Learning Variable Importance to Guide Recombination on Many-Objective Optimization
Abstract:
There are numerous many-objective real-world problems in various application domains for which it is difficult or time-consuming to derive Pareto optimal solutions. In an evolutionary algorithm, variation operators such as recombination and mutation are extremely important to obtain an effective solution search. In this paper, we study a machine learning-enhanced recombination that incorporates an intelligent variable selection method. The method is based on the importance of variables with respect to convergence to the Pareto front. We verify the performance of the enhanced recombination on benchmark test problems with three or more objectives using the many-objective evolutionary algorithm AeSeH as a baseline algorithm. Results show that variable importance can enhance the performance of many-objective evolutionary algorithms.
Año de publicación:
2017
Keywords:
- evolutionary algorithm
- random forest
- variable importance
- multi-objective optimization
- many-objective optimization
- Machine learning
Fuente:
Tipo de documento:
Conference Object
Estado:
Acceso restringido
Áreas de conocimiento:
- Optimización matemática
- Optimización matemática
- Optimización matemática
Áreas temáticas:
- Programación informática, programas, datos, seguridad
- Relaciones internacionales
- Probabilidades y matemática aplicada