Adaptive ε-Ranking on many-objective problems

This work proposes Adaptive ε-Ranking to enhance Pareto based selection, aiming to develop effective many -objective evolutionary optimization algorithms. ε-Ranking fine grains ranking of solutions after they have been ranked by Pareto dominance, using a randomized sampling procedure combined with ε...

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Vydané v:Evolutionary intelligence Ročník 2; číslo 4; s. 183 - 206
Hlavní autori: Aguirre, Hernán, Tanaka, Kiyoshi
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Berlin/Heidelberg Springer-Verlag 01.12.2009
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ISSN:1864-5909, 1864-5917
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Abstract This work proposes Adaptive ε-Ranking to enhance Pareto based selection, aiming to develop effective many -objective evolutionary optimization algorithms. ε-Ranking fine grains ranking of solutions after they have been ranked by Pareto dominance, using a randomized sampling procedure combined with ε-dominance to favor a good distribution of the samples. In the proposed method, sampled solutions keep their initial rank and solutions located within the virtually expanded ε-dominance regions of the sampled solutions are demoted to an inferior rank. The parameter ε that determines the expanded regions of dominance of the sampled solutions is adapted at each generation so that the number of best-ranked solutions is kept close to a desired number that is expressed as a fraction of the population size. We enhance NSGA-II with the proposed method and analyze its performance on MNK-Landscapes, showing that the adaptive method works effectively and that compared to NSGA-II convergence and diversity of solutions can be improved remarkably on MNK-Landscapes with 3 ≤  M  ≤ 10 objectives. Also, we compare the performance of Adaptive ε-Ranking with two representative many-objective evolutionary algorithms on DTLZ continuous functions. Results on DTLZ functions with 3 ≤  M  ≤ 10 objectives suggest that the three many-objective approaches emphasize different areas of objective space and could be used as complementary strategies to produce a better approximation of the Pareto front.
AbstractList This work proposes Adaptive ε-Ranking to enhance Pareto based selection, aiming to develop effective many -objective evolutionary optimization algorithms. ε-Ranking fine grains ranking of solutions after they have been ranked by Pareto dominance, using a randomized sampling procedure combined with ε-dominance to favor a good distribution of the samples. In the proposed method, sampled solutions keep their initial rank and solutions located within the virtually expanded ε-dominance regions of the sampled solutions are demoted to an inferior rank. The parameter ε that determines the expanded regions of dominance of the sampled solutions is adapted at each generation so that the number of best-ranked solutions is kept close to a desired number that is expressed as a fraction of the population size. We enhance NSGA-II with the proposed method and analyze its performance on MNK-Landscapes, showing that the adaptive method works effectively and that compared to NSGA-II convergence and diversity of solutions can be improved remarkably on MNK-Landscapes with 3 ≤  M  ≤ 10 objectives. Also, we compare the performance of Adaptive ε-Ranking with two representative many-objective evolutionary algorithms on DTLZ continuous functions. Results on DTLZ functions with 3 ≤  M  ≤ 10 objectives suggest that the three many-objective approaches emphasize different areas of objective space and could be used as complementary strategies to produce a better approximation of the Pareto front.
Author Aguirre, Hernán
Tanaka, Kiyoshi
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crossref_primary_10_1002_int_23016
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Keywords Epistasis
Many-objective optimization
Selection
ε-Ranking
Adaptation
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Kukkonen S, Lampinen J (2007) Ranking-dominance and many objective optimization. In: Proceedings of 2007 IEEE congress on evolutionary computation (CEC 2007), pp 3983–3990
Sulflow A, Drechsler N, Drechsler R (2007) Robust multi-objective optimization in high dimensional spaces. In: Proceedings of 4th international conference on evolutionary multi-criterion optimization, vol 4403. LNCS (Springer), pp 715–726
Bleuler S, Laumanns M, Thiele L, Zitzler E (2003) PISA—a platform and programming language independent interface for search algorithms. In: Proceedings of 2nd international conference on evolutionary multi-criterion optimization, vol 2632. LNCS (Springer), pp 494–508
