Orthogonal transfer for multitask optimization

Abstract

Knowledge transfer (KT) plays a key role in multitask optimization. However, most of the existing KT methods still face two challenges. First, the tasks may commonly have different dimensionalities, making the KT between heterogeneous search spaces very difficult. Second, the tasks may have different degrees of similarity in different dimensions, making that treating all dimensions with equal importance may be harmful to the KT process. To address these two challenges, this paper proposes a novel orthogonal transfer (OT) method that is enabled by a cross-task mapping (CTM) strategy, which can achieve high-quality KT among heterogeneous tasks. For the first challenge, the CTM strategy maps the global best individual of one task from its original search space to the search space of the target task via an optimization process, which can handle the difference in task dimensionality. For the second challenge, the OT method is performed on the CTM-obtained individual and a random individual of the target task to find the best combination of different dimensions in these two individuals rather than treating all the dimensions equally, so as to achieve high-quality KT. To verify the effectiveness of the proposed OT method and the resulted OT-based multitask optimization (OTMTO) algorithm, this paper not only uses the existing multitask optimization benchmark but also proposes a new benchmark test suite named multitask optimization problems with different dimensionalities. Comprehensive experimental results on the existing and the proposed benchmarks show that the proposed OT method and the OTMTO algorithm are very advantageous in providing high-quality KT and in handling the heterogeneity of search space in multitask optimization problems compared to the existing competitive evolutionary multitask optimization algorithms.