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arXiv 2102.00941cs.NE
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进化多目标优化中大候选解集的快速贪婪子集选择

Fast Greedy Subset Selection from Large Candidate Solution Sets in Evolutionary Multi-objective Optimization

Weiyu Chen, Hisao Ishibuchi, Ke Shang

摘要:

子集选择是进化多目标优化领域中一个有趣而重要的研究课题。特别是,在一个EMO算法与无界的外部档案,子集选择是一个必不可少的后处理过程中选择一个预先指定的数量的解决方案作为最终结果。在本文中,我们讨论了贪婪子集选择的效率的超体积,IGD和IGD+指标。贪心算法通常有效地处理子集选择。但是,当给出大量的解决方案时(例如,从无限外部存档中的数万个解决方案中选择子集),它们通常会变得非常耗时。我们的想法是使用子模属性,这是已知的超体积指标,以提高他们的效率。首先,我们证明了IGD和IGD+指标也是子模的。其次,基于子模性质,我们提出了一个有效的贪婪包含算法的每一个指标。然后,我们通过计算实验证明,所提出的算法是远远快于标准的贪婪子集选择算法。

英文摘要:

Subset selection is an interesting and important topic in the field of evolutionary multi-objective optimization (EMO). Especially, in an EMO algorithm with an unbounded external archive, subset selection is an essential post-processing procedure to select a pre-specified number of solutions as the final result. In this paper, we discuss the efficiency of greedy subset selection for the hypervolume, IGD and IGD+ indicators. Greedy algorithms usually efficiently handle subset selection. However, when a large number of solutions are given (e.g., subset selection from tens of thousands of solutions in an unbounded external archive), they often become time-consuming. Our idea is to use the submodular property, which is known for the hypervolume indicator, to improve their efficiency. First, we prove that the IGD and IGD+ indicators are also submodular. Next, based on the submodular property, we propose an efficient greedy inclusion algorithm for each indicator. Then, we demonstrate through computational experiments that the proposed algorithms are much faster than the standard greedy subset selection algorithms.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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