NENov 18, 2015

MOEA/D-GM: Using probabilistic graphical models in MOEA/D for solving combinatorial optimization problems

arXiv:1511.05625v115 citations
Originality Incremental advance
AI Analysis

This work addresses improving evolutionary algorithms for combinatorial optimization problems, though it is incremental as it builds on the established MOEA/D framework.

The paper tackles the enhancement of the MOEA/D framework for multi-objective optimization by integrating probabilistic graphical models, specifically showing that MOEA/D-Tree achieves significantly better results in approximating the Pareto front on a deceptive Trap5 function compared to existing variants.

Evolutionary algorithms based on modeling the statistical dependencies (interactions) between the variables have been proposed to solve a wide range of complex problems. These algorithms learn and sample probabilistic graphical models able to encode and exploit the regularities of the problem. This paper investigates the effect of using probabilistic modeling techniques as a way to enhance the behavior of MOEA/D framework. MOEA/D is a decomposition based evolutionary algorithm that decomposes a multi-objective optimization problem (MOP) in a number of scalar single-objective subproblems and optimizes them in a collaborative manner. MOEA/D framework has been widely used to solve several MOPs. The proposed algorithm, MOEA/D using probabilistic Graphical Models (MOEA/D-GM) is able to instantiate both univariate and multi-variate probabilistic models for each subproblem. To validate the introduced framework algorithm, an experimental study is conducted on a multi-objective version of the deceptive function Trap5. The results show that the variant of the framework (MOEA/D-Tree), where tree models are learned from the matrices of the mutual information between the variables, is able to capture the structure of the problem. MOEA/D-Tree is able to achieve significantly better results than both MOEA/D using genetic operators and MOEA/D using univariate probability models, in terms of the approximation to the true Pareto front.

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