3 research outputs found
Racing Multi-Objective Selection Probabilities
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