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.
Data-driven evolutionary optimization has witnessed great success in solving complex real-world optimization problems. However, existing data-driven optimization algorithms require that all data are centrally stored, which is not always practical and
may be vulnerable to privacy leakage and security threats if the data must be collected from different devices. To address the above issue, this paper proposes a federated data-driven evolutionary optimization framework that is able to perform data driven optimization when the data is distributed on multiple devices. On the basis of federated learning, a sorted model aggregation method is developed for aggregating local surrogates based on radial-basis-function networks. In addition, a federated surrogate management strategy is suggested by designing an acquisition function that takes into account the information of both the global and local surrogate models. Empirical studies on a set of widely used benchmark functions in the presence of various data distributions demonstrate the effectiveness of the proposed framework.
