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ParetoFlow: Guided Flows in Multi-Objective Optimization

ICLR 2025 · Learning theory and algorithms › Combinatorial and search optimization · approach: Multi-objective optimization · 0 citations (OpenAlex)

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Proposes ParetoFlow, a flow-matching generative method for offline multi-objective optimization that guides sampling toward the Pareto front using weight-vector predictor guidance, local filtering, and neighboring evolution.

Problem

Offline multi-objective optimization: finding designs that approximate the Pareto front using only an offline dataset of designs and labels, where existing methods rely on evolutionary algorithms, Bayesian optimization, or less advanced generative models.

Approach

Applies flow matching with a multi-objective predictor guidance that assigns each sample a uniform weight vector over predicted objectives, a hypercone-based local filtering for non-convex fronts, and a neighboring evolution step where neighboring weight distributions generate offspring and the best one is kept, combined with a Pareto-set archive.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use ParetoFlow instead of the compared methodsOff-MOO-Bench · All Tasksaverage rank: 6.71 ± 4.31 -> 3.12 ± 3.77Helped
use uniform weights across samples rather than equal weights for every sample (ablation)ParetoFlow · ZDT2, C-10/MOP1, MO-Hopper, Zinc, RE23hypervolume: Equal: 6.15 ± 0.23, 4.64 ± 0.03, 5.58 ± 0.38, 4.14 ± 0.14, 4.75 ± 0.00; ParetoFlow: 6.79 ± 0.16, 4.77 ± 0.00, 5.69 ± 0.0Helped
use uniform weights across samples rather than weight only the first objective (ablation)ParetoFlow · ZDT2, C-10/MOP1, MO-Hopper, Zinc, RE23hypervolume: First: 5.58 ± 0.38, 4.59 ± 0.02, 5.25 ± 0.23, 4.00 ± 0.14, 4.89 ± 0.01; ParetoFlow: 6.79 ± 0.16, 4.77 ± 0.00, 5.69 ± 0.0Helped
add local filtering (ablation)ParetoFlow · ZDT2, C-10/MOP1, MO-Hopper, Zinc, RE23hypervolume: w/o local: 5.78 ± 0.15, 4.65 ± 0.03, 5.44 ± 0.21, 4.36 ± 0.04, 5.13 ± 0.41; ParetoFlow: 6.79 ± 0.16, 4.77 ± 0.00, 5.69 ±Helped
add neighboring evolution (ablation)ParetoFlow · ZDT2, C-10/MOP1, MO-Hopper, Zinc, RE23hypervolume: w/o neighbor: 6.43 ± 0.01, 4.64 ± 0.00, 5.62 ± 0.16, 4.40 ± 0.05, 6.08 ± 0.20; ParetoFlow: 6.79 ± 0.16, 4.77 ± 0.00, 5.6Mixed
add Pareto set update (ablation)ParetoFlow · ZDT2, C-10/MOP1, MO-Hopper, Zinc, RE23hypervolume: w/o PS: 6.45 ± 0.52, 4.49 ± 0.00, 5.00 ± 0.02, 4.40 ± 0.00, 5.28 ± 0.21; ParetoFlow: 6.79 ± 0.16, 4.77 ± 0.00, 5.69 ± 0.Mixed
increase the number of neighbors K (ablation)ParetoFlow · MO-Hopper and C-10/MOP1normalized hypervolumeNo clear effect
vary the number of offspring O (ablation)ParetoFlow · MO-Hopper and C-10/MOP1normalized hypervolumeNo clear effect
increase the number of sampling steps (ablation)ParetoFlow · MO-Hopper and C-10/MOP1normalized hypervolumeHelped
increase predictor-guidance scaling gamma from 0 to 2 (ablation)ParetoFlow · MO-Hopper and C-10/MOP1normalized hypervolumeHelped
vary noise factor g (ablation)ParetoFlow · MO-Hopper and C-10/MOP1normalized hypervolumeNo clear effect
use IOM predictors instead of the default multiple-model setup (ablation)ParetoFlow · ZDT2, C-10/MOP1, MO-Hopper, Zinc, RE23hypervolume: ParetoFlow: 6.79 ± 0.16, 4.77 ± 0.00, 5.69 ± 0.03, 4.49 ± 0.06, 6.32 ± 0.46; ParetoFlow + IOM: 6.32 ± 0.22, 4.75 ± 0.01,Mixed

Surprising findings

Limitations

Experimental setup

Datasets: Off-MOO-Bench synthetic functions MO-NAS (NAS-Bench-201 based C-10/MOP tasks) MO-Swimmer MO-Hopper Molecule (GSK3b/JNK3) Regex ZINC RFP four-bar truss / RE tasks MO-Portfolio

Benchmarks: Off-MOO-Bench synthetic functions MO-NAS MORL Sci-Design Real-world engineering (RE) MO-Portfolio

Metrics: hypervolume (100th and 50th percentile) average rank

Baselines: E2E MH MM MOEA/D + MM MOBO MOBO-qParEGO MOBO-JES PROUD LaMBO-2 CorrVAE MOGFN NSGD-III

Builds on: flow matching classifier guidance MOEA/D Off-MOO-Bench Das-Dennis weight generation

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