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.
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