Researchers propose an efficient first-order optimization method for multi-objective learning under preference guidance.
The problem is framed as a semivectorial bilevel optimization problem, optimizing a pre-defined preference function with weakly Pareto optimal model parameters.
To solve the problem, the multi-objective constraints are converted to a single-objective constraint using a merit function with an easy-to-evaluate gradient.
The proposed method is shown to effectively find preference-guided optimal solutions in various synthetic and real-world problems.