A pairwise comparison based surrogate-assisted evolutionary algorithm for expensive multi-objective optimization

Multi-objective optimization problems in many real-world applications are characterized by computationally or economically expensive objectives, which cannot provide sufficient function evaluations for evolutionary algorithms to converge. Thus, a variety of surrogate models have been employed to pro...

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Vydané v:Swarm and evolutionary computation Ročník 80; s. 101323
Hlavní autori: Tian, Ye, Hu, Jiaxing, He, Cheng, Ma, Haiping, Zhang, Limiao, Zhang, Xingyi
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Elsevier B.V 01.07.2023
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ISSN:2210-6502
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Abstract Multi-objective optimization problems in many real-world applications are characterized by computationally or economically expensive objectives, which cannot provide sufficient function evaluations for evolutionary algorithms to converge. Thus, a variety of surrogate models have been employed to provide much more virtual evaluations. Most existing surrogate models are essentially regressors or classifiers, which may suffer from low reliability in the approximation of complex objectives. In this paper, we propose a novel surrogate-assisted evolutionary algorithm, which employs a surrogate model to conduct pairwise comparisons between candidate solutions, rather than directly predicting solutions’ fitness values. In comparison to regression and classification models, the proposed pairwise comparison based model can better balance between positive and negative samples, and may be directly used, reversely used, or ignored according to its reliability in model management. As demonstrated by the experimental results on abundant benchmark and real-world problems, the proposed surrogate model is more accurate than popular surrogate models, leading to performance superiority over state-of-the-art surrogate models.
AbstractList Multi-objective optimization problems in many real-world applications are characterized by computationally or economically expensive objectives, which cannot provide sufficient function evaluations for evolutionary algorithms to converge. Thus, a variety of surrogate models have been employed to provide much more virtual evaluations. Most existing surrogate models are essentially regressors or classifiers, which may suffer from low reliability in the approximation of complex objectives. In this paper, we propose a novel surrogate-assisted evolutionary algorithm, which employs a surrogate model to conduct pairwise comparisons between candidate solutions, rather than directly predicting solutions’ fitness values. In comparison to regression and classification models, the proposed pairwise comparison based model can better balance between positive and negative samples, and may be directly used, reversely used, or ignored according to its reliability in model management. As demonstrated by the experimental results on abundant benchmark and real-world problems, the proposed surrogate model is more accurate than popular surrogate models, leading to performance superiority over state-of-the-art surrogate models.
ArticleNumber 101323
Author Zhang, Xingyi
Ma, Haiping
Tian, Ye
He, Cheng
Zhang, Limiao
Hu, Jiaxing
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Keywords Evolutionary algorithms
Surrogate-assisted optimization
Pairwise comparison
Expensive multi-objective optimization
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Snippet Multi-objective optimization problems in many real-world applications are characterized by computationally or economically expensive objectives, which cannot...
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StartPage 101323
SubjectTerms Evolutionary algorithms
Expensive multi-objective optimization
Pairwise comparison
Surrogate-assisted optimization
Title A pairwise comparison based surrogate-assisted evolutionary algorithm for expensive multi-objective optimization
URI https://dx.doi.org/10.1016/j.swevo.2023.101323
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