Skip to main content

A Non-parametric Statistical Dominance Operator for Noisy Multiobjective Optimization

  • Conference paper

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 7673))

Abstract

This paper describes and evaluates a new noise-aware dominance operator for evolutionary algorithms to solve the multiobjective optimization problems (MOPs) that contain noise in their objective functions. This operator is designed with the Mann-Whitney U-test, which is a non-parametric (i.e., distribution-free) statistical significance test. It takes objective value samples of given two individuals, performs a U-test on the two sample sets and determines which individual is statistically superior. Experimental results show that it operates reliably in noisy MOPs and outperforms existing noise-aware dominance operators particularly when many outliers exist under asymmetric noise distributions.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Babbar, M., Lakshmikantha, A., Goldberg, D.: A modified NSGA-II to solve noisy multiobjective problems. In: Proc. ACM Genet. Evol. Computat. Conf. (2003)

    Google Scholar 

  2. Bianchi, L., Dorigo, M., Gambardella, L., Gutjahr, W.J.: A survey on metaheuristics for stochastic combinatorial optimization. Nat. Comput. 8(2) (2009)

    Google Scholar 

  3. Boonma, P., Suzuki, J.: A confidence-based dominance operator in evolutionary algorithms for noisy multiobjective optimization problems. In: Proc. IEEE Int’l Conference on Tools with Artificial Intelligence (2009)

    Google Scholar 

  4. Deb, K., Agrawal, S., Pratab, A., Meyarivan, T.: A Fast Elitist Non-Dominated Sorting Genetic Algorithm for Multi-objective Optimization: NSGA-II. In: Deb, K., Rudolph, G., Lutton, E., Merelo, J.J., Schoenauer, M., Schwefel, H.-P., Yao, X. (eds.) PPSN 2000. LNCS, vol. 1917, pp. 849–858. Springer, Heidelberg (2000)

    Chapter  Google Scholar 

  5. Deb, K., Thiele, L., Laumanns, M., Zitzler, E.: Scalable test problems for evolutionary multiobjective optimization. In: Abraham, A., Jain, R., Goldberg, R. (eds.) Evolutionary Multiobjective Optimization. Springer (2005)

    Google Scholar 

  6. Delibrasis, K., Undrill, P., Cameron, G.: Genetic algorithm implementation of stack filter design for image restoration. In: Proc. Vis., Image, Sign. Proc. (1996)

    Google Scholar 

  7. Durillo, J., Nebro, A., Alba, E.: The jMetal framework for multi-objective optimization: Design and architecture. In: Proc. IEEE Congress on Evol. Computat. (2010)

    Google Scholar 

  8. Eskandari, H., Geiger, C., Bird, R.: Handling uncertainty in evolutionary multiobjective optimization: SPGA. In: Proc. IEEE Congress Evol. Computat. (2007)

    Google Scholar 

  9. Goh, C.K., Tan, K.C.: Noise handling in evolutionary multi-objective optimization. In: Proc. of IEEE Congress on Evolutionary Computation (2006)

    Google Scholar 

  10. Hughes, E.: Evolutionary multi-objective ranking with uncertainty and noise. In: Proc. Int’l Conf. on Evolutionary Multi-Criterion Optimization (2001)

    Google Scholar 

  11. Jin, Y., Branke, J.: Evolutionary optimization in uncertain environments-a survey. IEEE Trans. Evol. Computat. 9(3) (2005)

    Google Scholar 

  12. Mann, H., Whitney, D.: On a test of whether one of two random variables is stochastically larger than the other. Annals of Math. Stat. 18(1) (1947)

    Google Scholar 

  13. Park, T., Ryu, K.: Accumulative sampling for noisy evolutionary multi-objective optimization. In: Proc. of ACM Genetic and Evol. Computat. Conference (2011)

    Google Scholar 

  14. Teich, J.: Pareto-front exploration with uncertain objectives. In: Proc. of Int’l Conf. on Evol. Multi-Criterion Optimization (2001)

    Google Scholar 

  15. Veldhuizen, D.A.V., Lamont, G.B.: Multiobjective evolutionary algorithm test suites. In: Proc. ACM Symposium on Applied Computing (1999)

    Google Scholar 

  16. 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.) PPSN XI. LNCS, vol. 6239, pp. 260–269. Springer, Heidelberg (2010)

    Chapter  Google Scholar 

  17. Wormington, M., Panaccione, C., Matney, K.M., Bowen, D.K.: Characterization of structures from x-ray scattering data using genetic algorithms. Phil. Trans. R. Soc. Lond. A 357(1761) (1999)

    Google Scholar 

  18. Zhu, B., Suzuki, J., Boonma, P.: Solving the probabilistic traveling salesperson problem with profits (pTSPP) with a noise-aware evolutionary multiobjective optimization algorithm. In: Proc. IEEE Congress on Evol. Computat. (2011)

    Google Scholar 

  19. Zitzler, E., Deb, K., Thiele, L.: Comparison of multiobjective evolutionary algorithms: Empirical results. Evol. Computat. 8(2) (2000)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Phan, D.H., Suzuki, J. (2012). A Non-parametric Statistical Dominance Operator for Noisy Multiobjective Optimization. In: Bui, L.T., Ong, Y.S., Hoai, N.X., Ishibuchi, H., Suganthan, P.N. (eds) Simulated Evolution and Learning. SEAL 2012. Lecture Notes in Computer Science, vol 7673. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-34859-4_5

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-34859-4_5

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-34858-7

  • Online ISBN: 978-3-642-34859-4

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics