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Gliding over the Pareto Front with Uniform Designs

NeurIPS 2024 · Learning theory and algorithms › Combinatorial and search optimization · approach: Multi-objective optimization · 1 citations (OpenAlex)

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Proposes UMOD, which uses fill distance and a max-packing surrogate to generate K uniformly spaced Pareto-optimal objectives via bi-level optimization over preference angles with a neural PF model.

Problem

Generating K uniform, representative Pareto-optimal solutions that cover the entire Pareto front; minimizing fill distance is a nested min-max-min problem that is hard to optimize.

Approach

Replaces fill distance minimization with maximizing the minimum pairwise distance (max-packing) between Pareto objectives, proven to bound fill distance within a factor of 4; optimizes preference angles via bi-level optimization with a neural network surrogate for the PF mapping.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use UMOD instead of SMS-EMOAPareto-objective selection · ZDT1Uniform: 1.85 -> 2.07Helped
Use UMOD instead of SMS-EMOAPareto-objective selection · ZDT1Fill Distance: 1.16 -> 1.04Helped
Use UMOD instead of SMS-EMOAPareto-objective selection · RE21Uniform: 1.26 -> 1.62Helped
Use UMOD instead of SMS-EMOAPareto-objective selection · RE21Fill Distance: 1.09 -> 0.83Helped
Use UMOD instead of LMPFEPareto-objective selection · DTLZ2Uniform: 2.45 -> 3.17Helped
Use UMOD instead of NSGA3Pareto-objective selection · DTLZ2Fill Distance: 2.59 -> 2.37Helped
Use UMOD instead of HVGradFairness classifier · AdultδUnif: 0.0421 -> 0.1049Helped
Use UMOD instead of HVGradFairness classifier · AdultHV: 0.6865 -> 0.6800Hurt
Use UMOD instead of HVGradFairness classifier · CompassδUnif: 0.2199 -> 0.3801Helped
Use UMOD instead of HVGradFairness classifier · CompassHV: 0.7625 -> 0.7262Hurt

Surprising findings

Limitations

Experimental setup

Datasets: Adult Compass ZDT1-6 DTLZ RE21 RE22 RE33 RE37 RE41 RE42

Benchmarks: ZDT1-6 DTLZ2 RE21 RE37 RE41 RE42 Adult fairness Compass fairness

Metrics: Hypervolume IGD Sparsity Spacing Uniformity Smooth Uniformity Fill distance Span

Baselines: MOEA/D MOEA/D-AWA NSGA-III SMS-EMOA LMPFE DEA-GNG Subset selection EPO PMGDA HVGrad

Builds on: MOEA/D PMGDA Das-Dennis preference initialization IGD indicator

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