提出一种基于帕累托最优的多目标算法排名方法,兼顾多种评价指标。
A Novel Pareto-optimal Ranking Method for Comparing Multi-objective Optimization Algorithms
- 用帕累托排序融合多个指标,分层评估算法性能。
- 在15个测试问题上对10个算法排名,与竞赛结果高度一致。
- 可扩展至新指标,适合多目标优化研究者使用。
随着多目标与多目标优化算法研究兴趣的增长,算法性能比较变得日益重要。已有大量性能指标被提出,各自从不同角度评估算法。因此,结合多个指标评估多目标结果的质量至关重要,以确保涵盖所有质量维度。本文提出一种新型多指标比较方法,基于一组性能指标对多/多目标优化算法进行排名。利用帕累托最优概念(即非支配排序算法),将多个性能指标作为标准同时考虑,构建算法的等级层次。在此基础上,提出了四种基于各帕累托层级贡献度的算法排名技术。该方法允许研究者使用现有或新开发的性能度量来充分评估和排序多/多目标算法。所提方法具备可扩展性,能兼容任何新引入的度量。该方法应用于2018年CEC竞赛中解决15个多目标测试问题的10个竞争算法的排名。基于10个知名多目标性能指标进行帕累托最优排名,并与竞赛最终排名(基于逆生成距离IGD和超体积HV)进行了对比。本文提出的技巧在科学与工程领域有广泛应用前景,尤其适用于需使用多个指标进行比较的场景,如机器学习与数据挖掘。
原文摘要 · Abstract (English)
As the interest in multi- and many-objective optimization algorithms grows, the performance comparison of these algorithms becomes increasingly important. A large number of performance indicators for multi-objective optimization algorithms have been introduced, each of which evaluates these algorithms based on a certain aspect. Therefore, assessing the quality of multi-objective results using multiple indicators is essential to guarantee that the evaluation considers all quality perspectives. This paper proposes a novel multi-metric comparison method to rank the performance of multi-/ many-objective optimization algorithms based on a set of performance indicators. We utilize the Pareto optimality concept (i.e., non-dominated sorting algorithm) to create the rank levels of algorithms by simultaneously considering multiple performance indicators as criteria/objectives. As a result, four different techniques are proposed to rank algorithms based on their contribution at each Pareto level. This method allows researchers to utilize a set of existing/newly developed performance metrics to adequately assess/rank multi-/many-objective algorithms. The proposed methods are scalable and can accommodate in its comprehensive scheme any newly introduced metric. The method was applied to rank 10 competing algorithms in the 2018 CEC competition solving 15 many-objective test problems. The Pareto-optimal ranking was conducted based on 10 well-known multi-objective performance indicators and the results were compared to the final ranks reported by the competition, which were based on the inverted generational distance (IGD) and hypervolume indicator (HV) measures. The techniques suggested in this paper have broad applications in science and engineering, particularly in areas where multiple metrics are used for comparisons. Examples include machine learning and data mining.
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