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LibMOON: A Gradient-based MultiObjective OptimizatioN Library in PyTorch

NeurIPS 2024 · Optimization › Optimizers · approach: Multi-objective gradient methods · 2 citations (OpenAlex)

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Introduces LibMOON, an open-source PyTorch library of gradient-based multiobjective optimization solvers (finite-solution MOO, Pareto set learning, and MOBO) with benchmarks on synthetic, MTL fairness/MO-MNIST, and real-world problems.

Problem

Existing multiobjective optimization libraries focus on zeroth-order evolutionary algorithms that do not use gradient information and do not scale to models with millions of parameters.

Approach

A modular, GPU-accelerated PyTorch library that unifies over twenty gradient-based MOO methods (aggregation, gradient-manipulation, Pareto set learning, decomposition-based MOBO) under one benchmark with fair comparisons on synthetic, multitask, and real-world problems.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use HVGrad instead of other finite Pareto solution solversFinite Pareto solution optimization · VLMOP2HV: 0.283 (0.000) -> 0.286 (0.000)Helped
Use Agg-Tche, EPO, or PMGDA as the PSL base solver rather than COSMOS or Agg-LSPareto set learning · VLMOP2HV: 0.318 (0.000) -> 0.319 (0.000)Helped
Use Agg-Tche instead of Agg-LS for finite Pareto solutionsFinite Pareto solution optimization · VLMOP2HV: 0.043 (0.002) -> 0.283 (0.000)Helped
Use HVGrad instead of Agg-LS for finite Pareto solutionsFinite Pareto solution optimization · AdultHV: 0.636 (0.001) -> 0.678 (0.001)Helped
Use Agg-LS-based PSL rather than other reported PSL methodsPareto set learning · MO-MNISTHV: 0.512 (0.015) -> 0.557 (0.004)Helped
Run PSL on an RTX 4060 instead of a CPULibMOON PSL · MO-MNISTrunning time (minutes): 43.43 -> 14.72Helped
Use an RTX 4090 instead of an RTX 4060LibMOON PSL · MO-MNISTrunning time (minutes): 14.72 -> 3.27Helped
Use Agg-LS for Pareto set learningPareto set learning · MO-MNISTtraining lossNo clear effect
Use COSMOS-based PSL instead of PSL methods that recover the full frontPareto set learning · VLMOP2Pareto-front coverageHurt
Use linear-scalarization PSL instead of PSL methods that recover the full frontPareto set learning · VLMOP2Pareto-front coverageHurt

Surprising findings

Limitations

Experimental setup

Datasets: VLMOP2 VLMOP1 ZDT1 RE21 Adult Compas Credit MO-MNIST Fashion-MNIST

Benchmarks: VLMOP2 VLMOP1 ZDT1 RE21 Adult MO-MNIST

Metrics: hypervolume IGD minimal distance spacing sparsity span inner product cross angle PBI running time

Baselines: Agg-LS Agg-Tche Agg-PBI Agg-COSMOS MGDA-UB Random MOO-SVGD PMTL HVGrad PMGDA EPO

Builds on: EPO MGDA-UB PMTL MOO-SVGD HVGrad COSMOS Pareto hypernetworks

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