用流模型生成多目标优化解,精准逼近最优权衡边界。
ParetoFlow: Guided Flows in Multi-Objective Optimization
- 设计多目标引导模块,用权重向量控制生成方向。
- 在多个任务上超越现有方法,实现最先进性能。
- 适合需要平衡多个目标的工程与算法设计场景。
在离线多目标优化(MOO)中,利用设计及其标签的离线数据集,同时最小化多个目标,更贴近真实复杂问题。现有方法多采用进化算法和贝叶斯优化,对数据中蕴含的生成建模能力关注较少。本文探索基于流匹配的生成建模方法,提出ParetoFlow,专门用于引导采样逼近帕累托前沿。传统单目标预测引导不适用于多目标场景,因此我们引入多目标预测引导模块,为每个样本分配一个权重向量,表示对多个目标预测的加权分布。进一步设计局部过滤机制以处理非凸帕累托前沿。权重均匀覆盖目标空间,有效引导生成趋向帕累托前沿。由于相似权重产生相似样本,引入邻近演化模块,在相邻分布间共享知识,生成后代并选取最优者进入下一轮。实验表明,该方法在多个任务上达到当前最优表现。
原文摘要 · Abstract (English)
In offline multi-objective optimization (MOO), we leverage an offline dataset of designs and their associated labels to simultaneously minimize multiple objectives. This setting more closely mirrors complex real-world problems compared to single-objective optimization. Recent works mainly employ evolutionary algorithms and Bayesian optimization, with limited attention given to the generative modeling capabilities inherent in such data. In this study, we explore generative modeling in offline MOO through flow matching, noted for its effectiveness and efficiency. We introduce ParetoFlow, specifically designed to guide flow sampling to approximate the Pareto front. Traditional predictor (classifier) guidance is inadequate for this purpose because it models only a single objective. In response, we propose a multi-objective predictor guidance module that assigns each sample a weight vector, representing a weighted distribution across multiple objective predictions. A local filtering scheme is introduced to address non-convex Pareto fronts. These weights uniformly cover the entire objective space, effectively directing sample generation towards the Pareto front. Since distributions with similar weights tend to generate similar samples, we introduce a neighboring evolution module to foster knowledge sharing among neighboring distributions. This module generates offspring from these distributions, and selects the most promising one for the next iteration. Our method achieves state-of-the-art performance across various tasks.
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