About Designing an Observer Pattern-Based Architecture for a Multi-objective Metaheuristic Optimization Framework

Multi-objective optimization with metaheuristics is an active and popular research field which is supported by the availability of software frameworks providing algorithms, benchmark problems, quality indicators and other related components. Most of these tools follow a monolithic architecture that frequently leads to a lack of flexibility when a user intends to add new features to the included algorithms. In this paper, we explore a different approach by designing a component-based architecture for a multi-objective optimization framework based on the observer pattern. In this architecture, most of the algorithmic components are observable entities that naturally allows to register a number of observers. This way, a metaheuristic is composed of a set of observable and observer elements, which can be easily extended without requiring to modify the algorithm. We have developed a prototype of this architecture and implemented the NSGA-II evolutionary algorithm on top of it as a case study. Our analysis confirms the improvement of flexibility using this architecture, pointing out the requirements it imposes and how performance is affected when adopting it.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

HYDRA: Distributed Multi-Objective Optimization for Designers

Architectural design problems can be quite involved, as there is a plethora of – usually conflicting – criteria that one has to address in order to find an optimal, performative solution. Multi-Objective Optimization (MOO) techniques can thus prove very useful, as they provide solution spaces which can traverse the different trade-offs of convoluted design options. Nevertheless, they are not widely used as (a) they are computationally expensive and (b) the resulting solution space can be proven difficult to visualize and navigate, particularly when dealing with higher dimensional spaces. This paper will present a system, which merges bespoke multi-objective optimization with a parametric CAD system, enhanced by supercomputing, into a single, coherent workflow, in order to address the above issues. The system architecture ensures optimal use of existing compute resources and enables massive performance speed-up, allowing for fast review and delivery cycles. The application aims to provide architects, designers and engineers with a better understanding of the design space, aiding the decision-making process by procuring tangible data from different objectives and finally providing fit (and sometimes unforeseen) solutions to a design problem. This is primarily achieved by a graphical interface of easy to navigate solution spaces of design options, derived from their respective Pareto fronts, in the form of a web-based interactive dashboard. Since understanding high-dimensionality data is a difficult task, multivariate analysis techniques were implemented to post-process the data before displaying it to end users. Visual Data Mining (VDM) and Machine Learning (ML) techniques were incorporated to facilitate knowledge discovery and exploration of large sets of design options at an early design stage. The system is demonstrated and assessed on an applied design case study of a master-planning project, where the benefits of the process are more evident, especially due to its complexity and size

Multi-Objective Big Data Optimization with jMetal and Spark

Big Data Optimization is the term used to refer to optimization problems which have to manage very large amounts of data. In this paper, we focus on the parallelization of metaheuristics with the Apache Spark cluster computing system for solving multi-objective Big Data Optimization problems. Our purpose is to study the influence of accessing data stored in the Hadoop File System (HDFS) in each evaluation step of a metaheuristic and to provide a software tool to solve these kinds of problems. This tool combines the jMetal multi-objective optimization framework with Apache Spark. We have carried out experiments to measure the performance of the proposed parallel infrastructure in an environment based on virtual machines in a local cluster comprising up to 100 cores. We obtained interesting results for computational e ort and propose guidelines to face multi-objective Big Data Optimization problems.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

A Study of Archiving Strategies in Multi-Objective PSO for Molecular Docking

Molecular docking is a complex optimization problem aimed at predicting the position of a ligand molecule in the active site of a receptor with the lowest binding energy. This problem can be formulated as a bi-objective optimization problem by minimizing the binding energy and the Root Mean Square Deviation (RMSD) difference in the coordinates of ligands. In this context, the SMPSO multi-objective swarm-intelligence algorithm has shown a remarkable performance. SMPSO is characterized by having an external archive used to store the non-dominated solutions and also as the basis of the leader selection strategy. In this paper, we analyze several SMPSO variants based on different archiving strategies in the scope of a benchmark of molecular docking instances. Our study reveals that the SMPSOhv, which uses an hypervolume contribution based archive, shows the overall best performance.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

A Bug in the Multiobjective Optimizer IBEA: Salutary Lessons for Code Release and a Performance Re-Assessment

International audienceThe Indicator-Based Evolutionary Algorithm (IBEA) is one of the first indicator-based multiobjective optimization algorithms and due to its wide availability in several algorithm packages is often used as a reference algorithm when benchmarking multiobjective optimizers. The original publication on IBEA proposes to use two specific variants: one based on the ε-indicator and one based on the hypervolume. Several experimental studies concluded that, surprisingly, the IBEA variant with the ε-indicator performs better than the one with the hypervolume—even if the (unary) hypervolume indicator itself is the quality measure used in the performance assessment. Recently, a small bug has been found in the hypervolume variant of IBEA with large implications on its performance. Here, we not only explain the bug in detail and correct it, but also present the (improved) results of the corrected version. Moreover, and probably even more important for the scientific community, we point out that this bug has been transferred to other than the original software package, discuss how this obscured the bug, and argue in favor of some simple, even obvious guidelines how the optimization community should deal with algorithm source codes, documentation, and the (natural) existence of bugs in the future

Generalized multiobjective evolutionary algorithm guided by descent directions

This paper proposes a generalized descent directions-guided multiobjective algorithm (DDMOA2). DDMOA2 uses the scalarizing fitness assignment in its parent and environmental selection procedures. The population consists of leader and non-leader individuals. Each individual in the population is represented by a tuple containing its genotype as well as the set of strategy parameters. The main novelty and the primary strength of our algorithm is its reproduction operator, which combines the traditional local search and stochastic search techniques. To improve efficiency, when the number of objective is increased, descent directions are found only for two randomly chosen objectives. Furthermore, in order to increase the search pressure in high-dimensional objective space, we impose an additional condition for the acceptance of descent directions found for leaders during local search. The performance of the proposed approach is compared with those produced by representative state-of-the-art multiobjective evolutionary algorithms on a set of problems with up to 8 objectives. The experimental results reveal that our algorithm is able to produce highly competitive results with well-established multiobjective optimizers on all tested problems.Moreover, due to its hybrid reproduction operator, DDMOA2 demonstrates superior performance on multimodal problems.This work has been supported by FCT Fundação para a Ciência e Tecnologia in the scope of the project: PEst-OE/EEI/UI0319/2014

On the Integrity of Performance Comparison for Evolutionary Multi-objective Optimisation Algorithms

This paper proposes the notion that the experimental results and performance analyses of newly developed algorithms in the field of multi-objective optimisation may not offer sufficient integrity for hypothesis testing. This is demonstrated through the multiple comparison of three implementations of the popular Non-dominated Sorting Genetic Algorithm II (NSGA-II) from well-regarded frameworks using the hypervolume indicator. The results show that of the thirty considered comparison cases, only four indicate that there was no significant difference between the performance of either implementation

Quadcriteria Optimization of Binary Classifiers: Error Rates, Coverage, and Complexity

This paper presents a 4-objective evolutionary multiobjective optimization study for optimizing the error rates (false positives, false negatives), reliability, and complexity of binary classifiers. The example taken is the email anti-spam filtering problem. The two major goals of the optimization is to minimize the error rates that is the false negative rate and the false positive rate. Our approach discusses three-way classification, that is the binary classifier can also not classify an instance in cases where there is not enough evidence to assign the instance to one of the two classes. In this case the instance is marked as suspicious but still presented to the user. The number of unclassified (suspicious) instances should be minimized, as long as this does not lead to errors. This will be termed the coverage objective. The set (ensemble) of rules needed for the anti-spam filter to operate in optimal conditions is addressed as a fourth objective. All objectives stated above are in general conflicting with each other and that is why we address the problem as a 4-objective (quadcriteria) optimization problem. We assess the performance of a set of state-of-the-art evolutionary multiobjective optimization algorithms. These are NSGA-II, SPEA2, and the hypervolume indicator-based SMS-EMOA. Focusing on the anti-spam filter optimization, statistical comparisons on algorithm performance are provided on several benchmarks and a range of performance indicators. Moreover, the resulting 4-D Pareto hyper-surface is discussed in the context of binary classifier optimization

Haiku - a Scala combinator toolkit for semi-automated composition of metaheuristics

There is an emerging trend towards the automated design of metaheuristics at the software component level. In principle, metaheuristics have a relatively clean decomposition, where well-known frameworks such as ILS and EA are parametrised by variant components for acceptance, perturbation etc. Automated generation of these frameworks is not so simple in practice, since the coupling between components may be implementation specific. Compositionality is the ability to freely express a space of designs ‘bottom up’ in terms of elementary components: previous work in this area has used combinators, a modular and functional approach to componentisation arising from foundational Computer Science. In this article, we describeHaiku, a combinator tool-kit written in the Scala language, which builds upon previous work to further automate the process by automatically composing the external dependencies of components. We provide examples of use and give a case study in which a programatically-generated heuristic is applied to the Travelling Salesman Problem within an Evolutionary Strategies framework