Introducing MONEDA: scalable multiobjective optimization with a neural estimation of distribution algorithm

In this paper we explore the model-building issue of multiobjective optimization estimation of distribution algorithms. We argue that model-building has some characteristics that differentiate it from other machine learning tasks. A novel algorithm called multiobjective neural estimation of distribution algorithm (MONEDA) is proposed to meet those characteristics. This algorithm uses a custom version of the growing neural gas (GNG) network specially meant for the model-building task. As part of this work, MONEDA is assessed with regard to other classical and state-of-the-art evolutionary multiobjective optimizers when solving some community accepted test problems.

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