Interaction-based Prediction for Dynamic Multiobjective Optimization

Abstract

Dynamic multiobjective optimization poses great challenges to evolutionary algorithms due to the change of optimal solutions or Pareto front with time. Learning-based methods are popular to extract the changing pattern of optimal solutions for predicting new solutions. They tend to use all variables as features (i.e., inputs) to build prediction models. However, there are usually some irrelevant and redundant variables, which increase training difficulty and decrease prediction accuracy. This paper proposes a new interaction-based prediction method, which captures the correlation of variables with prediction targets and selects the most relevant variables to build prediction models using neural networks. In particular, the interaction between variables is detected to remove redundant variables. In addition, a correction procedure is developed to further improve predicted solutions according to the prediction error in past environments. The predicted solutions are used to update the population according to a specifically designed update strategy. Integrating the interaction-based prediction (IP) method into the framework of multiobjective evolutionary algorithm based on decomposition (MOEA/D), a new algorithm named IP-DMOEA is put forward. Experimental results on a typical dynamic multiobjective test suite demonstrate the better performance of the proposed IPDMOEA than state-of-the-art algorithms in terms of convergence speed and solution quality. The proposed IP-DMOEA is also successfully applied to the multirobot task scheduling problem.