In-Context Guidance: Learning Inter-Task Synergies via Numerical Foundational Models for Few-Shot Multitask Optimization

Multi-task optimization (MTO) addresses a set of optimization tasks simultaneously, often suffering from inaccurate inter-task relationship estimation under limited evaluation budgets, leading to negative transfer. This paper introduces In-Context Guidance Multitask Optimization (ICG-MTO), a novel framework that leverages numerical foundational models to improve inter-task coupling estimation in few-shot scenarios. Unlike conventional methods that rely solely on scarce observed data, ICG-MTO employs a frozen foundational model to infer auxiliary guidance through in-context learning. The framework operates through three stages: constructing an algorithm-specific in-context query from evaluated solutions, using the foundational model to infer a guidance signal characterizing predictive relationships among tasks, and translating this signal into algorithm-specific guidance for maximum-a-posteriori coupling estimation. This approach provides regularization during the early, data-scarce stages of optimization and gradually relinquishes control as task-specific observations accumulate. We instantiate the framework in multitask Bayesian optimization as ICG-MTBO, using directional fitness-class queries to guide inter-task coupling estimation, and further instantiate it in MFEA-II using decision-space-overlap queries to guide random mating probability estimation. Experiments across synthetic benchmarks and a real-world robot arm control problem, together with evaluations under different acquisition functions and evolutionary multitasking, demonstrate the effectiveness and generality of ICG-MTO for few-shot multitask optimization.