论文标题
基于基因池的最佳混合,基于无量的多量多目标优化
Uncrowded Hypervolume-based Multi-objective Optimization with Gene-pool Optimal Mixing
论文作者
论文摘要
基于统治的多目标(MO)进化算法(EAS)如今可以说是最常用的MOEA类型。但是,当大多数人口不主导时,这些方法会停滞不前,从而阻止了与帕累托集合的融合。基于高量的MO优化已显示出令人鼓舞的结果以克服这一点。但是,直接使用超量会导致主导溶液的选择压力。最近引入的Sofomore框架通过解决了基于未拥挤的HyperVolume Revermement(UHVI)的多个交织的单目标动态问题来克服这一点。但是,它失去了基于人群的MO优化的许多优势,例如处理多模式。在这里,我们将UHVI重新制定为近似集的质量度量,称为未拥挤的Hypervolume(UHV),可用于通过单目标优化器直接解决MO优化问题。我们使用最先进的基因池最佳混合进化算法(GOMEA),该算法能够有效利用此问题的本质上可用的灰色盒性能。将所得的算法UHV-GOMEA与配备Gomea的SOFOMORE和基于统治的Mo-Gomea进行了比较。在此过程中,我们调查了哪种基于统治或基于超量的方法的方法是优选的。最后,我们构建了一种简单的混合方法,该方法将mo-gomea与UHV-Gomea结合在一起,两者都优于两者。
Domination-based multi-objective (MO) evolutionary algorithms (EAs) are today arguably the most frequently used type of MOEA. These methods however stagnate when the majority of the population becomes non-dominated, preventing convergence to the Pareto set. Hypervolume-based MO optimization has shown promising results to overcome this. Direct use of the hypervolume however results in no selection pressure for dominated solutions. The recently introduced Sofomore framework overcomes this by solving multiple interleaved single-objective dynamic problems that iteratively improve a single approximation set, based on the uncrowded hypervolume improvement (UHVI). It thereby however loses many advantages of population-based MO optimization, such as handling multimodality. Here, we reformulate the UHVI as a quality measure for approximation sets, called the uncrowded hypervolume (UHV), which can be used to directly solve MO optimization problems with a single-objective optimizer. We use the state-of-the-art gene-pool optimal mixing evolutionary algorithm (GOMEA) that is capable of efficiently exploiting the intrinsically available grey-box properties of this problem. The resulting algorithm, UHV-GOMEA, is compared to Sofomore equipped with GOMEA, and the domination-based MO-GOMEA. In doing so, we investigate in which scenarios either domination-based or hypervolume-based methods are preferred. Finally, we construct a simple hybrid approach that combines MO-GOMEA with UHV-GOMEA and outperforms both.