How to optimize the lambdas of a hybrid loss in a deep learning model
When there is an optimization problem involving more than one objective function to be optimized simultaneously, it is called multi-objective optimization.

Gradient descent methods can still be used to minimize the overall objective function. A paper entitled "Gradient-Based Multiobjective Optimization with
Uncertainties" goes into greater detail.

In PyTorch, autograd.backward can handle multiple objectives. You need to provide a list of tensors for backpropagation.