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Global-Order GFlowNets

Lluís Pastor-Pérez, Javier Alonso-Garcia, Lukas Mauch

TL;DR

This work addresses conflicts in multi-objective black-box optimization arising from local Pareto-ordering in Order-Preserving GFlowNets. It introduces Global-Order GFlowNets that impose a globally consistent ranking through two strategies—Global Rank and Nearest Neighbor Order—ensuring alignment with Pareto dominance. The authors evaluate the approach on DNA sequence generation, fragment-based molecule generation, and QM9, finding that global-order methods match or exceed prior OP- and PC-GFNs, with improved exploration and more non-dominated samples in several tasks. The results suggest that enforcing a global ordering is a promising direction for scalable, diverse Pareto-front sampling in MO problems, with Cheap-GR-GFNs offering computational efficiency advantages in high-dimensional settings.

Abstract

Order-Preserving (OP) GFlowNets have demonstrated remarkable success in tackling complex multi-objective (MOO) black-box optimization problems using stochastic optimization techniques. Specifically, they can be trained online to efficiently sample diverse candidates near the Pareto front. A key advantage of OP GFlowNets is their ability to impose a local order on training samples based on Pareto dominance, eliminating the need for scalarization - a common requirement in other approaches like Preference-Conditional GFlowNets. However, we identify an important limitation of OP GFlowNets: imposing a local order on training samples can lead to conflicting optimization objectives. To address this issue, we introduce Global-Order GFlowNets, which transform the local order into a global one, thereby resolving these conflicts. Our experimental evaluations on various benchmarks demonstrate the efficacy and promise of our proposed method.

Global-Order GFlowNets

TL;DR

This work addresses conflicts in multi-objective black-box optimization arising from local Pareto-ordering in Order-Preserving GFlowNets. It introduces Global-Order GFlowNets that impose a globally consistent ranking through two strategies—Global Rank and Nearest Neighbor Order—ensuring alignment with Pareto dominance. The authors evaluate the approach on DNA sequence generation, fragment-based molecule generation, and QM9, finding that global-order methods match or exceed prior OP- and PC-GFNs, with improved exploration and more non-dominated samples in several tasks. The results suggest that enforcing a global ordering is a promising direction for scalable, diverse Pareto-front sampling in MO problems, with Cheap-GR-GFNs offering computational efficiency advantages in high-dimensional settings.

Abstract

Order-Preserving (OP) GFlowNets have demonstrated remarkable success in tackling complex multi-objective (MOO) black-box optimization problems using stochastic optimization techniques. Specifically, they can be trained online to efficiently sample diverse candidates near the Pareto front. A key advantage of OP GFlowNets is their ability to impose a local order on training samples based on Pareto dominance, eliminating the need for scalarization - a common requirement in other approaches like Preference-Conditional GFlowNets. However, we identify an important limitation of OP GFlowNets: imposing a local order on training samples can lead to conflicting optimization objectives. To address this issue, we introduce Global-Order GFlowNets, which transform the local order into a global one, thereby resolving these conflicts. Our experimental evaluations on various benchmarks demonstrate the efficacy and promise of our proposed method.

Paper Structure

This paper contains 42 sections, 1 theorem, 9 equations, 13 figures, 7 tables, 2 algorithms.

Key Result

Theorem 1

Let $\mathcal{X}$ be a set of samples with associated rewards $R_1, R_2, ..., R_d$, and let $\hat{R}: \mathcal{X} \to \mathbb{R}$ be a ranking function produced by the Global Rank algorithm. For any two samples $x_1, x_2 \in \mathcal{X}$, if $x_1$ Pareto dominates $x_2$, then $\hat{R}(x_1) > \hat{R}

Figures (13)

  • Figure 1: An example for the local order dilemma of OP GFNs. We can construct three different subsets $\mathcal{X}_1$, $\mathcal{X}_2$, $\mathcal{X}_3$, for which we can no longer construct $P(x;\theta)$ that is consistent with all conditionals.
  • Figure 2: $\hat{R}$ computed with Global Rank (left) and Nearest Neighbor (right) algorithms
  • Figure 3: The 1280 generated samples, with 18 unique samples for OP-GFNs compared to 356 of Cheap-GR-GFNs
  • Figure 4: Image of the different points in the $[0,1]\times [0,1]$. In orange, we find the Pareto front. In the first cases, we omit $r_1(x,y)=x$ for clarity.
  • Figure 5: Comparison of the algorithms Global Rank (left) and Nearest Neighbor Order (right) with different rewards
  • ...and 8 more figures

Theorems & Definitions (4)

  • Definition 1: MOO problem
  • Definition 2: Pareto Dominance and Pareto Set
  • Theorem 1: Consistency of Global Rank with Pareto Dominance
  • proof