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
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Babbar, M., Lakshmikantha, A., Goldberg, D.: A modified NSGA-II to solve noisy multiobjective problems. In: Proc. ACM Genet. Evol. Computat. Conf. (2003)
Bianchi, L., Dorigo, M., Gambardella, L., Gutjahr, W.J.: A survey on metaheuristics for stochastic combinatorial optimization. Nat. Comput. 8(2) (2009)
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)
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)
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)
Delibrasis, K., Undrill, P., Cameron, G.: Genetic algorithm implementation of stack filter design for image restoration. In: Proc. Vis., Image, Sign. Proc. (1996)
Durillo, J., Nebro, A., Alba, E.: The jMetal framework for multi-objective optimization: Design and architecture. In: Proc. IEEE Congress on Evol. Computat. (2010)
Eskandari, H., Geiger, C., Bird, R.: Handling uncertainty in evolutionary multiobjective optimization: SPGA. In: Proc. IEEE Congress Evol. Computat. (2007)
Goh, C.K., Tan, K.C.: Noise handling in evolutionary multi-objective optimization. In: Proc. of IEEE Congress on Evolutionary Computation (2006)
Hughes, E.: Evolutionary multi-objective ranking with uncertainty and noise. In: Proc. Int’l Conf. on Evolutionary Multi-Criterion Optimization (2001)
Jin, Y., Branke, J.: Evolutionary optimization in uncertain environments-a survey. IEEE Trans. Evol. Computat. 9(3) (2005)
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)
Park, T., Ryu, K.: Accumulative sampling for noisy evolutionary multi-objective optimization. In: Proc. of ACM Genetic and Evol. Computat. Conference (2011)
Teich, J.: Pareto-front exploration with uncertain objectives. In: Proc. of Int’l Conf. on Evol. Multi-Criterion Optimization (2001)
Veldhuizen, D.A.V., Lamont, G.B.: Multiobjective evolutionary algorithm test suites. In: Proc. ACM Symposium on Applied Computing (1999)
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)
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)
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)
Zitzler, E., Deb, K., Thiele, L.: Comparison of multiobjective evolutionary algorithms: Empirical results. Evol. Computat. 8(2) (2000)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights 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)