Quality Indicators for Preference-based Evolutionary Multi-objective Optimization Using a Reference Point: A Review and Analysis (2301.12148v3)
Abstract: Some quality indicators have been proposed for benchmarking preference-based evolutionary multi-objective optimization algorithms using a reference point. Although a systematic review and analysis of the quality indicators are helpful for both benchmarking and practical decision-making, neither has been conducted. In this context, first, this paper reviews existing regions of interest and quality indicators for preference-based evolutionary multi-objective optimization using the reference point. We point out that each quality indicator was designed for a different region of interest. Then, this paper investigates the properties of the quality indicators. We demonstrate that an achievement scalarizing function value is not always consistent with the distance from a solution to the reference point in the objective space. We observe that the regions of interest can be significantly different depending on the position of the reference point and the shape of the Pareto front. We identify undesirable properties of some quality indicators. We also show that the ranking of preference-based evolutionary multi-objective optimization algorithms depends on the choice of quality indicators.
- K. Deb, S. Agrawal, A. Pratap, and T. Meyarivan, “A fast and elitist multiobjective genetic algorithm: NSGA-II,” IEEE Trans. Evol. Comput., vol. 6, no. 2, pp. 182–197, 2002.
- E. Zitzler and S. Künzli, “Indicator-based selection in multiobjective search,” in Parallel Problem Solving from Nature (PPSN), 2004, pp. 832–842.
- Q. Zhang and H. Li, “MOEA/D: A multiobjective evolutionary algorithm based on decomposition,” IEEE Trans. Evol. Comput., vol. 11, no. 6, pp. 712–731, 2007.
- R. C. Purshouse, K. Deb, M. M. Mansor, S. Mostaghim, and R. Wang, “A review of hybrid evolutionary multiple criteria decision making methods,” in IEEE Congress on Evol. Comput. (CEC). IEEE, 2014, pp. 1147–1154.
- C. A. C. Coello, “Handling preferences in evolutionary multiobjective optimization: a survey,” in IEEE Congress on Evol. Comput. (CEC), 2000, pp. 30–37.
- S. Bechikh, M. Kessentini, L. B. Said, and K. Ghédira, “Chapter four - preference incorporation in evolutionary multiobjective optimization: A survey of the state-of-the-art,” Adv. Comput., vol. 98, pp. 141–207, 2015.
- A. B. Ruiz, R. Saborido, and M. Luque, “A preference-based evolutionary algorithm for multiobjective optimization: the weighting achievement scalarizing function genetic algorithm,” J. Glob. Optim., vol. 62, no. 1, pp. 101–129, 2015.
- A. P. Wierzbicki, “The use of reference objectives in multiobjective optimization,” in Multiple Criteria Decision Making Theory and Application. Springer, 1980, pp. 468–486.
- K. Li, M. Liao, K. Deb, G. Min, and X. Yao, “Does preference always help? A holistic study on preference-based evolutionary multiobjective optimization using reference points,” IEEE Trans. Evol. Comput., vol. 24, no. 6, pp. 1078–1096, 2020.
- B. Afsar, K. Miettinen, and F. Ruiz, “Assessing the performance of interactive multiobjective optimization methods: A survey,” ACM Comput. Surv., vol. 54, no. 4, pp. 85:1–85:27, 2021.
- K. Miettinen and M. M. Mäkelä, “On scalarizing functions in multiobjective optimization,” OR Spectr., vol. 24, no. 2, pp. 193–213, 2002.
- K. Deb, J. Sundar, U. Bhaskara, and S. Chaudhuri, “Reference Point Based Multi-Objective Optimization Using Evolutionary Algorithms,” Int. J. Comput. Intell., vol. 2, no. 3, pp. 273–286, 2006.
- L. Thiele, K. Miettinen, P. J. Korhonen, and J. M. Luque, “A preference-based evolutionary algorithm for multi-objective optimization,” Evol. Comput., vol. 17, no. 3, pp. 411–436, 2009.
- K. Li, R. Chen, G. Min, and X. Yao, “Integration of preferences in decomposition multiobjective optimization,” IEEE Trans. Cybern., vol. 48, no. 12, pp. 3359–3370, 2018.
- E. Zitzler, L. Thiele, M. Laumanns, C. M. Fonseca, and V. G. da Fonseca, “Performance assessment of multiobjective optimizers: an analysis and review,” IEEE Trans. Evol. Comput., vol. 7, no. 2, pp. 117–132, 2003.
- M. Li and X. Yao, “Quality evaluation of solution sets in multiobjective optimisation: A survey,” ACM Comput. Surv., vol. 52, no. 2, pp. 26:1–26:38, 2019.
- J. G. Falcón-Cardona and C. A. C. Coello, “Indicator-based multi-objective evolutionary algorithms: A comprehensive survey,” ACM Comput. Surv., vol. 53, no. 2, pp. 29:1–29:35, 2021.
