Dominance-Based Pareto-Surrogate for Multi-Objective Optimization

Abstract. Mainstream surrogate approaches for multi-objective problems build one approximation for each objective. Mono-surrogate approaches instead aim at characterizing the Pareto front with a single model. Such an approach has been recently introduced using a mixture of regression Support Vector Machine (SVM) to clamp the current Pareto front to a single value, and one-class SVM to ensure that all dominated points will be mapped on one side of this value. A new mono-surrogate EMO approach is introduced here, relaxing the previous approach and modelling Pareto dominance within the rank-SVM framework. The resulting surrogate model is then used as a filter for offspring generation in standard Evolutionary Multi-Objective Algorithms, and is comparatively validated on a set of benchmark problems.

• Type: Journal
• Year: 2010
• Where: SEAL
• Authors: Ilya Loshchilov, Marc Schoenauer, Michèle Sebag
• Keywords: Machine Learning, Mono-surrogate Emo Approach, Pareto Front, Regression Support Vector, SEAL 2010