ParetoPilot: Zero-Surrogate Offline Multi-Objective Optimization via Infer-Perturb-Guide Diffusion
Authors: Ruiqing Sun, Sen Yang, Dawei Feng, Bo Ding, Yijie Wang, Huaimin Wang
Abstract
Offline multi-objective optimization (Offline MOO) seeks Pareto-optimal designs from static datasets without additional environment interactions. Existing generative methods typically guide sampling with external surrogate or preference models, which adds training complexity and may provide unreliable guidance. We propose ParetoPilot, a plug-and-play method that guides designs to Pareto front at inference time using a pre-trained conditional diffusion model without any surrogate. ParetoPilot introduces an Infer-Perturb-Guide (IPG) engine within the reverse diffusion process. IPG first infers the individual conditional target for each sample in the batch by aligning its conditional and unconditional predictions. It then perturbs these targets collectively across the batch, balancing convergence toward the Pareto front and diversity among samples. Finally, the engine guides the generative trajectory toward the Pareto front by injecting these perturbed targets via standard Classifier-Free Guidance (CFG). Experiments on 51 tasks demonstrate that ParetoPilot achieves the best overall ranking among 16 methods and competitive hypervolume improvement.
Offline multi-objective optimization requires not only moving the objective vectors of candidate designs toward the Pareto front, but also distributing them effectively along it. Generative methods have recently emerged as a natural approach because they learn a distribution over feasible designs while allowing generation to be steered toward promising designs. Existing methods, however, largely retain classical sample-wise guidance strategies, leaving the distribution-level modeling capability of generative methods underused. We propose ParetoTransport, a training-free guidance method for pre-trained flow-matching models that explicitly specifies and refines a population-level distribution in objective space. ParetoTransport guides a flow-matching sampler to iteratively transport the empirical offline distribution toward the Pareto front, with Wasserstein matching to intermediate proxy distributions. This directly controls distributional displacement and mass allocation along the front. We establish a convergence result and demonstrate state-of-the-art performance on standard offline MOO benchmarks, extending recent evaluations beyond hypervolume to generational distance, inverted generational distance, and Wasserstein distance.
Stephanie Holly, Sepp Hochreiter, Werner Zellinger
Multi-objective optimization (MOO) has emerged as a powerful approach to solving complex optimization problems involving multiple objectives. In many practical scenarios, function evaluations are unavailable or prohibitively expensive, necessitating optimization solely based on a fixed offline dataset. In this setting, known as offline MOO, the goal is to find out the Pareto set without access to the true objective functions. This setting suffers from the out-of-distribution (OOD) issue, where the surrogate model is not accurate for unseen designs. Due to the OOD issue, surrogate errors may cause the optimizer to select solutions that do not lie on the true Pareto front and are biased toward its extremes. To address this, this paper proposes Diversity-driven Offline Multi-Objective Optimization (DOMOO), which aims to find out a diverse and high-quality set of solutions. First, DOMOO incorporates an accumulative risk control module that estimates the potential risk of candidate solutions and alleviates the OOD issue between the training data and the generated solutions. In addition, a nested Pareto set learning (PSL) strategy is proposed to jointly learn preference and PSL parameters, then optimize them, enabling adaptation to diverse Pareto front geometries. To further enhance solution quality, we design a diversity-driven selection strategy that extracts a representative and well-distributed set of final solutions. To achieve this diversity-driven selection strategy, we propose IGDoffline, a tailored indicator for the offline setting that considers both diversity and convergence, and avoids the bias of hypervolume indicator. Extensive experiments on synthetic and real-world benchmarks show that DOMOO achieves the best average rank across tasks in both convergence and diversity among the compared methods.
Offline black-box optimization aims to discover novel designs with high property scores using only a static dataset, a task fundamentally challenged by the out-of-distribution (OOD) extrapolation problem. Existing approaches typically bifurcate into inverse methods, which struggle with the ill-posed nature of mapping scores to designs, and forward methods, which often lack the distributional expressivity to quantify uncertainty effectively. In this work, we propose SPADE (Support-Proximity Augmented Diffusion Estimation), a novel framework that reimagines forward surrogate modeling through the lens of conditional generative modeling. SPADE models the forward likelihood p(y|x) using a diffusion model, but with two critical enhancements to tailor it for optimization: (1) a Calibrated Diffusion Estimation module that enforces global consistency in statistical moments and pairwise rankings, and (2) a Support-Proximity Regularization mechanism that implicitly internalizes the data manifold constraint p(x) via kNN-based density estimation. Theoretically, we prove that our regularization is first-order equivalent to maximizing a Bayesian posterior with a valid design prior. Empirically, SPADE achieves state-of-the-art performance across Design-Bench tasks and an LLM data mixture optimization benchmark.