FERERO: A Flexible Framework for Preference-Guided Multi-Objective Learning

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Bibliographic Details
Published in:	arXiv.org (Dec 2, 2024), p. n/a
Main Author:	Chen, Lisha
Other Authors:	Saif, AFM, Shen, Yanning, Chen, Tianyi
Published:	Cornell University Library, arXiv.org
Subjects:	Preferences Algorithms Multiple objective analysis Learning Constraints Optimization Linear functions
Online Access:	Citation/Abstract Full text outside of ProQuest
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Description
Abstract:	Finding specific preference-guided Pareto solutions that represent different trade-offs among multiple objectives is critical yet challenging in multi-objective problems. Existing methods are restrictive in preference definitions and/or their theoretical guarantees. In this work, we introduce a Flexible framEwork for pREfeRence-guided multi-Objective learning (FERERO) by casting it as a constrained vector optimization problem. Specifically, two types of preferences are incorporated into this formulation -- the relative preference defined by the partial ordering induced by a polyhedral cone, and the absolute preference defined by constraints that are linear functions of the objectives. To solve this problem, convergent algorithms are developed with both single-loop and stochastic variants. Notably, this is the first single-loop primal algorithm for constrained vector optimization to our knowledge. The proposed algorithms adaptively adjust to both constraint and objective values, eliminating the need to solve different subproblems at different stages of constraint satisfaction. Experiments on multiple benchmarks demonstrate the proposed method is very competitive in finding preference-guided optimal solutions. Code is available at https://github.com/lisha-chen/FERERO/.
ISSN:	2331-8422
Source:	Engineering Database