Deb K, Saxena K (2006) Searching for pareto-optimal solutions through dimensionality reduction for certain large-dimensional multi-objective optimization problems. In: Proceedings of 2006 IEEE congress on evolutionary computation (CEC 2006), pp 3353–3360
Zitzler E (1999) Evolutionary algorithms for multiobjective optimization: methods and applications. PhD thesis, Swiss Federal Institute of Technology, Zurich
Hughes EJ (2005, September) evolutionary many-objective optimisation: many once or one many? In: Proceedings of 2005 IEEE congress on evolutionary computation, vol 1. IEEE Service Center, pp 222–227
CoelloCVan VeldhuizenDLamontGEvolutionary algorithms for solving multi-objective problems2002BostonKluwer1130.90002
Deb K, Agrawal S, Pratap A, Meyarivan T (2000) A fast elitist non-dominated sorting genetic algorithm for multi-objective optimization: NSGA-II. KanGAL report 200001
Iorio A.W., Li X (2004) Solving rotated multi-objective optimization problems using differential evolution. In: Proceedings of 17th Australian joint conference on artificial intelligence 2004, vol 3339. LNAI (Springer), pp 861–872
Ishibuchi H, Tsukamoto N, Nojima Y (2008) Evolutionary many-objective optimization: a short review. In: Proceedings of IEEE congress on evolutionary computation (CEC 2008). IEEE Press, pp 2424–2431
Koppen M, Yoshida K (2007) Substitute distance assignments in NSGA-II for handling many-objective optimization problems. In: Proceedings of 4th international conference on evolutionary multi-criterion optimzation, vol 4403. LNCS (Springer), pp 727–741
Deb K, Sundar J (2006) Preference point based multi-objective optimization using evolutionary algorithms. In: Proceedings of 2006 genetic and evolutionary computation conference (GECCO 2006), pp 635–642
Knowles J, Corne D (2002) On metrics for comparing non-dominated sets. In: Proceedings of 2002 congress on evolutionary computation. IEEE Press, pp 711–716
Brockhoff D, Zitzler E (2006) Are all objectives necessary? On dimensionality reduction in evolutionary multi-objective optimization. In: Parallel problem solving from nature, PPSN IX, vol 4193. LNCS (Springer), pp 533–542
Wagner T, Beume N, Naujoks B (2007) Pareto-, aggregation, and indicator-based methods in many-objective optimization. In: Proceedings of 4th international conference on evolutionary multi-criterion optimization, vol 4403. LNCS (Springer), pp 742–756
Hughes EJ (2003) Multiple single objective pareto sampling. In: Proceedings of 2003 IEEE congress on evolutionary computation. IEEE Service Center
Emmerich M, Beume N., Naujoks B (2005) An EMO algorithm using the hypervolume measure as selection criterion. In: Proceedings of 3rd international conference on evolutionary multi-criterion optimization, vol 3410, LNCS (Springer), pp 62–76
Fonseca C, Paquete L, López-Ibáñez M (2006) An improved dimension-sweep algorithm for the hypervolume indicator. In: Proceedings of 2006 IEEE congress on evolutionary computation, IEEE Service Center, pp 1157–1163
Aguirre H, Tanaka K (2008) Robust optimization by ε-Ranking on high dimensional objective spaces. In: Proceedings of 7th international conference on simulated evolution and learning, vol 5361. LNCS (Springer), pp 421–431
KauffmanSAThe origins of order: self-organization and selection in evolution1993New YorkOxford University Press
Ishibuchi H, Nojima Y (2007) Optimization of scalarizing functions through evolutionary multi-objective optimization. In: Proceedings of 4th international conference on evolutionary multi-criterion optimization (EMO 2007), vol 4403. LNCS (Springer), pp 51–65
Zitzler E, Kunzli S (2004) Indicator based selection in multi-objective search. In: Proceedings of conference on parallel problem solving from nature (PPSN VIII). Springer, pp. 832–842
Fleischer M (2003) The measure of pareto optima: applications to multi-objective metaheuristics. In: 2nd International conference on evolutionary multi-criterion optimization, Lecture Notes in Computer Science, vol 2632. Springer, pp 519–533
Deb K, Thiele L, Laumanns M, Zitzler E (2002) Scalable multi-objective optimization test problems. In: Proceedings of 2002 congress on evolutionary computation. IEEE Service Center, pp 825–830
Purshouse RC, Fleming PJ (2003, April) Conflict, harmony, and independence: relationships in evolutionary multi-criterion optimization. In: Proceedings of 2nd international conference on evolutionary multi-criterion optimization, vol 2632. LNCS (Springer), pp16–30
Ishibuchi H, Tsukamoto N, Nojima Y (2007) Iterative approach to indicator-based multi-objective optimization. In: Proceedings of 2007 IEEE congress on evolutionary computation (CEC 2007), pp 3697–3704
DebKMulti-objective optimization using evolutionary algorithms2001ChichesterWiley0970.90091
LaumannsMThieleLDebKZitzlerECombining convergence and diversity in evolutionary multi-objective optimizationEvol Comput200210326328210.1162/106365602760234108(Fall)