- E. Zitzler and L. Thiele, “Multiobjective optimization using evolutionary algorithms - A comparative case study,” in Parallel Problem Solving from Nature (PPSN). Springer, 1998, pp. 292–304.
- C. A. C. Coello and M. R. Sierra, “A Study of the Parallelization of a Coevolutionary Multi-objective Evolutionary Algorithm,” in Mexican International Conference on Artif. Intell. (MICAI), 2004, pp. 688–697.
- U. K. Wickramasinghe, R. Carrese, and X. Li, “Designing airfoils using a reference point based evolutionary many-objective particle swarm optimization algorithm,” in IEEE Congress on Evol. Comput. (CEC). IEEE, 2010, pp. 1–8.
- J. Molina, L. V. Santana-Quintero, A. G. Hernández-Díaz, C. A. C. Coello, and R. Caballero, “g-dominance: Reference point based dominance for multiobjective metaheuristics,” Eur. J. Oper. Res., vol. 197, no. 2, pp. 685–692, 2009.
- L. B. Said, S. Bechikh, and K. Ghédira, “The r-Dominance: A New Dominance Relation for Interactive Evolutionary Multicriteria Decision Making,” IEEE Trans. Evol. Comput., vol. 14, no. 5, pp. 801–818, 2010.
- A. Mohammadi, M. N. Omidvar, and X. Li, “Reference point based multi-objective optimization through decomposition,” in IEEE Congress on Evol. Comput. (CEC). IEEE, 2012, pp. 1–8.
- K. Li, K. Deb, and X. Yao, “R-metric: Evaluating the performance of preference-based evolutionary multiobjective optimization using reference points,” IEEE Trans. Evol. Comput., vol. 22, no. 6, pp. 821–835, 2018.
- A. Mohammadi, M. N. Omidvar, and X. Li, “A new performance metric for user-preference based multi-objective evolutionary algorithms,” in IEEE Congress on Evol. Comput. (CEC). IEEE, 2013, pp. 2825–2832.
- Z. Hou, S. Yang, J. Zou, J. Zheng, G. Yu, and G. Ruan, “A performance indicator for reference-point-based multiobjective evolutionary optimization,” in IEEE Int. Symp. Comput. Intell. (SSCI), 2018, pp. 1571–1578.
- S. Bandaru and H. Smedberg, “A parameterless performance metric for reference-point based multi-objective evolutionary algorithms,” in Genetic and Evol. Comput. Conf. (GECCO), 2019, pp. 499–506.
- R. Tanabe and H. Ishibuchi, “An analysis of quality indicators using approximated optimal distributions in a 3-d objective space,” IEEE Trans. Evol. Comput., vol. 24, no. 5, pp. 853–867, 2020.
- G. Yu, J. Zheng, and X. Li, “An improved performance metric for multiobjective evolutionary algorithms with user preferences,” in IEEE Congress on Evol. Comput. (CEC), 2015, pp. 908–915.
- A. Mohammadi, M. N. Omidvar, X. Li, and K. Deb, “Integrating user preferences and decomposition methods for many-objective optimization,” in IEEE Congress on Evol. Comput. (CEC), 2014, pp. 421–428.
- L. He, H. Ishibuchi, A. Trivedi, H. Wang, Y. Nan, and D. Srinivasan, “A survey of normalization methods in multiobjective evolutionary algorithms,” IEEE Trans. Evol. Comput., vol. 25, no. 6, pp. 1028–1048, 2021.
- J. Knowles, L. Thiele, and E. Zitzler, “A tutorial on the performance assessment of stochastic multiobjective optimizers,” ETH Zurich, Tech. Rep. TIK-214, 2006.
- J. G. Falcón-Cardona, M. T. M. Emmerich, and C. A. C. Coello, “On the Construction of Pareto-Compliant Combined Indicators,” Evol. Comput., vol. 30, no. 3, pp. 381–408, 2022.
- K. Deb and A. Kumar, “Light beam search based multi-objective optimization using evolutionary algorithms,” in Proceedings of the IEEE Congress on Evol. Comput., CEC 2007, 25-28 September 2007, Singapore. IEEE, 2007, pp. 2125–2132.
- X. Zhu, Z. Gao, Y. Du, S. Cheng, and F. Xu, “A decomposition-based multi-objective optimization approach considering multiple preferences with robust performance,” Appl. Soft Comput., vol. 73, pp. 263–282, 2018.
- W. Luo, L. Shi, X. Lin, and C. A. C. Coello, “The g^^𝑔\hat{g}over^ start_ARG italic_g end_ARG-dominance relation for preference-based evolutionary multi-objective optimization,” in IEEE Congress on Evol. Comput. (CEC), 2019, pp. 2418–2425.
- E. Filatovas, O. Kurasova, J. L. Redondo, and J. Fernández, “A reference point-based evolutionary algorithm for approximating regions of interest in multiobjective problems,” TOP, vol. 28, pp. 402–423, 2020.
