Fair Resource Allocation in Multi-Task Learning
This addresses fairness and performance issues in MTL for machine learning practitioners, though it is incremental as it builds on existing gradient manipulation methods.
The paper tackles the problem of conflicting gradients in multi-task learning (MTL) by formulating optimization as a utility maximization problem with fairness measurements, proposing FairGrad, which achieves state-of-the-art performance on benchmarks in supervised and reinforcement learning.
By jointly learning multiple tasks, multi-task learning (MTL) can leverage the shared knowledge across tasks, resulting in improved data efficiency and generalization performance. However, a major challenge in MTL lies in the presence of conflicting gradients, which can hinder the fair optimization of some tasks and subsequently impede MTL's ability to achieve better overall performance. Inspired by fair resource allocation in communication networks, we formulate the optimization of MTL as a utility maximization problem, where the loss decreases across tasks are maximized under different fairness measurements. To solve this problem, we propose FairGrad, a novel MTL optimization method. FairGrad not only enables flexible emphasis on certain tasks but also achieves a theoretical convergence guarantee. Extensive experiments demonstrate that our method can achieve state-of-the-art performance among gradient manipulation methods on a suite of multi-task benchmarks in supervised learning and reinforcement learning. Furthermore, we incorporate the idea of $α$-fairness into loss functions of various MTL methods. Extensive empirical studies demonstrate that their performance can be significantly enhanced. Code is provided at \url{https://github.com/OptMN-Lab/fairgrad}.