A Learning-based <i>Innovized</i> Progress Operator for Faster Convergence in Evolutionary Multi-objective Optimization
Sukrit Mittal, Dhish Kumar Saxena, Kalyanmoy Deb, Erik D. Goodman
Abstract
Learning effective problem information from already explored search space in an optimization run, and utilizing it to improve the convergence of subsequent solutions, have represented important directions in Evolutionary Multi-objective Optimization (EMO) research. In this article, a machine learning (ML)-assisted approach is proposed that: (a) maps the solutions from earlier generations of an EMO run to the current non-dominated solutions in the decision space ; (b) learns the salient patterns in the mapping using an ML method, here an artificial neural network (ANN); and (c) uses the learned ML model to advance some of the subsequent offspring solutions in an adaptive manner. Such a multi-pronged approach, quite different from the popular surrogate-modeling methods, leads to what is here referred to as the Innovized Progress (IP) operator. On several test and engineering problems involving two and three objectives, with and without constraints, it is shown that an EMO algorithm assisted by the IP operator offers faster convergence behavior, compared to its base version independent of the IP operator. The results are encouraging, pave a new path for the performance improvement of EMO algorithms, and set the motivation for further exploration on more challenging problems.