Multi-objective learning using HV maximization
Real-world problems are often multi-objective, with decision-makers unable to specify a priori which trade-off between the conflicting objectives is preferable. Intuitively, building machine learning solutions in such cases would entail providing multiple predictions that span and uniformly cover the Pareto front of all optimal trade-off solutions. We propose a novel approach for multi-objective training of neural networks to approximate the Pareto front during inference. In our approach, we train the neural networks multi-objectively using a dynamic loss function, wherein each network’s losses (corresponding to multiple objectives) are weighted by their hypervolume maximizing gradients. Experiments on different multi-objective problems show that our approach returns well-spread outputs across different trade-offs on the approximated Pareto front without requiring the trade-off vectors to be specified a priori. Further, results of comparisons with the state-of-the-art approaches highlight the added value of our proposed approach, especially in cases where the Pareto front is asymmetric.
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|Lecture Notes in Computer Science/Lecture Notes in Artificial Intelligence|
|International Conference on Evolutionary Multi-Criterion Optimization|
|Organisation||Centrum Wiskunde & Informatica, Amsterdam (CWI), The Netherlands|
Deist, T.M, Grewal, M, Dankers, F.J.W.M, Alderliesten, T, & Bosman, P.A.N. (2023). Multi-objective learning using HV maximization. In International Conference on Evolutionary Multi-Criterion Optimization, EMO 2023 (pp. 103–117). doi:10.1007/978-3-031-27250-9_8