Common pitfalls to avoid while using multiobjective optimization in machine learning
Recently, there has been an increasing interest in the application of multiobjective optimization (MOO) in machine learning (ML). This interest is driven by the numerous real-life situations where multiple objectives must be optimized simultaneously. A key aspect of MOO is the existence of a Pareto set, rather than a single optimal solution, which represents the optimal trade-offs between different objectives. Despite its potential, there is a noticeable lack of satisfactory literature serving as an entry-level guide for ML practitioners aiming to apply MOO effectively. In this paper, our goal is to provide such a resource and highlight pitfalls to avoid. We begin by establishing the groundwork for MOO, focusing on well-known approaches such as the weighted sum (WS) method, alongside more advanced techniques like the multiobjective gradient descent algorithm (MGDA). We critically review existing studies across various ML fields where MOO has been applied and identify challenges that can lead to incorrect interpretations. One of these fields is physics informed neural networks (PINNs), which we use as a guiding example to carefully construct experiments illustrating these pitfalls. By comparing WS and MGDA with one of the most common evolutionary algorithms, NSGA-II, we demonstrate that difficulties can arise regardless of the specific MOO method used. We emphasize the importance of understanding the specific problem, the objective space, and the selected MOO method, while also noting that neglecting factors such as convergence criteria can result in misleading experiments.
Code (0)
등록된 구현이 없습니다.
Tasks
Evolutionary AlgorithmsMisconceptionsMultiobjective OptimizationSimilar Papers 제목 키워드 기반
Benchmark for CEC 2024 Competition on Multiparty Multiobjective Optimization
The competition focuses on Multiparty Multiobjective Optimization Problems (MPMOPs), where multiple decision makers have conflicting objectives, as seen in applications like UAV path planning. Despite their importance, M…
Multiobjective OptimizationOn the Treatment of Optimization Problems with L1 Penalty Terms via Multiobjective Continuation
We present a novel algorithm that allows us to gain detailed insight into the effects of sparsity in linear and nonlinear optimization, which is of great importance in many scientific areas such as image and signal proce…
compressed sensingModel SelectionMultiobjective OptimizationExperimental Analysis of Design Elements of Scalarizing Functions-based Multiobjective Evolutionary Algorithms
In this paper we systematically study the importance, i.e., the influence on performance, of the main design elements that differentiate scalarizing functions-based multiobjective evolutionary algorithms (MOEAs). This cl…
Combinatorial OptimizationEvolutionary AlgorithmsBalancing Common Treatment and Epidemic Control in Medical Procurement during COVID-19: Transform-and-Divide Evolutionary Optimization
Balancing common disease treatment and epidemic control is a key objective of medical supplies procurement in hospitals during a pandemic such as COVID-19. This problem can be formulated as a bi-objective optimization pr…
Evolutionary AlgorithmsMultiobjective OptimizationEffective anytime algorithm for multiobjective combinatorial optimization problems
In multiobjective optimization, the result of an optimization algorithm is a set of efficient solutions from which the decision maker selects one. It is common that not all the efficient solutions can be computed in a sh…
Combinatorial OptimizationMultiobjective Optimization