A Case Study on Multi-Criteria Optimization of an Event Detection Software under Limited Budgets

  • Martin Zaefferer
  • Thomas Bartz-Beielstein
  • Boris Naujoks
  • Tobias Wagner
  • Michael Emmerich
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7811)

Abstract

Several methods were developed to solve cost-extensive multi-criteria optimization problems by reducing the number of function evaluations by means of surrogate optimization. In this study, we apply different multi-criteria surrogate optimization methods to improve (tune) an event-detection software for water-quality monitoring. For tuning two important parameters of this software, four state-of-the-art methods are compared: S-Metric-Selection Efficient Global Optimization (SMS-EGO), S-Metric-Expected Improvement for Efficient Global Optimization SExI-EGO, Euclidean Distance based Expected Improvement Euclid-EI (here referred to as MEI-SPOT due to its implementation in the Sequential Parameter Optimization Toolbox SPOT) and a multi-criteria approach based on SPO (MSPOT).

Analyzing the performance of the different methods provides insight into the working-mechanisms of cutting-edge multi-criteria solvers. As one of the approaches, namely MSPOT, does not consider the prediction variance of the surrogate model, it is of interest whether this can lead to premature convergence on the practical tuning problem. Furthermore, all four approaches will be compared to a simple SMS-EMOA to validate that the use of surrogate models is justified on this problem.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Martin Zaefferer
    • 1
  • Thomas Bartz-Beielstein
    • 1
  • Boris Naujoks
    • 1
  • Tobias Wagner
    • 2
  • Michael Emmerich
    • 3
  1. 1.Faculty for Computer and Engineering SciencesCologne University of Applied SciencesGummersbachGermany
  2. 2.Institute of Machining Technology (ISF)TU Dortmund UniversityDortmundGermany
  3. 3.Leiden Institute for Advanced Computer ScienceLeiden UniversityThe Netherlands

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