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arXiv 2210.08495cs.NEcs.AIcs.LGstat.ML
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Pareto集合学习在复杂多目标优化中的应用

Pareto Set Learning for Expensive Multi-Objective Optimization

City University of Hong Kong(香港城市大学)

Xi Lin, Zhiyuan Yang, Xiaoyuan Zhang, Qingfu Zhang

摘要:

昂贵的多目标优化问题可以在许多实际应用中找到,其中它们的目标函数评估涉及昂贵的计算或物理实验。期望在有限的评估预算下获得近似的帕累托前沿。多目标贝叶斯优化(MOBO)已被广泛用于寻找一个有限的帕累托最优解集。然而,众所周知,整个帕累托集是在一个连续流形上,可以包含无限的解决方案。现有的MOBO方法没有很好地利用Pareto集的结构属性,并且有限集近似可能不包含决策者的最优解。提出了一种新的基于学习的方法来逼近MOBO的整个Pareto集,将基于分解的多目标优化算法(MOEA/D)从有限种群推广到模型。我们设计了一个简单而强大的收购搜索方法的基础上学习的帕累托集,自然支持批量评估。此外,与我们提出的模型,决策者可以很容易地探索任何权衡领域的近似帕累托集灵活的决策。这项工作是第一次尝试昂贵的多目标优化模型的帕累托集。不同的合成和现实世界的问题上的实验结果证明了我们所提出的方法的有效性。

英文摘要:

Expensive multi-objective optimization problems can be found in many real-world applications, where their objective function evaluations involve expensive computations or physical experiments. It is desirable to obtain an approximate Pareto front with a limited evaluation budget. Multi-objective Bayesian optimization (MOBO) has been widely used for finding a finite set of Pareto optimal solutions. However, it is well-known that the whole Pareto set is on a continuous manifold and can contain infinite solutions. The structural properties of the Pareto set are not well exploited in existing MOBO methods, and the finite-set approximation may not contain the most preferred solution(s) for decision-makers. This paper develops a novel learning-based method to approximate the whole Pareto set for MOBO, which generalizes the decomposition-based multi-objective optimization algorithm (MOEA/D) from finite populations to models. We design a simple and powerful acquisition search method based on the learned Pareto set, which naturally supports batch evaluation. In addition, with our proposed model, decision-makers can readily explore any trade-off area in the approximate Pareto set for flexible decision-making. This work represents the first attempt to model the Pareto set for expensive multi-objective optimization. Experimental results on different synthetic and real-world problems demonstrate the effectiveness of our proposed method.

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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