Racing Multi-Objective Selection Probabilities

Gaétan Marceau (1) , Marc Schoenauer (2, 1)

1 TAO - Machine Learning and Optimisation
2 LRI - Laboratoire de Recherche en Informatique

In the context of Noisy Multi-Objective Optimization, dealing with uncertainties requires the decision maker to define some preferences about how to handle them, through some statistics (e.g., mean, median) to be used to evaluate the qualities of the solutions, and define the corresponding Pareto set. Approximating these statistics requires repeated samplings of the population, drastically increasing the overall computational cost. To tackle this issue, this paper proposes to directly estimate the probability of each individual to be selected, using some Hoeffding races to dynamically assign the estimation budget during the selection step. The proposed racing approach is validated against static budget approaches with NSGA-II on noisy versions of the ZDT benchmark functions.

Mots clés: Multi-Objective Evolutionary Optimization; Hoeffding Races; Uncertaintly Handling; Noisy Multiobjective Optimization

Domaines: Intelligence artificielle [cs.AI]

Gaétan Marceau, Marc Schoenauer. Racing Multi-Objective Selection Probabilities. 13th International Conference on Parallel Problem Solving from Nature, Sep 2014, Ljubljana, Slovenia. pp.631-640. ⟨hal-01009907⟩