arXiv Machine Learning

SURF: Steering the Scalarization Weight to Uniformly Traverse the Pareto Front

The paper introduces SURF, a method that adjusts scalarization weights to uniformly sample the Pareto front in multi-objective optimization. By analyzing the geometry of scalarization paths, the authors derive a cumulative distribution function that maps weights to equal arc-length intervals, enabling more uniform coverage. SURF provides analytical solutions for structured problems and an iterative reconstruction approach for general cases, with theoretical guarantees and empirical evidence of improved uniformity over existing baselines.

arXiv Machine Learning
Sep 14

SIMS: Scale-Invariant Merit-Function-Based Scalarization for Multi-Task Learning

SIMS: Scale-Invariant Merit-Function-Based Scalarization for Multi-Task Learning proposes a new scalarization method for multi-task learning that is invariant to the relative scales of task losses. By using a logarithmic transformation, SIMS converts the multi-objective problem into a single objective that preserves weak Pareto optimality and allows a smooth surrogate with controllable approximation error. Experiments on standard multi-task benchmarks show that SIMS consistently outperforms existing scalarization methods and achieves state‑of‑the‑art performance.

By Zebin Chen, Fei Xing, Yang Chen, Hua Liu, Andy HF Chow, Yuhua Qian, Yu Zhang
arXiv Machine Learning
Jun 4

ALMAB-DC: Active Learning, Multi-Armed Bandits, and Distributed Computing for Sequential Experimental Design and Black-Box Optimization

arXiv:2603. 21180v4 Announce Type: replace Abstract: Sequential experimental design under expensive, gradient-free objectives is a central challenge in computational statistics: evaluation budgets are tightly constrained and information must be extracted efficiently from each observation.

By Foo Hui-Mean, Yuan-chin I Chang