On the Impact of Multiobjective Scalarizing Functions

Recently, there has been a renewed interest in decomposition-based approaches for evolutionary multiobjective optimization. However, the impact of the choice of the underlying scalarizing function(s) is still far from being well understood. In this paper, we investigate the behavior of different scalarizing functions and their parameters. We thereby abstract firstly from any specific algorithm and only consider the difficulty of the single scalarized problems in terms of the search ability of a (1+lambda)-EA on biobjective NK-landscapes. Secondly, combining the outcomes of independent single-objective runs allows for more general statements on set-based performance measures. Finally, we investigate the correlation between the opening angle of the scalarizing function's underlying contour lines and the position of the final solution in the objective space. Our analysis is of fundamental nature and sheds more light on the key characteristics of multiobjective scalarizing functions.Comment: appears in Parallel Problem Solving from Nature - PPSN XIII, Ljubljana : Slovenia (2014

On the Effect of the Cooperation of Indicator-Based Multiobjective Evolutionary Algorithms

For almost 20 years, quality indicators (QIs) have promoted the design of new selection mechanisms of multiobjective evolutionary algorithms (MOEAs). Each indicator-based MOEA (IB-MOEA) has specific search preferences related to its baseline QI, producing Pareto front approximations with different properties. In consequence, an IB-MOEA based on a single QI has a limited scope of multiobjective optimization problems (MOPs) in which it is expected to have a good performance. This issue is emphasized when the associated Pareto front geometries are highly irregular. In order to overcome these issues, we propose here an island-based multiindicator algorithm (IMIA) that takes advantage of the search biases of multiple IB-MOEAs through a cooperative scheme. Our experimental results show that the cooperation of multiple IB-MOEAs allows IMIA to perform more robustly (considering several QIs) than the panmictic versions of its baseline IB-MOEAs as well as several state-of-the-art MOEAs. Additionally, IMIA shows a Pareto-front-shape invariance property, which makes it a remarkable optimizer when tackling MOPs with complex Pareto front geometries

On the utilization of pair-potential energy functions in multi-objective optimization

In evolutionary multi-objective optimization (EMO), the pair-potential energy functions (PPFs) have been used to construct diversity-preserving mechanisms to improve Pareto front approximations. Despite PPFs have shown promising results when dealing with different Pareto front geometries, there are still some open research questions to improve the way we employ them. In this paper, we answer three important questions: (1) what is the effect of a crucial parameter of some PPFs?, (2) how do we set the optimal parameter value?, and (3) what is the best PPF in EMO? To solve these questions, we designed a brand-new fast algorithm to generate an approximate solution to a PPF-based subset selection problem and, then, we conducted a comprehensive parametrical study to predict the optimal parameter values using a deep neural network. To show the effectiveness of the PPF-based diversity-preserving mechanisms, we selected two application cases: the generation of reference point sets of benchmark problems (DTLZ, WFG, IDTLZ, IWFG, IMOP, and Viennet) with different Pareto front shapes, and the definition of a PPF-based archive that can be coupled to any multi-objective evolutionary algorithm to construct well-diversified Pareto front approximations. Using several diversity indicators, it is shown that the utilization of PPF-based mechanisms lead to good Pareto front approximations regardless of the Pareto front shape

Real-valued evolutionary multi-modal multi-objective optimization by hill-valley clustering

In model-based evolutionary algorithms (EAs), the underlying search distribution is adapted to the problem at hand, for example based on dependencies between decision variables. Hill-valley clustering is an adaptive niching method in which a set of solutions is clustered such that each cluster corresponds to a single mode in the fitness landscape. This can be used to adapt the search distribution of an EA to the number of modes, exploring each mode separately. Especially in a black-box setting, where the number of modes is a priori unknown, an adaptive approach is essential for good performance. In this work, we introduce multi-objective hill-valley clustering and combine it with MAMaLGaM, a multi-objective EA, into the multi-objective hill-valley EA (MO-HillVallEA). We empirically show that MO-HillVallEA outperforms MAMaLGaM and other well-known multi-objective optimization algorithms on a set of benchmark functions. Furthermore, and perhaps most important, we show that MO-HillVallEA is capable of obtaining and maintaining multiple approximation sets simultaneously over time