Aguirre H, Tanaka K (2003) Genetic algorithms on NK-landscapes: effects of selection, drift, mutation, and recombination. In: Proceedings of 3rd European workshop on evolutionary computation in combinatorial optimization (EvoCOP 2003), vol 2611. LNCS (Springer), pp 131–142
Aguirre H, Tanaka K (2004) Insights on properties of multi-objective MNK-landscapes. In: Proceedings of 2004 IEEE congress on evolutionary computation. IEEE Service Center, pp.196–203
Aguirre H, Tanaka K (2005) Selection, drift, recombination, and mutation in multi-objective evolutionary algorithms on scalable MNK-landscapes. In: Proceedings of 3rd international conference on evolutionary multi-criterion optimization, vol. 3410. LNCS (Springer), pp 355–369
AguirreHTanakaKWorking principles, behavior, and performance of MOEAs on MNK-landscapesEur J Oper Res Elsevier20071813167016901123.9006310.1016/j.ejor.2006.08.004
Corne D, Knowles J (2007) Techniques for highly multi-objective optimization: some non-dominated points are better than others. In: Proceedings of 2007 genetic and evolutionary computation conference (GECCO 2007), pp 773–780
YuPLCone convexity, cone extreme points, and nondominated solutions in decision problems with multi-objectivesJ Optim Theory Appl19741433193770268.9005710.1007/BF00932614
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References_xml – reference: Ishibuchi H, Nojima Y (2007) Optimization of scalarizing functions through evolutionary multi-objective optimization. In: Proceedings of 4th international conference on evolutionary multi-criterion optimization (EMO 2007), vol 4403. LNCS (Springer), pp 51–65
– reference: Salomon R (1996) Re-evaluating genetic algorithm performance under coordinate rotation of benchmark functions. A survey of some theoretical and practical aspects of genetic algorithms, vol 39, no.3. Byosystems, Elsevier, pp 263–278
– reference: Hughes EJ (2005, September) evolutionary many-objective optimisation: many once or one many? In: Proceedings of 2005 IEEE congress on evolutionary computation, vol 1. IEEE Service Center, pp 222–227
– reference: Zitzler E (1999) Evolutionary algorithms for multiobjective optimization: methods and applications. PhD thesis, Swiss Federal Institute of Technology, Zurich
– reference: Koppen M, Yoshida K (2007) Substitute distance assignments in NSGA-II for handling many-objective optimization problems. In: Proceedings of 4th international conference on evolutionary multi-criterion optimzation, vol 4403. LNCS (Springer), pp 727–741
– reference: DebKMulti-objective optimization using evolutionary algorithms2001ChichesterWiley0970.90091
– reference: LaumannsMThieleLDebKZitzlerECombining convergence and diversity in evolutionary multi-objective optimizationEvol Comput200210326328210.1162/106365602760234108(Fall)
– reference: Ishibuchi H, Tsukamoto N, Nojima Y (2008) Evolutionary many-objective optimization: a short review. In: Proceedings of IEEE congress on evolutionary computation (CEC 2008). IEEE Press, pp 2424–2431
– reference: YuPLCone convexity, cone extreme points, and nondominated solutions in decision problems with multi-objectivesJ Optim Theory Appl19741433193770268.9005710.1007/BF00932614
– reference: Purshouse RC, Fleming PJ (2003, April) Conflict, harmony, and independence: relationships in evolutionary multi-criterion optimization. In: Proceedings of 2nd international conference on evolutionary multi-criterion optimization, vol 2632. LNCS (Springer), pp16–30
– reference: Aguirre H, Tanaka K (2008) Robust optimization by ε-Ranking on high dimensional objective spaces. In: Proceedings of 7th international conference on simulated evolution and learning, vol 5361. LNCS (Springer), pp 421–431
– reference: Deb K, Thiele L, Laumanns M, Zitzler E (2002) Scalable multi-objective optimization test problems. In: Proceedings of 2002 congress on evolutionary computation. IEEE Service Center, pp 825–830
– reference: Hughes EJ (2003) Multiple single objective pareto sampling. In: Proceedings of 2003 IEEE congress on evolutionary computation. IEEE Service Center
– reference: Brockhoff D, Zitzler E (2006) Are all objectives necessary? On dimensionality reduction in evolutionary multi-objective optimization. In: Parallel problem solving from nature, PPSN IX, vol 4193. LNCS (Springer), pp 533–542
– reference: CoelloCVan VeldhuizenDLamontGEvolutionary algorithms for solving multi-objective problems2002BostonKluwer1130.90002
– reference: Zitzler E, Kunzli S (2004) Indicator based selection in multi-objective search. In: Proceedings of conference on parallel problem solving from nature (PPSN VIII). Springer, pp. 832–842
– reference: Sulflow A, Drechsler N, Drechsler R (2007) Robust multi-objective optimization in high dimensional spaces. In: Proceedings of 4th international conference on evolutionary multi-criterion optimization, vol 4403. LNCS (Springer), pp 715–726
