Multi-Objective Optimization for Sparse Deep Multi-Task Learning
S. S. Hotegni, M. Berkemeier, S. Peitz
TL;DR
The paper tackles conflicting objectives in deep learning by formulating a multi-objective optimization framework that jointly minimizes primary task losses and a sparsity objective. It leverages a Modified Weighted Chebyshev scalarization with an Augmented Lagrangian to efficiently compute a Pareto front of DNN parameterizations, while GrOWL regularization induces adaptive sparsity. The proposed Monitored Deep Multi-Task Network (MDMTN) architecture combines a shared backbone with lightweight task-specific monitors to preserve cross-task information while enabling sparsity-driven pruning during training. Empirical results on MultiMNIST and a new Cifar10Mnist dataset show that MDMTN often achieves superior or comparable main-task performance with substantial parameter reduction and favorable task-sharing properties, illustrating the practical viability of adaptive sparsification in multi-task settings.
Abstract
Different conflicting optimization criteria arise naturally in various Deep Learning scenarios. These can address different main tasks (i.e., in the setting of Multi-Task Learning), but also main and secondary tasks such as loss minimization versus sparsity. The usual approach is a simple weighting of the criteria, which formally only works in the convex setting. In this paper, we present a Multi-Objective Optimization algorithm using a modified Weighted Chebyshev scalarization for training Deep Neural Networks (DNNs) with respect to several tasks. By employing this scalarization technique, the algorithm can identify all optimal solutions of the original problem while reducing its complexity to a sequence of single-objective problems. The simplified problems are then solved using an Augmented Lagrangian method, enabling the use of popular optimization techniques such as Adam and Stochastic Gradient Descent, while efficaciously handling constraints. Our work aims to address the (economical and also ecological) sustainability issue of DNN models, with a particular focus on Deep Multi-Task models, which are typically designed with a very large number of weights to perform equally well on multiple tasks. Through experiments conducted on two Machine Learning datasets, we demonstrate the possibility of adaptively sparsifying the model during training without significantly impacting its performance, if we are willing to apply task-specific adaptations to the network weights. Code is available at https://github.com/salomonhotegni/MDMTN
