TY - GEN
T1 - Pareto Multi-Task Learning
AU - LIN, Xi
AU - ZHEN, Hui-Ling
AU - LI, Zhenhua
AU - ZHANG, Qingfu
AU - KWONG, Sam
N1 - This work was supported by the Natural Science Foundation of China under Grant 61876163 and Grant 61672443, ANR/RGC Joint Research Scheme sponsored by the Research Grants Council of the Hong Kong Special Administrative Region, China and France National Research Agency (Project No. A-CityU101/16), and Hong Kong RGC General Research Funds under Grant 9042489 (CityU 11206317) and Grant 9042322 (CityU 11200116).
PY - 2019/12
Y1 - 2019/12
N2 - Multi-task learning is a powerful method for solving multiple correlated tasks simultaneously. However, it is often impossible to find one single solution to optimize all the tasks, since different tasks might conflict with each other. Recently, a novel method is proposed to find one single Pareto optimal solution with good trade-off among different tasks by casting multi-task learning as multiobjective optimization. In this paper, we generalize this idea and propose a novel Pareto multi-task learning algorithm (Pareto MTL) to find a set of well-distributed Pareto solutions which can represent different trade-offs among different tasks. The proposed algorithm first formulates a multi-task learning problem as a multiobjective optimization problem, and then decomposes the multiobjective optimization problem into a set of constrained subproblems with different trade-off preferences. By solving these subproblems in parallel, Pareto MTL can find a set of well-representative Pareto optimal solutions with different trade-off among all tasks. Practitioners can easily select their preferred solution from these Pareto solutions, or use different trade-off solutions for different situations. Experimental results confirm that the proposed algorithm can generate well-representative solutions and outperform some state-of-the-art algorithms on many multi-task learning applications.
AB - Multi-task learning is a powerful method for solving multiple correlated tasks simultaneously. However, it is often impossible to find one single solution to optimize all the tasks, since different tasks might conflict with each other. Recently, a novel method is proposed to find one single Pareto optimal solution with good trade-off among different tasks by casting multi-task learning as multiobjective optimization. In this paper, we generalize this idea and propose a novel Pareto multi-task learning algorithm (Pareto MTL) to find a set of well-distributed Pareto solutions which can represent different trade-offs among different tasks. The proposed algorithm first formulates a multi-task learning problem as a multiobjective optimization problem, and then decomposes the multiobjective optimization problem into a set of constrained subproblems with different trade-off preferences. By solving these subproblems in parallel, Pareto MTL can find a set of well-representative Pareto optimal solutions with different trade-off among all tasks. Practitioners can easily select their preferred solution from these Pareto solutions, or use different trade-off solutions for different situations. Experimental results confirm that the proposed algorithm can generate well-representative solutions and outperform some state-of-the-art algorithms on many multi-task learning applications.
UR - http://www.scopus.com/inward/record.url?scp=85090177549&partnerID=8YFLogxK
M3 - Conference paper (refereed)
BT - Advances in Neural Information Processing Systems
ER -