (MOO) methods. The new generation MOO methods should be rooted in automated learning rather than manual design. In this paper, we introduce a new automatic learning paradigm for optimizing MOO problems, and propose a multi-gradient learning to optimize (ML2O) method, which automatically learns a generator (or mappings) from multiple gradients to update directions. As a learning-based method, ML2O acquires knowledge of local landscapes by leveraging information from the current step and incorporates global experience extracted from historical iteration trajectory data. By introducing a new guarding mechanism, we propose a guarded multi-gradient learning to optimize (GML2O) method, and prove that the iterative sequence generated by GML2O converges to a Pareto critical point. The experimental results demonstrate that our learned optimizer outperforms hand-designed competitors on training multi-task learning (MTL) neural network.