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Elite Accumulative Sampling Strategies for Noisy Multi-objective Optimisation

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Part of the book series:Lecture Notes in Computer Science ((LNTCS,volume 9019))

Abstract

When designing evolutionary algorithms one of the key concerns is the balance between expending function evaluations on exploration versus exploitation. When the optimisation problem experiences observational noise, there is also a trade-off with respect to accuracy refinement – as improving the estimate of a design’s performance typically is at the cost of additional function reevaluations. Empirically the most effective resampling approach developed so far is accumulative resampling of the elite set. In this approach elite members are regularly reevaluated, meaning they progressively accumulate reevaluations over time. This results in their approximated objective values having greater fidelity, meaning non-dominated solutions are more likely to be correctly identified. Here we examine four different approaches to accumulative resampling of elite members, embedded within a differential evolution algorithm. Comparing results on 40 variants of the unconstrained IEEE CEC’09 multi-objective test problems, we find that at low noise levels a low fixed resample rate is usually sufficient, however for larger noise magnitudes progressively raising the number of minimum resamples of elite members based on detecting estimated front oscillation tends to improve performance.

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Author information

Authors and Affiliations

  1. Computer Science, University of Exeter, Exeter, UK

    Jonathan E. Fieldsend

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  1. Jonathan E. Fieldsend

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Correspondence toJonathan E. Fieldsend.

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Editors and Affiliations

  1. Institute for Polymers and Composites/I3N University of Minho Guimarães Portugal, Guimaraes, Portugal

    António Gaspar-Cunha

  2. Dept. of Electrical and Computer Engg, University of Coimbra, Coimbra, Portugal

    Carlos Henggeler Antunes

  3. CINVESTAV-IPN Depto. de Computacíon, Col. San Pedro Zacatenco, México DF, Mexico

    Carlos Coello Coello

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Fieldsend, J.E. (2015). Elite Accumulative Sampling Strategies for Noisy Multi-objective Optimisation. In: Gaspar-Cunha, A., Henggeler Antunes, C., Coello, C. (eds) Evolutionary Multi-Criterion Optimization. EMO 2015. Lecture Notes in Computer Science(), vol 9019. Springer, Cham. https://doi.org/10.1007/978-3-319-15892-1_12

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