Probabilistic Selection Approaches in Decomposition-Based Evolutionary Algorithms for Offline Data-Driven Multiobjective Optimization
Atanu Mazumdar, Tinkle Chugh, Jussi Hakanen, Kaisa Miettinen
Abstract
In offline data-driven multiobjective optimization, no new data are available during the optimization process. Approximation models, also known as surrogates, are built using the provided offline data. A multiobjective evolutionary algorithm can be utilized to find solutions by using these surrogates. The accuracy of the approximated solutions depends on the surrogates and approximations typically involve uncertainties. In this article, we propose probabilistic selection approaches that utilize the uncertainty information of the Kriging models (as surrogates) to improve the solution process in offline data-driven multiobjective optimization. These approaches are designed for decomposition-based multiobjective evolutionary algorithms and can, thus, handle a large number of objectives. The proposed approaches were tested on distance-based visualizable test problems and the DTLZ suite. The proposed approaches produced solutions with a greater hypervolume, and a lower root mean squared error compared to generic approaches and a transfer learning approach that do not use uncertainty information.