Addressing High Dimensional Multi-objective Optimization Problems by Coevolutionary Islands with Overlapping Search Spaces

Large-scale multi-objective optimization problems with many decision variables have recently attracted the attention of researchers as many data mining applications involving high dimensional patterns can be leveraged using them. Current parallel and distributed computer architectures can provide the required computing capabilities to cope with these problems once efficient procedures are available. In this paper we propose a cooperative coevolutionary island-model procedure based on the parallel execution of sub-populations, whose individuals explore different domains of the decision variables space. More specifically, the individuals belonging to the same sub-population (island) explore the same subset of decision variables. Two alternatives to distribute the decision variables among the different sub-populations have been considered and compared here. In the first approach, individuals in different sub-population explore disjoint subsets of decision variables (i.e. the chromosomes are divided into disjoints subsets). Otherwise, in the second alternative there are some overlapping among the variables explored by individuals in different sub-populations. The analysis of the obtained experimental results, by using different metrics, shows that coevolutionary approaches provide statistically significant improvements with respect to the base algorithm, being the relation of the number of islands (subpopulations) to the length of the chromosome (number of decision variables) a relevant factor to determine the most efficient alternative to distribute the decision variables.

[1]  Tomoyuki Hiroyasu,et al.  Discussion of parallel model of multi-objective genetic algorithms on heterogeneous computational resources , 2007, GECCO '07.

[2]  Lothar Thiele,et al.  Comparison of Multiobjective Evolutionary Algorithms: Empirical Results , 2000, Evolutionary Computation.

[3]  Günter Rudolph,et al.  Parallel Approaches for Multiobjective Optimization , 2008, Multiobjective Optimization.

[4]  Gang Ju,et al.  A parallel genetic algorithm in multi-objective optimization , 2009, 2009 Chinese Control and Decision Conference.

[5]  Enrique Alba,et al.  Parallel metaheuristics: recent advances and new trends , 2012, Int. Trans. Oper. Res..

[6]  Julio Ortega Lopera,et al.  Parallel alternatives for evolutionary multi-objective optimization in unsupervised feature selection , 2015, Expert Syst. Appl..

[7]  Marc P. Armstrong,et al.  A Specialized Island Model and Its Application in Multiobjective Optimization , 2003, GECCO.

[8]  Kaname Narukawa,et al.  Adaptive Reference Vector Generation for Inverse Model Based Evolutionary Multiobjective Optimization with Degenerate and Disconnected Pareto Fronts , 2015, EMO.

[9]  Enrique Alba,et al.  Parallel Multiobjective Evolutionary Algorithms , 2015, Handbook of Computational Intelligence.

[10]  Pascal Bouvry,et al.  Achieving super-linear performance in parallel multi-objective evolutionary algorithms by means of cooperative coevolution , 2013, Comput. Oper. Res..

[11]  Dario Izzo,et al.  The asynchronous island model and NSGA-II: study of a new migration operator and its performance , 2013, GECCO '13.

[12]  Kalyanmoy Deb,et al.  Distributed Computing of Pareto-Optimal Solutions with Evolutionary Algorithms , 2003, EMO.

[13]  Kalyanmoy Deb,et al.  A fast and elitist multiobjective genetic algorithm: NSGA-II , 2002, IEEE Trans. Evol. Comput..

[14]  Giandomenico Spezzano,et al.  A scalable cellular implementation of parallel genetic programming , 2003, IEEE Trans. Evol. Comput..

[15]  Kalyanmoy Deb,et al.  Parallelizing multi-objective evolutionary algorithms: cone separation , 2004, Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No.04TH8753).

[16]  Enrique Alba,et al.  Parallelism and evolutionary algorithms , 2002, IEEE Trans. Evol. Comput..

[17]  Antonio J. Nebro,et al.  A Study of the Parallelization of the Multi-Objective Metaheuristic MOEA/D , 2010, LION.

[18]  Kalyanmoy Deb,et al.  A Fast Elitist Non-dominated Sorting Genetic Algorithm for Multi-objective Optimisation: NSGA-II , 2000, PPSN.

[19]  Qingfu Zhang,et al.  Distributed evolutionary algorithms and their models: A survey of the state-of-the-art , 2015, Appl. Soft Comput..

[20]  Ujjwal Maulik,et al.  A Survey of Multiobjective Evolutionary Algorithms for Data Mining: Part I , 2014, IEEE Transactions on Evolutionary Computation.