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关于MOEA/D如何从子问题解计算Pareto前沿的可证明运行时保证

Proven Runtime Guarantees for How the MOEA/D Computes the Pareto Front From the Subproblem Solutions

Benjamin Doerr, Martin S. Krejca, Noé Weeks

AI总结:

本文首次分析了MOEA/D在子问题最优解仅为Pareto前沿严格子集时如何通过标准变异算子计算OneMinMax的完整Pareto前沿,证明了标准位变异的期望运行时上下界,并证明幂律变异可实现与子问题数量无关的显著加速。

摘要:

基于分解的多目标进化算法(MOEA/D)并不直接优化给定的多目标函数$f$,而是以协同进化的方式优化$f$的$N + 1$个单目标子问题。它维护一个包含所有已找到的非支配解的存档,并将其作为对Pareto前沿的近似输出。一旦MOEA/D找到了所有子问题的最优解(即$g$-最优解),它仍可能遗漏$f$的Pareto最优解。此时,算法被要求通过变异$g$-最优解来直接寻找剩余的Pareto最优解。\n\n在本工作中,我们首次分析了当$g$-最优解是Pareto前沿的严格子集时,仅使用标准变异算子的MOEA/D如何计算OneMinMax基准问题的整个Pareto前沿。对于标准位变异,我们证明了期望运行时为$O(n N \log n + n^{n/(2N)} N \log n)$次函数评估。特别是对于第二个更有趣的阶段,即算法从所有$g$-最优解开始时,我们证明了$\Omega(n^{(1/2)(n/N + 1)} \sqrt{N} 2^{-n/N})$的期望运行时。如果$N = o(n)$,该运行时是超多项式的,因为这会在$g$-最优解之间留下较大的间隙,需要代价高昂的变异来覆盖。\n\n对于指数为$\beta \in (1, 2)$的幂律变异,我们证明了期望运行时为$O\left(n N \log n + n^\beta \log n\right)$次函数评估。$O\left(n^\beta \log n\right)$项来自从所有$g$-最优解开始的第二阶段,并且它与子问题数量$N$无关。与标准位变异的下界相比,这带来了巨大的加速。总体而言,我们对幂律变异的整体上界表明,MOEA/D在$N = O(n^{\beta - 1})$时表现最佳,从而得到$O(n^\beta \log n)$的上界。与标准位变异相反,对于幂律变异而言,较小的$N$值更好,因为它能够轻松地创建缺失的解。

英文摘要:

The decomposition-based multi-objective evolutionary algorithm (MOEA/D) does not directly optimize a given multi-objective function $f$, but instead optimizes $N + 1$ single-objective subproblems of $f$ in a co-evolutionary manner. It maintains an archive of all non-dominated solutions found and outputs it as approximation to the Pareto front. Once the MOEA/D found all optima of the subproblems (the $g$-optima), it may still miss Pareto optima of $f$. The algorithm is then tasked to find the remaining Pareto optima directly by mutating the $g$-optima. In this work, we analyze for the first time how the MOEA/D with only standard mutation operators computes the whole Pareto front of the OneMinMax benchmark when the $g$-optima are a strict subset of the Pareto front. For standard bit mutation, we prove an expected runtime of $O(n N \log n + n^{n/(2N)} N \log n)$ function evaluations. Especially for the second, more interesting phase when the algorithm start with all $g$-optima, we prove an $Ω(n^{(1/2)(n/N + 1)} \sqrt{N} 2^{-n/N})$ expected runtime. This runtime is super-polynomial if $N = o(n)$, since this leaves large gaps between the $g$-optima, which require costly mutations to cover. For power-law mutation with exponent $β\in (1, 2)$, we prove an expected runtime of $O\left(n N \log n + n^β \log n\right)$ function evaluations. The $O\left(n^β \log n\right)$ term stems from the second phase of starting with all $g$-optima, and it is independent of the number of subproblems $N$. This leads to a huge speedup compared to the lower bound for standard bit mutation. In general, our overall bound for power-law suggests that the MOEA/D performs best for $N = O(n^{β- 1})$, resulting in an $O(n^β\log n)$ bound. In contrast to standard bit mutation, smaller values of $N$ are better for power-law mutation, as it is capable of easily creating missing solutions.

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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