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基于分解的多分类器辅助进化算法用于高维多目标问题

Multiple Classifiers-Assisted Evolutionary Algorithm Based on Decomposition for High-Dimensional Multiobjective Problems

IEEE Transactions on Evolutionary Computation · 2022
被引 127 · 同刊同年前 6%
ABS 4

中文导读

提出一种基于分解的多分类器辅助进化算法,用多个支持向量机分类器替代传统代理模型,解决高维昂贵多目标优化问题,实验表明算法在效率和效果上均有竞争力。

Abstract

Surrogate-assisted multiobjective evolutionary algorithms (MOEAs) have advanced the field of computationally expensive optimization, but their progress is often restricted to low-dimensional problems. This manuscript presents a multiple classifiers-assisted evolutionary algorithm based on decomposition, which is adapted for high-dimensional expensive problems in terms of the following two insights. Compared to approximation-based surrogates, the accuracy of classification-based surrogates is robust for few high-dimensional training samples. Furthermore, multiple local classifiers can hedge the risk of overfitting issues. Accordingly, the proposed algorithm builds multiple classifiers with support vector machines (SVMs) on a decomposition-based multiobjective algorithm, wherein each local classifier is trained for a corresponding scalarization function. Experimental results confirm that the proposed algorithm is competitive to the state-of-the-art algorithms and computationally efficient as well.

进化算法多目标优化高维优化代理模型支持向量机