Applying knowledge transfer across multiple optimization tasks, multitask optimization (MTO) emerges as a promising approach to solving synergistic optimization tasks simultaneously. However, the development of effective knowledge transfer mechanisms in MTO fundamentally relies on aligning elite solution distributions across tasks. This dependency creates a critical bottleneck in few-shot optimization regimes, as restricted evaluation budgets impede the identification of elite solution distributions required for beneficial transfer. This challenge is exacerbated in multiobjective multitask problems, where each optimizer must approximate a continuous Pareto manifold rather than a single optimal point. This paper introduces Iterative Sequential Transfer (IST) to circumvent this bottleneck. We model MTO as a sequence of sequential transfer optimization problems, concentrating evaluations on a single target per iteration. We propose a likelihood-informed task prioritization mechanism to maximize transfer utility by identifying the task most likely ready for knowledge integration. Empirical results on benchmark and real-world problems verify the effectiveness of the proposed method under tight budgets.
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 (θl, θu), a novel (θl, θu)-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.
Pareto set learning (PSL) is an emerging paradigm in multi-objective optimization that trains neural networks to map preference vectors to Pareto optimal solutions. However, existing PSL methods primarily focus on solving a single multi-objective optimization problem at a time. This limitation not only increases computational costs in multi-objective multitask optimization scenarios by requiring a separate model for each task, but also fails to exploit the inter-task correlations across tasks. To address this, we propose a Cross-tAsk correlation-aware Pareto Set Learning (CoAction) framework, which leverages task-aware transformer to handle multiple tasks simultaneously. Specifically, by assigning task-specific embedding vectors to individual tasks, the model effectively distinguishes between tasks while facilitating knowledge sharing among them. We utilize a Transformer encoder as the backbone architecture to leverage its self-attention mechanism for capturing complex task dependencies. The proposed approach is evaluated on comprehensive multitask test suites covering both benchmark problems and real-world applications, demonstrating effectiveness and competitive performance in Hypervolume, Range, and Sparsity.
Multi-task optimization is a powerful approach for solving a large number of tasks in parallel. However, existing algorithms face distinct limitations: Population-based methods scale poorly and remain underexplored for large task sets. Approaches that do scale beyond a thousand tasks are mostly MAP-Elites variants and rely on a fixed, discretized archive that disregards the topology of the task space. We introduce MONET (Multi-Task Optimization over Networks of Tasks), a multi-task optimization algorithm that models the task space as a graph: tasks are nodes, and edges connect tasks in the task parameter space. This representation enables knowledge transfer between tasks and remains tractable for high-dimensional problems while exploiting the topology of the task space. MONET combines social learning, which generates candidates from neighboring nodes via crossover, with individual learning, which refines a node's own solution independently via mutation. We evaluate MONET on four domains (archery, arm, and cartpole with 5,000 tasks each; hexapod with 2,000 tasks) and show that it matches or exceeds the performance of existing MAP-Elites-based baselines across all four domains.
Julian Hatzky, Thomas Bartz-Beielstein, A. E. Eiben +1