New uncertainty handling strategies in multi-objective evolutionary optimization

  • Authors:
  • Thomas Voß;Heike Trautmann;Christian Igel

  • Affiliations:
  • Institut für Neuroinformatik, Ruhr-Universität Bochum, Germany;TU Dortmund University, Dortmund, Germany;Institut für Neuroinformatik, Ruhr-Universität Bochum, Germany

  • Venue:
  • PPSN'10 Proceedings of the 11th international conference on Parallel problem solving from nature: Part II
  • Year:
  • 2010

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Abstract

Sincemany real-world optimization problems are noisy, vector optimization algorithms that can cope with noise and uncertainty are required. We propose new, robust selection strategies for evolutionarymultiobjective optimization in the presence of noise.We apply new measures of uncertainty for estimating the recently introduced Pareto-dominance for uncertain and noisy environments (PDU). The first measure is the interquartile range of the outcomes of repeated function evaluations. The second is based on axis-aligned bounding boxes around the upper and lower quantiles of the sampled fitness values in objective space. Experiments on real and artificial problems show promising results.