New Uncertainty Handling Strategies in Multi-objective Evolutionary Optimization
T. Voß, H. Trautmann, C. Igel, in: R. Schaefer, C. Cotta, J. Kołodziej, G. Rudolph (Eds.), Parallel Problem Solving from Nature, PPSN XI, Springer Berlin Heidelberg, Berlin, Heidelberg, 2010, pp. 260–269.
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Conference Paper
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Author
Voß, Thomas;
Trautmann, HeikeLibreCat 
;
Igel, Christian
;
Igel, ChristianEditor
Schaefer, Robert;
Cotta, Carlos;
Kołodziej, Joanna;
Rudolph, Günter
Abstract
Since many real-world optimization problems are noisy, vector optimization algorithms that can cope with noise and uncertainty are required. We propose new, robust selection strategies for evolutionary multi-objective optimization in the presence of noise. We apply new measures of uncertainty for estimating the recently introduced Pareto-dominance for uncertain and noisy environments (PDU). The first measure is the inter-quartile range of the outcomes of repeated function evaluations. The second is based on axis-aligned bounding boxes around the upper and lower quantiles of the sampled fitness values in objective space. Experiments on real and artificial problems show promising results.
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Proceedings Title
Parallel Problem Solving from Nature, PPSN XI
Page
260–269
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Cite this
Voß T, Trautmann H, Igel C. New Uncertainty Handling Strategies in Multi-objective Evolutionary Optimization. In: Schaefer R, Cotta C, Kołodziej J, Rudolph G, eds. Parallel Problem Solving from Nature, PPSN XI. Springer Berlin Heidelberg; 2010:260–269. doi:https://doi.org/10.1007/978-3-642-15871-1_27
Voß, T., Trautmann, H., & Igel, C. (2010). New Uncertainty Handling Strategies in Multi-objective Evolutionary Optimization. In R. Schaefer, C. Cotta, J. Kołodziej, & G. Rudolph (Eds.), Parallel Problem Solving from Nature, PPSN XI (pp. 260–269). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-15871-1_27
@inproceedings{Voß_Trautmann_Igel_2010, place={Berlin, Heidelberg}, title={New Uncertainty Handling Strategies in Multi-objective Evolutionary Optimization}, DOI={https://doi.org/10.1007/978-3-642-15871-1_27}, booktitle={Parallel Problem Solving from Nature, PPSN XI}, publisher={Springer Berlin Heidelberg}, author={Voß, Thomas and Trautmann, Heike and Igel, Christian}, editor={Schaefer, Robert and Cotta, Carlos and Kołodziej, Joanna and Rudolph, Günter}, year={2010}, pages={260–269} }
Voß, Thomas, Heike Trautmann, and Christian Igel. “New Uncertainty Handling Strategies in Multi-Objective Evolutionary Optimization.” In Parallel Problem Solving from Nature, PPSN XI, edited by Robert Schaefer, Carlos Cotta, Joanna Kołodziej, and Günter Rudolph, 260–269. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. https://doi.org/10.1007/978-3-642-15871-1_27.
T. Voß, H. Trautmann, and C. Igel, “New Uncertainty Handling Strategies in Multi-objective Evolutionary Optimization,” in Parallel Problem Solving from Nature, PPSN XI, 2010, pp. 260–269, doi: https://doi.org/10.1007/978-3-642-15871-1_27.
Voß, Thomas, et al. “New Uncertainty Handling Strategies in Multi-Objective Evolutionary Optimization.” Parallel Problem Solving from Nature, PPSN XI, edited by Robert Schaefer et al., Springer Berlin Heidelberg, 2010, pp. 260–269, doi:https://doi.org/10.1007/978-3-642-15871-1_27.
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