- R. Tang, K. Li, W. Ding, Y. Wang, H. Zhou, and G. Fu, “Reference Point Based Multi-Objective Optimization of Reservoir Operation- a Comparison of Three Algorithms,” Water Resour. Manag., vol. 34, pp. 1005–1020, 2020.
- E. Filatovas, A. Lancinskas, O. Kurasova, and J. Zilinskas, “A preference-based multi-objective evolutionary algorithm R-NSGA-II with stochastic local search,” Central Eur. J. Oper. Res., vol. 25, no. 4, pp. 859–878, 2017.
- L. Nguyen, H. N. Xuan, and L. T. Bui, “Performance measurement for interactive multi-objective evolutionary algorithms,” in IEEE Conference on Knowledge and Systems Engineering, (KSE), 2015, pp. 302–305.
- F. Siegmund, A. H. C. Ng, and K. Deb, “Hybrid Dynamic Resampling for Guided Evolutionary Multi-Objective Optimization,” in Evolutionary Multi-Criterion Optimization (EMO), 2015, pp. 366–380.
- D. Cinalli, L. Martí, N. S. Pi, and A. C. B. Garcia, “Bio-inspired algorithms and preferences for multi-objective problems,” in Hybrid Artificial Intelligent Systems (HAIS), 2016, pp. 238–249.
- E. Filatovas, O. Kurasova, and K. Sindhya, “Synchronous R-NSGA-II: an extended preference-based evolutionary algorithm for multi-objective optimization,” Informatica, vol. 26, no. 1, pp. 33–50, 2015.
- L. Li, Y. Wang, H. Trautmann, N. Jing, and M. Emmerich, “Multiobjective evolutionary algorithms based on target region preferences,” Swarm Evol. Comput., vol. 40, pp. 196–215, 2018.
- P. A. Pour, S. Bandaru, B. Afsar, and K. Miettinen, “Desirable properties of performance indicators for assessing interactive evolutionary multiobjective optimization methods,” in Genetic and Evol. Comput. Conf. (GECCO, Companion), 2022, pp. 1803–1811.
- P. A. Pour, S. Bandaru, B. Afsar, M. Emmerich, and K. Miettinen, “A Performance Indicator for Interactive Evolutionary Multiobjective Optimization Methods,” IEEE Trans. Evol. Comput., 2023 (in press).
- D. Brockhoff, Y. Hamadi, and S. Kaci, “Using comparative preference statements in hypervolume-based interactive multiobjective optimization,” in Learn. and Intell. Opt. (LION), 2014, pp. 121–136.
- H. Zhu, Z. He, and Y. Jia, “An improved reference point based multi-objective optimization by decomposition,” Int. J. Mach. Learn. Cybern., vol. 7, no. 4, pp. 581–595, 2016.
- A. Jaszkiewicz and R. Slowinski, “The ’light beam search’ approach - an overview of methodology and applications,” Eur. J. Oper. Res., vol. 113, no. 2, pp. 300–314, 1999.
- X. Ma, F. Liu, Y. Qi, L. Li, L. Jiao, X. Deng, X. Wang, B. Dong, Z. Hou, Y. Zhang, and J. Wu, “MOEA/D with biased weight adjustment inspired by user preference and its application on multi-objective reservoir flood control problem,” Soft Comput., vol. 20, no. 12, pp. 4999–5023, 2016.
- F. Biscani and D. Izzo, “A parallel global multiobjective framework for optimization: pagmo,” J. Open Source Softw., vol. 5, no. 53, p. 2338, 2020.
- J. Blank and K. Deb, “Pymoo: Multi-objective optimization in python,” IEEE Access, vol. 8, pp. 89 497–89 509, 2020.
- K. Deb, L. Thiele, M. Laumanns, and E. Zitzler, “Scalable Test Problems for Evolutionary Multi-Objective Optimization,” in Evolutionary Multiobjective Optimization. Theoretical Advances and Applications. Springer, 2005, pp. 105–145.
- K. Deb and H. Jain, “An evolutionary many-objective optimization algorithm using reference-point-based nondominated sorting approach, part I: solving problems with box constraints,” IEEE Trans. Evol. Comput., vol. 18, no. 4, pp. 577–601, 2014.
- M. Li, L. Zhen, and X. Yao, “How to read many-objective solution sets in parallel coordinates [educational forum],” IEEE Comput. Intell. Mag., vol. 12, no. 4, pp. 88–100, 2017.
- M. G. Kendall, “A new measure of rank correlation,” Biometrika, vol. 30, pp. 81–93, 1938.
- E. Zitzler, K. Deb, and L. Thiele, “Comparison of multiobjective evolutionary algorithms: Empirical results,” Evol. Comput., vol. 8, no. 2, pp. 173–195, 2000.
- Ryoji Tanabe (23 papers)
- Ke Li (723 papers)