Articulating user preferences in many-objective problems by sampling the weighted hypervolume

The hypervolume indicator has become popular in recent years both for performance assessment and to guide the search of evolutionary multiobjective optimizers. Two critical research topics can be emphasized with respect to hypervolume-based search: (i) the hypervolume indicator inherently introduces a specific preference and the question is how arbitrary user preferences can be incorporated; (ii) the exact calculation of the hypervolume indicator is expensive and efficient approaches to tackle many-objective problems are needed. In two previous studies, we addressed both issues independently: a study proposed the weighted hypervolume indicator with which user-defined preferences can be articulated; other studies exist that propose to estimate the hypervolume indicator by Monte-Carlo sampling. Here, we combine these two approaches for the first time and extend them, i.e., we present an approach of sampling the weighted hypervolume to incorporate user-defined preferences into the se...

• Type: Conference
• Year: 2009
• Where: GECCO
• Authors: Anne Auger, Johannes Bader, Dimo Brockhoff, Eckart Zitzler
• Keywords: Artificial Intelligence, GECCO 2009, Hypervolume Indicator, User-defined Preferences, Weighted Hypervolume Indicator