Title :

A Correlation Analysis of Set Quality Indicator Values in Multiobjective Optimization

Author(s) :

Liefooghe, Arnaud [Auteur correspondant]
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Parallel Cooperative Multi-criteria Optimization [DOLPHIN]
Derbel, Bilel [Auteur]
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Parallel Cooperative Multi-criteria Optimization [DOLPHIN]

Conference title :

Genetic and Evolutionary Computation Conference (GECCO 2016)

City :

Denver

Country :

Etats-Unis d'Amérique

Start date of the conference :

2016-07-20

Book title :

Genetic and Evolutionary Computation Conference (GECCO 2016)

Publication date :

2016

English keyword(s) :

inverted generational distance
correlation analysis
hypervolume
R-metrics
epsilon indicator
multiobjective optimization
set quality indicators
performance assessment

HAL domain(s) :

Informatique [cs]/Recherche opérationnelle [cs.RO]
Informatique [cs]/Recherche d'information [cs.IR]

English abstract : [en]

A large spectrum of quality indicators has been proposed so far to assess the performance of discrete Pareto set approximations in multiobjective optimization. Such indicators assign, to any solution set, a real-value ...
Show more >A large spectrum of quality indicators has been proposed so far to assess the performance of discrete Pareto set approximations in multiobjective optimization. Such indicators assign, to any solution set, a real-value reflecting a given aspect of approximation quality. This is an important issue in multiobjective optimization, not only to compare the performance and assets of different approximate algorithms, but also to improve their internal selection mechanisms. In this paper, we adopt a statistical analysis to experimentally investigate by how much a selection of state-of-the-art quality indicators agree with each other for a wide range of Pareto set approximations from well-known two- and three-objective continuous benchmark functions. More particularly, we measure the correlation between the ranking of low-, medium-, and high-quality limited-size approximation sets with respect to inverted generational distance, additive epsilon, multiplicative epsilon, R2, R3, as well as hypervolume indicator values. Since no pair of indicators obtains the same ranking of approximation sets, we confirm that they emphasize different facets of approximation quality. More importantly, our statistical analysis allows the degree of compliance between these indicators to be quantified.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

Collections :

• Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189

Source :

Harvested from HAL