改进多目标优化的随机梯度方法,提升收敛速度与冲突规避能力。
Regularity-Aware Stochastic MGDA with Adaptive Conflict-Avoidant Update Direction Control

- 利用目标间梯度冲突方向的光滑性,自适应切换更新策略。
- 理论证明收敛率从T^{-1/4}提升至T^{-1/2},实证验证性能优势。
- 适合多任务学习中需平衡多个目标的场景,尤其在噪声数据下表现佳。
多目标学习旨在同时优化多个目标。多梯度下降算法(MGDA)通过在各目标间沿公共下降或冲突规避(CA)方向迭代更新,是常用方法。但在随机设置下,原始的随机MGDA方法(SMG)因小批量采样引入梯度噪声,导致更新方向偏差,且受CA方向连续性制约,收敛速度缓慢。本文证明:在最坏情况下,CA方向对雅可比矩阵为1/2-霍尔德连续,且该指数不可改进。但在额外正则条件下,可提升至利普希茨连续。基于此,提出一种正则感知的随机多目标方法(MoRe):当子问题满足正则性时,利用CA方向的利普希茨连续性;否则采用固定加权标量化更新。直观上,当梯度冲突大时用CA方向,否则用线性标量化。理论上,该方法将非凸设置下SMG的收敛率从~O(T^{-1/4})提升至~O(T^{-1/2}),其中~O(·)忽略对数因子。同时建立逐轮冲突规避保证。实验表明,该方法在多任务性能上有效,且收敛行为符合理论预期。
原文摘要 · Abstract (English)
Multi-objective learning (MOL) aims to optimize multiple objectives simultaneously. The multi-gradient descent algorithm (MGDA) is a workhorse that iteratively updates along a common descent or conflict-avoidant (CA) direction across objectives. In stochastic settings, however, the vanilla stochastic MGDA method, SMG, lacks a fast convergence rate because mini-batch sampling introduces noise in the gradients. This causes bias in the update direction, which is controlled by the CA direction continuity. In this paper, we show that the CA direction is $1/2$-Holder continuous with respect to the Jacobian matrix, and the exponent $1/2$ cannot be improved in the worst case. This leads to a suboptimal convergence rate for vanilla stochastic MGDA in prior works. Nevertheless, under additional regularity conditions, we show this can be improved to Lipschitz continuity. Based on this insight, we propose a stochastic multi-objective regularity-aware (MoRe) method that exploits the Lipschitz continuity of the CA direction when the subproblem is regular, and switches to a fixed scalarization weight otherwise. Intuitively, the proposed algorithm employs CA direction update when the gradient conflict is large, and linear scalarization update otherwise. Theoretically, our method improves the convergence rate of SMG in the nonconvex setting from $\widetilde{\mathcal O}(T^{-1/4})$ to $\widetilde{\mathcal O}(T^{-1/2})$, where $\widetilde{\mathcal O}(\cdot)$ hides logarithmic factors. Meanwhile, we also establish the per-iterate conflict-avoidance guarantees. Empirically, experiments demonstrate its effectiveness in multi-task performance and verify convergence behavior consistent with the established theoretical rate.
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