双目标优化算法的自动配置:目标间相关性的影响

Aymeric Blot, H. Hoos, Marie-Éléonore Kessaci, Laetitia Vermeulen-Jourdan
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引用次数: 3

摘要

为了提高效率,多目标优化算法暴露了必须调整的各种参数。此外,在多目标优化中,已知目标函数之间的相关性会影响搜索空间结构和算法性能。考虑到最近自动算法配置(AAC)技术在多目标优化算法设计方面的成功,这提出了两个有趣的问题:优化目标之间的相关性对(1)不同AAC方法的有效性和(2)从这些自动化方法中获得的优化算法设计的影响是什么?在这项工作中,我们研究了这些问题的多目标局部搜索算法(MOLS)的三个著名的双目标排列问题,使用两个单目标AAC方法和一个多目标方法。我们的实证结果清楚地表明,总体而言,多目标AAC是高度参数化MOLS框架自动配置的最有效方法,并且相关程度对三种AAC方法的相对性能没有系统影响。我们还发现,根据目标之间的相关性和待解决问题实例的大小,最佳性能配置有所不同,这为多目标优化算法自动配置的有效性提供了进一步的证据。
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Automatic Configuration of Bi-Objective Optimisation Algorithms: Impact of Correlation Between Objectives
Multi-objective optimisation algorithms expose various parameters that have to be tuned in order to be efficient. Moreover, in multi-objective optimisation, the correlation between objective functions is known to affect search space structure and algorithm performance. Considering the recent success of automatic algorithm configuration (AAC) techniques for the design of multi-objective optimisation algorithms, this raises two interesting questions: what is the impact of correlation between optimisation objectives on (1) the efficacy of different AAC approaches and (2) on the optimised algorithm designs obtained from these automated approaches? In this work, we study these questions for multi-objective local search algorithms (MOLS) for three well-known bi-objective permutation problems, using two single-objective AAC approaches and one multi-objective approach. Our empirical results clearly show that overall, multi-objective AAC is the most effective approach for the automatic configuration of the highly parametric MOLS framework, and that there is no systematic impact of the degree of correlation on the relative performance of the three AAC approaches. We also find that the best-performing configurations differ, depending on the correlation between objectives and the size of the problem instances to be solved, providing further evidence for the usefulness of automatic configuration of multi-objective optimisation algorithms.
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