Interval-based ranking in noisy evolutionary multiobjective optimization

As one of the most competitive approaches to multi-objective optimization, evolutionary algorithms have been shown to obtain very good results for many realworld multi-objective problems. One of the issues that can affect the performance of these algorithms is the uncertainty in the quality of the solutions which is usually represented with the noise in the objective values. Therefore, handling noisy objectives in evolutionary multi-objective optimization algorithms becomes very important and is gaining more attention in recent years. In this paper we present ?-degree Pareto dominance relation for ordering the solutions in multi-objective optimization when the values of the objective functions are given as intervals. Based on this dominance relation, we propose an adaptation of the non-dominated sorting algorithm for ranking the solutions. This ranking method is then used in a standardmulti-objective evolutionary algorithm and a recently proposed novel multi-objective estimation of distribution algorithm based on joint variable-objective probabilistic modeling, and applied to a set of multi-objective problems with different levels of independent noise. The experimental results show that the use of the proposed method for solution ranking allows to approximate Pareto sets which are considerably better than those obtained when using the dominance probability-based ranking method, which is one of the main methods for noise handling in multi-objective optimization

Objective reduction in many-objective optimization problems

Many-objective optimization problems (MaOPs) are multi-objective optimization problems which have more than three objectives. MaOPs face significant challenges because of search efficiency, computational cost, decision making, and visualization. Many well-known multi-objective evolutionary algorithms do not scale well with an increasing number of objectives. The objective reduction can alleviate such difficulties. However, most research in objective reduction use non-dominated sorting or Pareto ranking. However, Pareto is effective in problems having less than four objectives. In this research, we use two approaches to objective reduction: random-based and linear coefficient-based. We use the sum of ranks instead of Pareto Ranking. When applied to many-objective problems, the sum of ranks has outperformed many other optimization approaches. We also use the age layered population structure (ALPS). We use ALPS in our approach to remove premature convergence and improve results. The performance of the proposed methods has been studied extensively on the famous benchmark problem DTLZ. The original GA and ALPS outperform the objective reduction algorithms in many test cases of DTLZ. Among all reduction algorithms, a linear coefficient based reduction algorithm provides better performance for some problems in this test suite. Random based reduction is not an appropriate strategy for reducing objectives

U-rank: Utility-oriented Learning to Rank with Implicit Feedback

Learning to rank with implicit feedback is one of the most important tasks in many real-world information systems where the objective is some specific utility, e.g., clicks and revenue. However, we point out that existing methods based on probabilistic ranking principle do not necessarily achieve the highest utility. To this end, we propose a novel ranking framework called U-rank that directly optimizes the expected utility of the ranking list. With a position-aware deep click-through rate prediction model, we address the attention bias considering both query-level and item-level features. Due to the item-specific attention bias modeling, the optimization for expected utility corresponds to a maximum weight matching on the item-position bipartite graph. We base the optimization of this objective in an efficient Lambdaloss framework, which is supported by both theoretical and empirical analysis. We conduct extensive experiments for both web search and recommender systems over three benchmark datasets and two proprietary datasets, where the performance gain of U-rank over state-of-the-arts is demonstrated. Moreover, our proposed U-rank has been deployed on a large-scale commercial recommender and a large improvement over the production baseline has been observed in an online A/B testing

Ranking to Learn and Learning to Rank: On the Role of Ranking in Pattern Recognition Applications

The last decade has seen a revolution in the theory and application of machine learning and pattern recognition. Through these advancements, variable ranking has emerged as an active and growing research area and it is now beginning to be applied to many new problems. The rationale behind this fact is that many pattern recognition problems are by nature ranking problems. The main objective of a ranking algorithm is to sort objects according to some criteria, so that, the most relevant items will appear early in the produced result list. Ranking methods can be analyzed from two different methodological perspectives: ranking to learn and learning to rank. The former aims at studying methods and techniques to sort objects for improving the accuracy of a machine learning model. Enhancing a model performance can be challenging at times. For example, in pattern classification tasks, different data representations can complicate and hide the different explanatory factors of variation behind the data. In particular, hand-crafted features contain many cues that are either redundant or irrelevant, which turn out to reduce the overall accuracy of the classifier. In such a case feature selection is used, that, by producing ranked lists of features, helps to filter out the unwanted information. Moreover, in real-time systems (e.g., visual trackers) ranking approaches are used as optimization procedures which improve the robustness of the system that deals with the high variability of the image streams that change over time. The other way around, learning to rank is necessary in the construction of ranking models for information retrieval, biometric authentication, re-identification, and recommender systems. In this context, the ranking model's purpose is to sort objects according to their degrees of relevance, importance, or preference as defined in the specific application.Comment: European PhD Thesis. arXiv admin note: text overlap with arXiv:1601.06615, arXiv:1505.06821, arXiv:1704.02665 by other author

