Data-Driven Evolutionary Multi-Objective Optimization Based on
Multiple-Gradient Descent for Disconnected Pareto Fronts
- URL: http://arxiv.org/abs/2205.14344v1
- Date: Sat, 28 May 2022 06:01:41 GMT
- Title: Data-Driven Evolutionary Multi-Objective Optimization Based on
Multiple-Gradient Descent for Disconnected Pareto Fronts
- Authors: Renzhi Chen, Ke Li
- Abstract summary: This paper proposes a data-driven evolutionary multi-objective optimization (EMO) algorithm based on multiple-gradient descent.
Its infill criterion recommends a batch of promising candidate solutions to conduct expensive objective function evaluations.
- Score: 6.560512252982714
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Data-driven evolutionary multi-objective optimization (EMO) has been
recognized as an effective approach for multi-objective optimization problems
with expensive objective functions. The current research is mainly developed
for problems with a 'regular' triangle-like Pareto-optimal front (PF), whereas
the performance can significantly deteriorate when the PF consists of
disconnected segments. Furthermore, the offspring reproduction in the current
data-driven EMO does not fully leverage the latent information of the surrogate
model. Bearing these considerations in mind, this paper proposes a data-driven
EMO algorithm based on multiple-gradient descent. By leveraging the regularity
information provided by the up-to-date surrogate model, it is able to
progressively probe a set of well distributed candidate solutions with a
convergence guarantee. In addition, its infill criterion recommends a batch of
promising candidate solutions to conduct expensive objective function
evaluations. Experiments on $33$ benchmark test problem instances with
disconnected PFs fully demonstrate the effectiveness of our proposed method
against four selected peer algorithms.
Related papers
- Reward-Augmented Data Enhances Direct Preference Alignment of LLMs [63.32585910975191]
We introduce reward-conditioned Large Language Models (LLMs) that learn from the entire spectrum of response quality within the dataset.
We propose an effective yet simple data relabeling method that conditions the preference pairs on quality scores to construct a reward-augmented dataset.
arXiv Detail & Related papers (2024-10-10T16:01:51Z) - Bridging and Modeling Correlations in Pairwise Data for Direct Preference Optimization [75.1240295759264]
We propose an effective framework for Bridging and Modeling Correlations in pairwise data, named BMC.
We increase the consistency and informativeness of the pairwise preference signals through targeted modifications.
We identify that DPO alone is insufficient to model these correlations and capture nuanced variations.
arXiv Detail & Related papers (2024-08-14T11:29:47Z) - An Efficient Approach for Solving Expensive Constrained Multiobjective Optimization Problems [0.0]
An efficient probabilistic selection based constrained multi-objective EA is proposed, referred to as PSCMOEA.
It comprises novel elements such as (a) an adaptive search bound identification scheme based on the feasibility and convergence status of evaluated solutions.
Numerical experiments are conducted on an extensive range of challenging constrained problems using low evaluation budgets to simulate ECMOPs.
arXiv Detail & Related papers (2024-05-22T02:32:58Z) - Bayesian Inverse Transfer in Evolutionary Multiobjective Optimization [29.580786235313987]
We introduce the first Inverse Transfer Multiobjective (invTrEMO)
InvTrEMO harnesses the common objective functions in many prevalent areas, even when decision spaces do not precisely align between tasks.
InvTrEMO yields high-precision inverse models as a significant byproduct, enabling the generation of tailored solutions on-demand.
arXiv Detail & Related papers (2023-12-22T14:12:18Z) - Differentially Private Federated Clustering over Non-IID Data [59.611244450530315]
clustering clusters (FedC) problem aims to accurately partition unlabeled data samples distributed over massive clients into finite clients under the orchestration of a server.
We propose a novel FedC algorithm using differential privacy convergence technique, referred to as DP-Fed, in which partial participation and multiple clients are also considered.
Various attributes of the proposed DP-Fed are obtained through theoretical analyses of privacy protection, especially for the case of non-identically and independently distributed (non-i.i.d.) data.
arXiv Detail & Related papers (2023-01-03T05:38:43Z) - Uncertainty-Aware Search Framework for Multi-Objective Bayesian
Optimization [40.40632890861706]
We consider the problem of multi-objective (MO) blackbox optimization using expensive function evaluations.
We propose a novel uncertainty-aware search framework referred to as USeMO to efficiently select the sequence of inputs for evaluation.
arXiv Detail & Related papers (2022-04-12T16:50:48Z) - RoMA: Robust Model Adaptation for Offline Model-based Optimization [115.02677045518692]
We consider the problem of searching an input maximizing a black-box objective function given a static dataset of input-output queries.
A popular approach to solving this problem is maintaining a proxy model that approximates the true objective function.
Here, the main challenge is how to avoid adversarially optimized inputs during the search.
arXiv Detail & Related papers (2021-10-27T05:37:12Z) - Batched Data-Driven Evolutionary Multi-Objective Optimization Based on
Manifold Interpolation [6.560512252982714]
We propose a framework for implementing batched data-driven evolutionary multi-objective optimization.
It is so general that any off-the-shelf evolutionary multi-objective optimization algorithms can be applied in a plug-in manner.
Our proposed framework is featured with a faster convergence and a stronger resilience to various PF shapes.
arXiv Detail & Related papers (2021-09-12T23:54:26Z) - Momentum Accelerates the Convergence of Stochastic AUPRC Maximization [80.8226518642952]
We study optimization of areas under precision-recall curves (AUPRC), which is widely used for imbalanced tasks.
We develop novel momentum methods with a better iteration of $O (1/epsilon4)$ for finding an $epsilon$stationary solution.
We also design a novel family of adaptive methods with the same complexity of $O (1/epsilon4)$, which enjoy faster convergence in practice.
arXiv Detail & Related papers (2021-07-02T16:21:52Z) - A Federated Data-Driven Evolutionary Algorithm for Expensive
Multi/Many-objective Optimization [11.92436948211501]
This paper proposes a federated data-driven evolutionary multi-objective/many-objective optimization algorithm.
We leverage federated learning for surrogate construction so that multiple clients collaboratively train a radial-basis-function-network as the global surrogate.
A new federated acquisition function is proposed for the central server to approximate the objective values using the global surrogate and estimate the uncertainty level of the approximated objective values.
arXiv Detail & Related papers (2021-06-22T22:33:24Z) - Combining Deep Learning and Optimization for Security-Constrained
Optimal Power Flow [94.24763814458686]
Security-constrained optimal power flow (SCOPF) is fundamental in power systems.
Modeling of APR within the SCOPF problem results in complex large-scale mixed-integer programs.
This paper proposes a novel approach that combines deep learning and robust optimization techniques.
arXiv Detail & Related papers (2020-07-14T12:38:21Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.