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Poster
On the Convergence of Stochastic Multi-Objective Gradient Manipulation and Beyond
Shiji Zhou · Wenpeng Zhang · Jiyan Jiang · Wenliang Zhong · Jinjie GU · Wenwu Zhu

Tue Nov 29 09:00 AM -- 11:00 AM (PST) @ Hall J #701
in Poster Session 1 »

The conflicting gradients problem is one of the major bottlenecks for the effective training of machine learning models that deal with multiple objectives. To resolve this problem, various gradient manipulation techniques, such as PCGrad, MGDA, and CAGrad, have been developed, which directly alter the conflicting gradients to refined ones with alleviated or even no conflicts. However, the existing design and analysis of these techniques are mainly conducted under the full-batch gradient setting, ignoring the fact that they are primarily applied with stochastic mini-batch gradients. In this paper, we illustrate that the stochastic gradient manipulation algorithms may fail to converge to Pareto optimal solutions. Firstly, we show that these different algorithms can be summarized into a unified algorithmic framework, where the descent direction is given by the composition of the gradients of the multiple objectives. Then we provide an explicit two-objective convex optimization instance to explicate the non-convergence issue under the unified framework, which suggests that the non-convergence results from the determination of the composite weights solely by the instantaneous stochastic gradients. To fix the non-convergence issue, we propose a novel composite weights determination scheme that exponentially averages the past calculated weights. Finally, we show the resulting new variant of stochastic gradient manipulation converges to Pareto optimal or critical solutions and yield comparable or improved empirical performance.

Keywords: Stochastic Optimization · multi-objective learning

Author Information

Shiji Zhou (Tsinghua-Berkeley Shenzhen Institute, Tsinghua University)
Wenpeng Zhang (Ant Group)
Jiyan Jiang (Tsinghua University)
Wenliang Zhong (Ant Group)
Jinjie GU (Ant Group)
Wenwu Zhu (Tsinghua University)

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