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Register a new userBatched Data-Driven Evolutionary Multi-Objective Optimization Based on Manifold Interpolation
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Added by
Ke Li
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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Multi-objective optimization problems are ubiquitous in real-world science, engineering and design optimization problems. It is not uncommon that the objective functions are as a black box, the evaluation of which usually involve time-consuming and/or costly physical experiments. Data-driven evolutionary optimization can be used to search for a set of non-dominated trade-off solutions, where the expensive objective functions are approximated as a surrogate model. In this paper, 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. In particular, it has two unique components: 1) based on the Karush-Kuhn-Tucker conditions, a manifold interpolation approach that explores more diversified solutions with a convergence guarantee along the manifold of the approximated Pareto-optimal set; and 2) a batch recommendation approach that reduces the computational time of the optimization process by evaluating multiple samples at a time in parallel. Experiments on 136 benchmark test problem instances with irregular Pareto-optimal front shapes against six state-of-the-art surrogate-assisted EMO algorithms fully demonstrate the effectiveness and superiority of our proposed framework. In particular, our proposed framework is featured with a faster convergence and a stronger resilience to various PF shapes.
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Data-driven optimization has found many successful applications in the real world and received increased attention in the field of evolutionary optimization. Most existing algorithms assume that the data used for optimization is always available on a central server for construction of surrogates. This assumption, however, may fail to hold when the data must be collected in a distributed way and is subject to privacy restrictions. This paper aims to propose a federated data-driven evolutionary multi-/many-objective optimization algorithm. To this end, we leverage federated learning for surrogate construction so that multiple clients collaboratively train a radial-basis-function-network as the global surrogate. Then 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 based on the local models. The performance of the proposed algorithm is verified on a series of multi/many-objective benchmark problems by comparing it with two state-of-the-art surrogate-assisted multi-objective evolutionary algorithms.
The surrogate-assisted optimization algorithm is a promising approach for solving expensive multi-objective optimization problems. However, most existing surrogate-assisted multi-objective optimization algorithms have three main drawbacks: 1) cannot scale well for solving problems with high dimensional decision space, 2) cannot incorporate available gradient information, and 3) do not support batch optimization. These drawbacks prevent their use for solving many real-world large scale optimization problems. This paper proposes a batched scalable multi-objective Bayesian optimization algorithm to tackle these issues. The proposed algorithm uses the Bayesian neural network as the scalable surrogate model. Powered with Monte Carlo dropout and Sobolov training, the model can be easily trained and can incorporate available gradient information. We also propose a novel batch hypervolume upper confidence bound acquisition function to support batch optimization. Experimental results on various benchmark problems and a real-world application demonstrate the efficiency of the proposed algorithm.
Recently, more and more works have proposed to drive evolutionary algorithms using machine learning models.Usually, the performance of such model based evolutionary algorithms is highly dependent on the training qualities of the adopted models.Since it usually requires a certain amount of data (i.e. the candidate solutions generated by the algorithms) for model training, the performance deteriorates rapidly with the increase of the problem scales, due to the curse of dimensionality.To address this issue, we propose a multi-objective evolutionary algorithm driven by the generative adversarial networks (GANs).At each generation of the proposed algorithm, the parent solutions are first classified into emph{real} and emph{fake} samples to train the GANs; then the offspring solutions are sampled by the trained GANs.Thanks to the powerful generative ability of the GANs, our proposed algorithm is capable of generating promising offspring solutions in high-dimensional decision space with limited training data.The proposed algorithm is tested on 10 benchmark problems with up to 200 decision variables.Experimental results on these test problems demonstrate the effectiveness of the proposed algorithm.
Large-scale multiobjective optimization problems (LSMOPs) are characterized as involving hundreds or even thousands of decision variables and multiple conflicting objectives. An excellent algorithm for solving LSMOPs should find Pareto-optimal solutions with diversity and escape from local optima in the large-scale search space. Previous research has shown that these optimal solutions are uniformly distributed on the manifold structure in the low-dimensional space. However, traditional evolutionary algorithms for solving LSMOPs have some deficiencies in dealing with this structural manifold, resulting in poor diversity, local optima, and inefficient searches. In this work, a generative adversarial network (GAN)-based manifold interpolation framework is proposed to learn the manifold and generate high-quality solutions on this manifold, thereby improving the performance of evolutionary algorithms. We compare the proposed algorithm with several state-of-the-art algorithms on large-scale multiobjective benchmark functions. Experimental results have demonstrated the significant improvements achieved by this framework in solving LSMOPs.
A preference based multi-objective evolutionary algorithm is proposed for generating solutions in an automatically detected knee point region. It is named Automatic Preference based DI-MOEA (AP-DI-MOEA) where DI-MOEA stands for Diversity-Indicator based Multi-Objective Evolutionary Algorithm). AP-DI-MOEA has two main characteristics: firstly, it generates the preference region automatically during the optimization; secondly, it concentrates the solution set in this preference region. Moreover, the real-world vehicle fleet maintenance scheduling optimization (VFMSO) problem is formulated, and a customized multi-objective evolutionary algorithm (MOEA) is proposed to optimize maintenance schedules of vehicle fleets based on the predicted failure distribution of the components of cars. Furthermore, the customized MOEA for VFMSO is combined with AP-DI-MOEA to find maintenance schedules in the automatically generated preference region. Experimental results on multi-objective benchmark problems and our three-objective real-world application problems show that the newly proposed algorithm can generate the preference region accurately and that it can obtain better solutions in the preference region. Especially, in many cases, under the same budget, the Pareto optimal solutions obtained by AP-DI-MOEA dominate solutions obtained by MOEAs that pursue the entire Pareto front.
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