Ranking to Learn and Learning to Rank: On the Role of Ranking in Pattern Recognition Applications

The last decade has seen a revolution in the theory and application of machine learning and pattern recognition. Through these advancements, variable ranking has emerged as an active and growing research area and it is now beginning to be applied to many new problems. The rationale behind this fact is that many pattern recognition problems are by nature ranking problems. The main objective of a ranking algorithm is to sort objects according to some criteria, so that, the most relevant items will appear early in the produced result list. Ranking methods can be analyzed from two different methodological perspectives: ranking to learn and learning to rank. The former aims at studying methods and techniques to sort objects for improving the accuracy of a machine learning model. Enhancing a model performance can be challenging at times. For example, in pattern classification tasks, different data representations can complicate and hide the different explanatory factors of variation behind the data. In particular, hand-crafted features contain many cues that are either redundant or irrelevant, which turn out to reduce the overall accuracy of the classifier. In such a case feature selection is used, that, by producing ranked lists of features, helps to filter out the unwanted information. Moreover, in real-time systems (e.g., visual trackers) ranking approaches are used as optimization procedures which improve the robustness of the system that deals with the high variability of the image streams that change over time. The other way around, learning to rank is necessary in the construction of ranking models for information retrieval, biometric authentication, re-identification, and recommender systems. In this context, the ranking model's purpose is to sort objects according to their degrees of relevance, importance, or preference as defined in the specific application.Comment: European PhD Thesis. arXiv admin note: text overlap with arXiv:1601.06615, arXiv:1505.06821, arXiv:1704.02665 by other author

Multi-objective Estimation of Distribution Algorithm Based on Joint Modeling of Objectives and Variables

This paper proposes a new multi-objective estimation of distribution algorithm (EDA) based on joint modeling of objectives and variables. This EDA uses the multi-dimensional Bayesian network as its probabilistic model. In this way it can capture the dependencies between objectives, variables and objectives, as well as the dependencies learnt between variables in other Bayesian network-based EDAs. This model leads to a problem decomposition that helps the proposed algorithm to find better trade-off solutions to the multi-objective problem. In addition to Pareto set approximation, the algorithm is also able to estimate the structure of the multi-objective problem. To apply the algorithm to many-objective problems, the algorithm includes four different ranking methods proposed in the literature for this purpose. The algorithm is applied to the set of walking fish group (WFG) problems, and its optimization performance is compared with an evolutionary algorithm and another multi-objective EDA. The experimental results show that the proposed algorithm performs significantly better on many of the problems and for different objective space dimensions, and achieves comparable results on some compared with the other algorithms

Multi-objective global optimization for hydrologic models

The development of automated (computer-based) calibration methods has focused mainly on the selection of a single-objective measure of the distance between the model-simulated output and the data and the selection of an automatic optimization algorithm to search for the parameter values which minimize that distance. However, practical experience with model calibration suggests that no single-objective function is adequate to measure the ways in which the model fails to match the important characteristics of the observed data. Given that some of the latest hydrologic models simulate several of the watershed output fluxes (e.g. water, energy, chemical constituents, etc.), there is a need for effective and efficient multi-objective calibration procedures capable of exploiting all of the useful information about the physical system contained in the measurement data time series. The MOCOM-UA algorithm, an effective and efficient methodology for solving the multiple-objective global optimization problem, is presented in this paper. The method is an extension of the successful SCE-UA single-objective global optimization algorithm. The features and capabilities of MOCOM-UA are illustrated by means of a simple hydrologic model calibration study

KL-based Control of the Learning Schedule for Surrogate Black-Box Optimization

This paper investigates the control of an ML component within the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) devoted to black-box optimization. The known CMA-ES weakness is its sample complexity, the number of evaluations of the objective function needed to approximate the global optimum. This weakness is commonly addressed through surrogate optimization, learning an estimate of the objective function a.k.a. surrogate model, and replacing most evaluations of the true objective function with the (inexpensive) evaluation of the surrogate model. This paper presents a principled control of the learning schedule (when to relearn the surrogate model), based on the Kullback-Leibler divergence of the current search distribution and the training distribution of the former surrogate model. The experimental validation of the proposed approach shows significant performance gains on a comprehensive set of ill-conditioned benchmark problems, compared to the best state of the art including the quasi-Newton high-precision BFGS method