An artificial immune system for fuzzy-rule induction in data mining

This work proposes a classification-rule discovery algorithm integrating artificial immune systems and fuzzy systems. The algorithm consists of two parts: a sequential covering procedure and a rule evolution procedure. Each antibody (candidate solution) corresponds to a classification rule. The classification of new examples (antigens) considers not only the fitness of a fuzzy rule based on the entire training set, but also the affinity between the rule and the new example. This affinity must be greater than a threshold in order for the fuzzy rule to be activated, and it is proposed an adaptive procedure for computing this threshold for each rule. This paper reports results for the proposed algorithm in several data sets. Results are analyzed with respect to both predictive accuracy and rule set simplicity, and are compared with C4.5rules, a very popular data mining algorithm

A Genetic Tuning to Improve the Performance of Fuzzy Rule-Based Classification Systems with Interval-Valued Fuzzy Sets: Degree of Ignorance and Lateral Position

Fuzzy Rule-Based Systems are appropriate tools to deal with classification problems due to their good properties. However, they can suffer a lack of system accuracy as a result of the uncertainty inherent in the definition of the membership functions and the limitation of the homogeneous distribution of the linguistic labels. The aim of the paper is to improve the performance of Fuzzy Rule-Based Classification Systems by means of the Theory of Interval-Valued Fuzzy Sets and a post-processing genetic tuning step. In order to build the Interval-Valued Fuzzy Sets we define a new function called weak ignorance for modeling the uncertainty associated with the definition of the membership functions. Next, we adapt the fuzzy partitions to the problem in an optimal way through a cooperative evolutionary tuning in which we handle both the degree of ignorance and the lateral position (based on the 2-tuples fuzzy linguistic representation) of the linguistic labels. The experimental study is carried out over a large collection of data-sets and it is supported by a statistical analysis. Our results show empirically that the use of our methodology outperforms the initial Fuzzy Rule-Based Classification System. The application of our cooperative tuning enhances the results provided by the use of the isolated tuning approaches and also improves the behavior of the genetic tuning based on the 3-tuples fuzzy linguistic representation.Spanish Government TIN2008-06681-C06-01 TIN2010-1505

A particle swarm optimization based memetic algorithm for dynamic optimization problems

Copyright @ Springer Science + Business Media B.V. 2010.Recently, there has been an increasing concern from the evolutionary computation community on dynamic optimization problems since many real-world optimization problems are dynamic. This paper investigates a particle swarm optimization (PSO) based memetic algorithm that hybridizes PSO with a local search technique for dynamic optimization problems. Within the framework of the proposed algorithm, a local version of PSO with a ring-shape topology structure is used as the global search operator and a fuzzy cognition local search method is proposed as the local search technique. In addition, a self-organized random immigrants scheme is extended into our proposed algorithm in order to further enhance its exploration capacity for new peaks in the search space. Experimental study over the moving peaks benchmark problem shows that the proposed PSO-based memetic algorithm is robust and adaptable in dynamic environments.This work was supported by the National Nature Science Foundation of China (NSFC) under Grant No. 70431003 and Grant No. 70671020, the National Innovation Research Community Science Foundation of China under Grant No. 60521003, the National Support Plan of China under Grant No. 2006BAH02A09 and the Ministry of Education, science, and Technology in Korea through the Second-Phase of Brain Korea 21 Project in 2009, the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/01 and the Hong Kong Polytechnic University Research Grants under Grant G-YH60

Two enhancements for improving the convergence speed of a robust multi-objective coevolutionary algorithm.

We describe two enhancements that significantly improve the rapid convergence behavior of DECM02 - a previously proposed robust coevolutionary algorithm that integrates three different multi-objective space exploration paradigms: differential evolution, two-tier Pareto-based selection for survival and decomposition-based evolutionary guidance. The first enhancement is a refined active search adaptation mechanism that relies on run-time sub-population performance indicators to estimate the convergence stage and dynamically adjust and steer certain parts of the coevolutionary process in order to improve its overall efficiency. The second enhancement consists in a directional intensification operator that is applied in the early part of the run during the decomposition-based search phases. This operator creates new random local linear individuals based on the recent historically successful solution candidates of a given directional decomposition vector. As the two efficiency-related enhancements are complementary, our results show that the resulting coevolutionary algorithm is a highly competitive improvement of the baseline strategy when considering a comprehensive test set aggregated from 25 (standard) benchmark multi-objective optimization problems