统一多目标优化梯度聚合框架,提升收敛性与鲁棒性。
A Unified Framework for Gradient Aggregation in Multi-Objective Optimization

- 基于凸包内梯度方向选择,提出收敛性充分条件
- 证明投影到对偶锥可保证可行性,扩展适用范围
- 新方法在对抗联邦学习中表现更鲁棒,适合多目标场景
许多机器学习问题涉及多重固有权衡,最适合通过基于梯度的多目标优化(MOO)算法解决。现有方法动机各异,分析方式零散,梯度聚合方式也各不相同。本文构建了一个统一的梯度聚合框架,建立了收敛至帕累托平稳性的(最优)速率,这是MOO中的标准性能衡量指标。分析核心是一个充分对齐条件,由此推导出定理:当在梯度凸包内选择非冲突方向时,构成收敛的必要条件。进一步证明,通过投影到对偶锥可确保可行性,从而拓展了具备收敛保证的方法范围。同时,我们从原始优化视角重构梯度聚合,涵盖已有算法,澄清其理论关系,并支持新变体设计。以基于CVaR的公式推导出的截断MGDA为例,展示了其在对抗联邦学习中的鲁棒性。最后,通过合成问题和实际基准验证了理论的有效性。
原文摘要 · Abstract (English)
Many machine learning problems involve multiple inherent trade-offs that are best addressed by gradient-based multi-objective optimization (MOO) algorithms. Existing methods are often proposed with various motivations, analyzed case by case, and differ algorithmically in how the component gradients are aggregated at each step. In this work, we develop a unifying framework for gradient aggregation in MOO, establishing (optimal) rates of convergence to Pareto stationarity, the standard measure of performance in MOO. Central to our analysis is a sufficient alignment condition, from which we derive a theorem showing that non-conflicting directions, when chosen within the convex hull of gradients, form a fundamental sufficient condition for convergence. We further show that feasibility can be ensured through projection onto the dual cone, broadening the scope of methods that admit convergence guarantees. In parallel, we present a primal optimization perspective of gradient aggregation that encompasses established algorithms, clarifies their theoretical relationships, and enables the design of new variants. As an illustration, we introduce capped MGDA, derived from a CVaR-based formulation, and demonstrate its robustness in adversarial federated learning. Finally, we validate our theory through experiments on synthetic problems and practical benchmarks.
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