– reference: Iorio A.W., Li X (2004) Solving rotated multi-objective optimization problems using differential evolution. In: Proceedings of 17th Australian joint conference on artificial intelligence 2004, vol 3339. LNAI (Springer), pp 861–872
– reference: Corne D, Knowles J (2007) Techniques for highly multi-objective optimization: some non-dominated points are better than others. In: Proceedings of 2007 genetic and evolutionary computation conference (GECCO 2007), pp 773–780
– reference: Ishibuchi H, Tsukamoto N, Nojima Y (2007) Iterative approach to indicator-based multi-objective optimization. In: Proceedings of 2007 IEEE congress on evolutionary computation (CEC 2007), pp 3697–3704
– reference: Deb K, Agrawal S, Pratap A, Meyarivan T (2000) A fast elitist non-dominated sorting genetic algorithm for multi-objective optimization: NSGA-II. KanGAL report 200001
– reference: AguirreHTanakaKWorking principles, behavior, and performance of MOEAs on MNK-landscapesEur J Oper Res Elsevier20071813167016901123.9006310.1016/j.ejor.2006.08.004
– reference: Aguirre H, Tanaka K (2003) Genetic algorithms on NK-landscapes: effects of selection, drift, mutation, and recombination. In: Proceedings of 3rd European workshop on evolutionary computation in combinatorial optimization (EvoCOP 2003), vol 2611. LNCS (Springer), pp 131–142
– reference: Knowles J, Corne D (2002) On metrics for comparing non-dominated sets. In: Proceedings of 2002 congress on evolutionary computation. IEEE Press, pp 711–716
– reference: Deb K, Sundar J (2006) Preference point based multi-objective optimization using evolutionary algorithms. In: Proceedings of 2006 genetic and evolutionary computation conference (GECCO 2006), pp 635–642
– reference: Fleischer M (2003) The measure of pareto optima: applications to multi-objective metaheuristics. In: 2nd International conference on evolutionary multi-criterion optimization, Lecture Notes in Computer Science, vol 2632. Springer, pp 519–533
– reference: Fonseca C, Paquete L, López-Ibáñez M (2006) An improved dimension-sweep algorithm for the hypervolume indicator. In: Proceedings of 2006 IEEE congress on evolutionary computation, IEEE Service Center, pp 1157–1163
– reference: Bleuler S, Laumanns M, Thiele L, Zitzler E (2003) PISA—a platform and programming language independent interface for search algorithms. In: Proceedings of 2nd international conference on evolutionary multi-criterion optimization, vol 2632. LNCS (Springer), pp 494–508
– reference: Aguirre H, Tanaka K (2005) Selection, drift, recombination, and mutation in multi-objective evolutionary algorithms on scalable MNK-landscapes. In: Proceedings of 3rd international conference on evolutionary multi-criterion optimization, vol. 3410. LNCS (Springer), pp 355–369
– reference: Emmerich M, Beume N., Naujoks B (2005) An EMO algorithm using the hypervolume measure as selection criterion. In: Proceedings of 3rd international conference on evolutionary multi-criterion optimization, vol 3410, LNCS (Springer), pp 62–76
– reference: Aguirre H, Tanaka K (2004) Insights on properties of multi-objective MNK-landscapes. In: Proceedings of 2004 IEEE congress on evolutionary computation. IEEE Service Center, pp.196–203
– reference: Wagner T, Beume N, Naujoks B (2007) Pareto-, aggregation, and indicator-based methods in many-objective optimization. In: Proceedings of 4th international conference on evolutionary multi-criterion optimization, vol 4403. LNCS (Springer), pp 742–756
– reference: KauffmanSAThe origins of order: self-organization and selection in evolution1993New YorkOxford University Press
– reference: Deb K, Saxena K (2006) Searching for pareto-optimal solutions through dimensionality reduction for certain large-dimensional multi-objective optimization problems. In: Proceedings of 2006 IEEE congress on evolutionary computation (CEC 2006), pp 3353–3360
– reference: Kukkonen S, Lampinen J (2007) Ranking-dominance and many objective optimization. In: Proceedings of 2007 IEEE congress on evolutionary computation (CEC 2007), pp 3983–3990
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Snippet This work proposes Adaptive ε-Ranking to enhance Pareto based selection, aiming to develop effective many -objective evolutionary optimization algorithms....
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StartPage 183
SubjectTerms Applications of Mathematics
Artificial Intelligence
Bioinformatics
Control
Engineering
Mathematical and Computational Engineering
Mechatronics
Robotics
Special Issue
Statistical Physics and Dynamical Systems
Title Adaptive ε-Ranking on many-objective problems
URI https://link.springer.com/article/10.1007/s12065-009-0031-2
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