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Offline Multi-Objective Optimization

ICML 2024 · Learning theory and algorithms › Combinatorial and search optimization · approach: Multi-objective optimization · 0 citations (OpenAlex)

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Introduces Off-MOO-Bench, the first benchmark for offline multi-objective optimization spanning synthetic, NAS, RL, combinatorial, scientific and engineering tasks, and empirically adapts offline SOO and MOBO methods to it.

Problem

Offline multi-objective optimization lacks benchmarks and methods: only a fixed dataset is available, no online evaluation is allowed, and existing offline SOO benchmarks (Design-Bench) do not cover multiple conflicting objectives.

Approach

Builds a unified benchmark (Off-MOO-Bench) with offline datasets collected from MOEAs for diverse MOO tasks, and analyzes DNN-based (end-to-end, multi-head, multiple-model with offline SOO techniques) and GP-based MOBO offline methods within a common framework, using NSGA-II as the search step and hypervolume as the metric.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use multiple independent objective models with IOM instead of the best training-data setOff-MOO-Bench offline MOO · Off-MOO-Bench averageaverage rank: 10.03 ± 0.07 -> 4.61 ± 0.05Helped
Use multiple independent objective models instead of an end-to-end model (ablation)Off-MOO-Bench offline MOO · Off-MOO-Bench averageaverage rank: 7.32 ± 0.01 -> 5.02 ± 0.03Helped
Add IOM to multiple independent objective models (ablation)Multiple Models · Off-MOO-Bench averageaverage rank: 5.02 ± 0.03 -> 4.61 ± 0.05Helped
Add COMs to multiple independent objective models (ablation)Multiple Models · Off-MOO-Bench averageaverage rank: 5.02 ± 0.03 -> 8.09 ± 0.32Hurt
Add RoMA to multiple independent objective models (ablation)Multiple Models · Off-MOO-Bench averageaverage rank: 5.02 ± 0.03 -> 7.07 ± 0.02Hurt
Add ICT to multiple independent objective models (ablation)Multiple Models · Off-MOO-Bench averageaverage rank: 5.02 ± 0.03 -> 9.64 ± 0.11Hurt
Add Tri-Mentoring to multiple independent objective models (ablation)Multiple Models · Off-MOO-Bench averageaverage rank: 5.02 ± 0.03 -> 8.77 ± 0.21Hurt
Add GradNorm to the end-to-end model (ablation)End-to-End · Off-MOO-Bench averageaverage rank: 7.32 ± 0.01 -> 8.34 ± 0.01Hurt
Add PcGrad to the end-to-end model (ablation)End-to-End · Off-MOO-Bench averageaverage rank: 7.32 ± 0.01 -> 7.51 ± 0.14Hurt
Add GradNorm to the multi-head model (ablation)Multi-Head · Off-MOO-Bench averageaverage rank: 7.00 ± 0.38 -> 9.63 ± 0.04Hurt
Add PcGrad to the multi-head model (ablation)Multi-Head · Off-MOO-Bench averageaverage rank: 7.00 ± 0.38 -> 8.09 ± 0.20Hurt
Use data pruning to focus training on higher-scoring solutions (ablation)Multi-Head model · RE21hypervolumeHelped

Surprising findings

Limitations

Experimental setup

Datasets: DTLZ ZDT Omni-test VLMOP NAS-Bench-201 C-10/MOP IN-1K/MOP MuJoCo PG-MORL policies TSP/CVRP/KP instances Markowitz portfolio stock data GSK3beta/JNK3 molecule latent space Regex/ZINC/RFP protein sequences

Benchmarks: Off-MOO-Bench

Metrics: hypervolume average rank

Baselines: End-to-End Multi-Head Multiple Models + COMs Multiple Models + RoMA Multiple Models + IOM Multiple Models + ICT Multiple Models + Tri-Mentoring MOBO (qNEHVI) MOBO-qParEGO MOBO-JES

Builds on: Design-Bench COMs RoMA IOM NSGA-II

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