($\boldsymbolθ_l, \boldsymbolθ_u$)-Parametric Multi-Task Optimization: Joint Search in Solution and Infinite Task Spaces

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Main Authors: Wei, Tingyang, Liu, Jiao, Gupta, Abhishek, Tan, Puay Siew, Ong, Yew-Soon
Format: Preprint
Published: 2025
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author Wei, Tingyang
Liu, Jiao
Gupta, Abhishek
Tan, Puay Siew
Ong, Yew-Soon
author_facet Wei, Tingyang
Liu, Jiao
Gupta, Abhishek
Tan, Puay Siew
Ong, Yew-Soon
contents Multi-task optimization is typically characterized by a fixed and finite set of tasks. The present paper relaxes this condition by considering a non-fixed and potentially infinite set of optimization tasks defined in a parameterized, continuous and bounded task space. We refer to this unique problem setting as parametric multi-task optimization (PMTO). Assuming the bounds of the task parameters to be ($\boldsymbolθ_l$, $\boldsymbolθ_u$), a novel ($\boldsymbolθ_l$, $\boldsymbolθ_u$)-PMTO algorithm is crafted to operate in two complementary modes. In an offline optimization mode, a joint search over solution and task spaces is carried out with the creation of two approximation models: (1) for mapping points in a unified solution space to the objective spaces of all tasks, which provably accelerates convergence by acting as a conduit for inter-task knowledge transfers, and (2) for probabilistically mapping tasks to their corresponding solutions, which facilitates evolutionary exploration of under-explored regions of the task space. In the online mode, the derived models enable direct optimization of any task within the bounds without the need to search from scratch. This outcome is validated on both synthetic test problems and practical case studies, with the significant real-world applicability of PMTO shown towards fast reconfiguration of robot controllers under changing task conditions. The potential of PMTO to vastly speedup the search for solutions to minimax optimization problems is also demonstrated through an example in robust engineering design.
format Preprint
id arxiv_https___arxiv_org_abs_2503_08394
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle ($\boldsymbolθ_l, \boldsymbolθ_u$)-Parametric Multi-Task Optimization: Joint Search in Solution and Infinite Task Spaces
Wei, Tingyang
Liu, Jiao
Gupta, Abhishek
Tan, Puay Siew
Ong, Yew-Soon
Neural and Evolutionary Computing
Machine Learning
Multi-task optimization is typically characterized by a fixed and finite set of tasks. The present paper relaxes this condition by considering a non-fixed and potentially infinite set of optimization tasks defined in a parameterized, continuous and bounded task space. We refer to this unique problem setting as parametric multi-task optimization (PMTO). Assuming the bounds of the task parameters to be ($\boldsymbolθ_l$, $\boldsymbolθ_u$), a novel ($\boldsymbolθ_l$, $\boldsymbolθ_u$)-PMTO algorithm is crafted to operate in two complementary modes. In an offline optimization mode, a joint search over solution and task spaces is carried out with the creation of two approximation models: (1) for mapping points in a unified solution space to the objective spaces of all tasks, which provably accelerates convergence by acting as a conduit for inter-task knowledge transfers, and (2) for probabilistically mapping tasks to their corresponding solutions, which facilitates evolutionary exploration of under-explored regions of the task space. In the online mode, the derived models enable direct optimization of any task within the bounds without the need to search from scratch. This outcome is validated on both synthetic test problems and practical case studies, with the significant real-world applicability of PMTO shown towards fast reconfiguration of robot controllers under changing task conditions. The potential of PMTO to vastly speedup the search for solutions to minimax optimization problems is also demonstrated through an example in robust engineering design.
title ($\boldsymbolθ_l, \boldsymbolθ_u$)-Parametric Multi-Task Optimization: Joint Search in Solution and Infinite Task Spaces
topic Neural and Evolutionary Computing
Machine Learning
url https://arxiv.org/abs/2503.08394