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LibMOON: A Gradient-based MultiObjective OptimizatioN Library in PyTorch

Documentation Status License: MIT PyPI version Supported Python versions Hits Made With Friends Paper

LibMOON is an open-source library built on PyTorch for gradient based MultiObjective (MOO). See the latest documentation for detailed introductions and API instructions.

Star or fork us on GitHub — it motivates us a lot!

News

  • [Sep 6 2024] LibMOON paper is available online.

  • [Aug 27 2024] Added support for LoRA-PSL (ICML 2024). Many thanks to Weiyu Chen for his contribution.

  • [June 20 2024] Supports most popular gradient-based methods: MGDAUB, Random, EPO, PMGDA, Aggregation-based methods, PMTL, HVGrad, MOOSVGD ...

  • [April 20 2024] Supports PMTL (NeurIPS 2019), HvGrad (EMO 2022). Many thanks for Dr. Xi Lin's contribution and helpful communications from Dr. Hao Wang.

  • [March 17 2024] Supports three MOBO-PSL methods. Many thanks to Liang Zhao's contribution.

  • [March 10 2024] Supports hypernetwork-based Pareto set learning methods.

1. LibMOON Supported Problems

1.1 Synthetic Problems

LibMOON supports a large number of synthetic problems, including ZDT, DTLZ, RE, MAF, WFG, Fi and UF problems.

1.2 Multiobjective Multitask Learning (MO-MTL) Problems

Method $L_1$ $L_2$
Fairness classification Binary cross entropy DEO
Multiobjective classification Cross entropy loss BR Cross entropy loss UL
MO machine learning Mean square loss Mean square loss
MO distribution alignment Similarity 1 Similarity 2

Notes:

  • DEO: Difference of Equality of Opportunity.

2. LibMOON Supported Solvers

LibMOON includes a variety of solvers tailored for different needs as image below shows.

2.1 Finite solution solvers

  • GradAggSolver
  • EPOSolver
  • MOO-SVGDSolver
  • MGDASolver
  • PMGDASolver
  • PMTLSolver
  • HVGradSolver
Method Property Paper Complexity
EPO (Mahapatra et al 2020) Exact solutions paper $O(m^2nK)$
MGDA-UB (Sener et al 2018) Arbitrary solutions paper $O(m^2nK)$
PMGDA (Zhang et al 2024) Specific solutions paper $O(m^2nK)$
Random (Lin et al 2021) Arbitrary solutions paper $O(m^2nK)$
MOO-SVGD (Liu et al 2021) Diverse solutions paper $O(m^2nK^2)$
PMTL (Lin et al 2019) Sector solutions paper $O(m^2nK^2)$
HVGrad (Deist et al 2021) Maximal HV solutions paper $O(m^2nK^2)$
Agg-LS (Miettinen et al 1999) Convex hull solutions book $O(mnK)$
Agg-Tche (Zhang et al 2007) Exact solutions paper $O(mnK)$
Agg-mTche (Ma et al 2017) Exact solutions paper $O(mnK)$
Agg-PBI (Zhang et al 2007) Approximate exact solutions paper $O(mnK)$
Agg-COSMOS (Ruchte et al 2007) Approximate exact solutions paper $O(mnK)$
Agg-SoftTche (Lin et al 2024) Fast approximate exact solutions paper $O(mnK)$

Notations:

  • $m$ is the number of objectives.
  • $K$ is the number of subproblems.
  • $n$ is the number of decision variables.

In neural network methods, $n$ is very large (>10,000), $K$ is also large (e.g., 20-50), and $m$ is relatively small (e.g., 2-4). Consequently, $m^2$ is not a significant issue, but $n^2$ and $K^2$ are major concerns.

2.2 Pareto set learning(PSL) Solvers

LibMOON supports various models of PSL solvers, categorized as follows:

Method Property Paper
EPO-based PSL (Navon et al 2021) Exact solutions paper
PMGDA-based PSL (Zhang et al 2024) Specific solutions paper
Aggregation-baed PSL (Sener et al 2018) Minimal aggregation function solutions paper
Evolutionary PSL (Sener et al 2018) Mitigate local minimal by ES paper
LoRA PSL (Chen et al 2024) Light model structure paper

2.3 MultiObjective Bayesian Optimization (MOBO) Solvers

  • PSL-MONO
  • PSL-DirHV-EI
  • DirHV-EGO

3. Installation and quick start

Libmoon is available on PyPI. You can install it using pip:

pip install libmoon==0.1.11
  • Example1: Finding a size-K (K=5) Pareto solutions with four lines of code.
from libmoon.solver.gradient.methods import EPOSolver
from libmoon.util.initialization import synthetic_init
from libmoon.util.weight_factor import uniform_pref
from libmoon.util import get_problem

problem = get_problem(problem_name='ZDT1')
prefs = uniform_pref(n_prob=5, n_obj=problem.n_obj, clip_eps=1e-2)
solver = EPOSolver(problem, step_size=1e-2, n_iter=1000, tol=1e-2)
res = solver.solve(x=synthetic_init(problem, prefs), prefs=prefs)
  • Example2: PSL in a problem with three lines of solving problem and two lines of evaluating the results.
from libmoon.solver.psl.core_psl import AggPSLSolver
from libmoon.util import get_problem
from libmoon.util.weight_factor import uniform_pref
from torch import Tensor

problem = get_problem(problem_name='ZDT1')
# agg list [ ’ls ’, ’tche ’, ’mtche ’, ’pbi ’, ... ]
prefs = uniform_pref(n_prob=100, n_obj=problem.n_obj, clip_eps=1e-2)
solver = AggPSLSolver(problem, agg='ls')
model = solver.solve()
eval_y = problem.evaluate(model(Tensor(prefs).cuda()))

4. Citing LibMOON and Acknowledgements

4.1 If you find our code useful, please cite our codebase:

@misc{zhang2024libmoon,
      title={LibMOON: A Gradient-based MultiObjective OptimizatioN Library in PyTorch}, 
      author={Xiaoyuan Zhang and Liang Zhao and Yingying Yu and Xi Lin and Zhenkun Wang and Yifan Chen and Han Zhao and Qingfu Zhang},
      year={2024},
      eprint={2409.02969},
      archivePrefix={arXiv},
      primaryClass={cs.MS},
      url={https://arxiv.org/abs/2409.02969}, 
}

4.2 Main Contributors

Name Institution Role
Xiaoyuan Zhang (*) CityUHK Pareto set learning/MOO solvers/Project lead
Liang Zhao (*) CityUHK MOBO
Yingying Yu (*) CityUHK Software design
Xi Lin CityUHK Software design

(*): The first three authors contribute equally to this work.

4.3 Advisory Board

We sincernely thank the following contributors for their valuable contributions or feedbacks. We also want thanks for our collobrators from XDU, SZU, SUSTech, ECNU, NEU, SEU for their early use of our code.

We also espeically thank for the following contributors: Xuehai Pan, Hongzong Li, Zhe Zhao, Meitong Liu, Weiduo Liao, Baijiong Lin, Weiyu Chen, Prof. Jingda Deng, Prof. Yifan Chen, Prof. Ke Shang, Prof. Genghui Li, Prof. Han Zhao, Prof. Zhenkun Wang, Prof. Tao Qin, and Prof. Qingfu Zhang (Corresponding) .

4.4 Contact

Moon

  • Wechat group:

Moon

LibMOON is not allowed for commercial use without permission. For commerical use, please contact Xiaoyuan Zhang or Prof. Qingfu Zhang.

4.5 Star History

Star History Chart