A non-parametric statistical dominance operator for noisy multiobjective optimization

  • Authors:
  • Dung H. Phan;Junichi Suzuki

  • Affiliations:
  • Deptartment of Computer Science, University of Massachusetts, Boston;Deptartment of Computer Science, University of Massachusetts, Boston

  • Venue:
  • SEAL'12 Proceedings of the 9th international conference on Simulated Evolution and Learning
  • Year:
  • 2012

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Abstract

This paper describes and evaluates a new noise-aware dominance operator for evolutionary algorithms to solve the multiobjective optimization problems (MOPs) that contain noise in their objective functions. This operator is designed with the Mann-Whitney U-test, which is a non-parametric (i.e., distribution-free) statistical significance test. It takes objective value samples of given two individuals, performs a U-test on the two sample sets and determines which individual is statistically superior. Experimental results show that it operates reliably in noisy MOPs and outperforms existing noise-aware dominance operators particularly when many outliers exist under asymmetric noise distributions.