Linear scalarization, i.e., combining all loss functions by a weighted sum, has been the default choice in the literature of multi-task learning (MTL) since its inception. In recent years, there is a surge of interest in developing Specialized Multi-Task Optimizers (SMTOs) that treat MTL as a multi-objective optimization problem. However, it remains open whether there is a fundamental advantage of SMTOs over scalarization. In fact, heated debates exist in the community comparing these two types of algorithms, mostly from an empirical perspective. To approach the above question, in this paper, we revisit scalarization from a theoretical perspective.

Specialized Multi-Task Optimizers (SMTOs) balance task learning in Multi-Task Learning by addressing issues like conflicting gradients and differing gradient norms, which hinder equal-weighted task training. However, recent critiques suggest that equally weighted tasks can achieve competitive results compared to SMTOs, arguing that previous SMTO results were influenced by poor hyperparameter optimization and lack of regularization. In this work, we evaluate these claims through an extensive empirical evaluation of SMTOs, including some of the latest methods, on more complex multi-task problems to clarify this behavior. Our findings indicate that SMTOs perform well compared to uniform loss and that fixed weights can achieve competitive performance compared to SMTOs. Furthermore, we demonstrate why uniform loss perform similarly to SMTOs in some instances. The source code is available at https://github.com/Gabriel-SGama/UnitScal_vs_SMTOs.

Linear scalarization, i.e., combining all loss functions by a weighted sum, has been the default choice in the literature of multi-task learning (MTL) since its inception. In recent years, there is a surge of interest in developing Specialized Multi-Task Optimizers (SMTOs) that treat MTL as a multi-objective optimization problem. However, it remains open whether there is a fundamental advantage of SMTOs over scalarization. In fact, heated debates exist in the community comparing these two types of algorithms, mostly from an empirical perspective. To approach the above question, in this paper, we revisit scalarization from a theoretical perspective.

Linear scalarization, i.e., combining all loss functions by a weighted sum, has been the default choice in the literature of multi-task learning (MTL) since its inception. In recent years, there is a surge of interest in developing Specialized Multi-Task Optimizers (SMTOs) that treat MTL as a multi-objective optimization problem. However, it remains open whether there is a fundamental advantage of SMTOs over scalarization. In fact, heated debates exist in the community comparing these two types of algorithms, mostly from an empirical perspective. To approach the above question, in this paper, we revisit scalarization from a theoretical perspective. We focus on linear MTL models and study whether scalarization is capable of fully exploring the Pareto front. Our findings reveal that, in contrast to recent works that claimed empirical advantages of scalarization, scalarization is inherently incapable of full exploration, especially for those Pareto optimal solutions that strike the balanced trade-offs between multiple tasks. More concretely, when the model is under-parametrized, we reveal a multi-surface structure of the feasible region and identify necessary and sufficient conditions for full exploration. This leads to the conclusion that scalarization is in general incapable of tracing out the Pareto front. Our theoretical results partially answer the open questions in Xin et al. (2021), and provide a more intuitive explanation on why scalarization fails beyond non-convexity. We additionally perform experiments on a real-world dataset using both scalarization and state-of-the-art SMTOs. The experimental results not only corroborate our theoretical findings, but also unveil the potential of SMTOs in finding balanced solutions, which cannot be achieved by scalarization.

Recent multi-task learning research argues against unitary scalarization, where training simply minimizes the sum of the task losses. Several ad-hoc multi-task optimization algorithms have instead been proposed, inspired by various hypotheses about what makes multi-task settings difficult. The majority of these optimizers require per-task gradients, and introduce significant memory, runtime, and implementation overhead. We present a theoretical analysis suggesting that many specialized multi-task optimizers can be interpreted as forms of regularization. Moreover, we show that, when coupled with standard regularization and stabilization techniques from single-task learning, unitary scalarization matches or improves upon the performance of complex multi-task optimizers in both supervised and reinforcement learning settings. We believe our results call for a critical reevaluation of recent research in the area.