Abstract
The complexity of Multi-Objective (MO) continuous optimisation problems arises from a combination of different characteristics, such as the level of multi-modality. Earlier studies revealed that there is a conflict between solver convergence in objective space and solution set diversity in the decision space, which is especially important in the multi-modal setting. We build on top of this observation and investigate this trade-off in a multi-objective manner by using multi-objective automated algorithm configuration (MO-AAC) on evolutionary multi-objective algorithms (EMOA). Our results show that MO-AAC is able to find configurations that outperform the default configuration as well as configurations found by single-objective AAC in regards to objective space convergence and diversity in decision space, leading to new recommendations for high-performing default settings.
Notes
- 1.
Source code: https://github.com/jeroenrook/SMAC3/tree/mosmac-anon.
- 2.
Experimental code can be found at https://github.com/jeroenrook/MMMOO-moconfig-exp.
References
Afsar, B., Fieldsend, J.E., Guerreiro, A.P., Miettinen, K., Rojas Gonzalez, S., Sato, H.: Many-Objective Quality Measures. In: Brockhoff, D., Emmerich, M., Naujoks, B., Purshouse, R. (eds.) Many-Criteria Optimization and Decision Analysis. Natural Computing Series, pp. 113–148. Springer, Cham (2023). https://doi.org/10.1007/978-3-031-25263-1_5
Audet, C., et al.: Performance indicators in multiobjective optimization. Eur. J. Oper. Res. 292(2), 397–422 (2021). issn: 0377–2217. https://doi.org/10.1016/j.ejor.2020.11.016
Beume, N., Naujoks, B., Emmerich, M.: SMS-EMOA: multiobjective selection based on dominated hypervolume. Eur. J. Oper. Res. 181(3), 1653–1669 (2007). issn: 03772217. https://doi.org/10.1016/j.ejor.2006.08.008
Blot, A., Hoos, H.H., Jourdan, L., Kessaci-Marmion, M.É., Trautmann, H.: MO-ParamILS: a multi-objective automatic algorithm configuration framework. In: Festa, P., Sellmann, M., Vanschoren, J. (eds.) LION 2016. LNCS, vol. 10079, pp. 32–47. Springer, Cham (2016). https://doi.org/10.1007/978-3-319-50349-3_3
Brockhoff, D., et al.: Using Well-Understood Single-Objective Functions in Multiobjective Black-Box Optimization Test Suites (2016). https://doi.org/10.48550/ARXIV.1604.00359
Burke, E.K., et al.: Hyper-heuristics: a survey of the state of the art. J. Oper. Res. Soc. 64(12), 695–1724 (2013). issn: 0160–5682, 1476–9360. https://doi.org/10.1057/jors.2013.71
Coello, C.A.C., Lamont, G.B., Van Veldhuisen, D.A.: Evolutionary algorithms for solving multi-objective problems. 2nd ed. Genetic and Evolutionary Computation Series. Springer, New York (2007). isbn: 978-0-387-36797-2
Deb, K., Tiwari, S.: Omni-optimizer: a procedure for single and multi-objective optimization. In: Coello Coello, C.A., Hernández Aguirre, A., Zitzler, E. (eds.) EMO 2005. LNCS, vol. 3410, pp. 47–61. Springer, Heidelberg (2005). https://doi.org/10.1007/978-3-540-31880-4_4
Deb, K., et al.: A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Trans. Evol. Comput. 6(2), 182–197 (2002). issn: 1089778X. https://doi.org/10.1109/4235.996017
Deb, K., et al.: Scalable test problems for evolutionary multiobjective optimization. In: Evolutionary Multiobjective Optimization, pp. 105–145. Springer, London (2005). isbn: 978-1-85233-787-2. https://doi.org/10.1007/1-84628-137-7_6
Grimme, C., Kerschke, P., Trautmann, H.: Multimodality in multi-objective optimization – more boon than bane? In: Deb, K., Goodman, E., Coello Coello, C.A., Klamroth, K., Miettinen, K., Mostaghim, S., Reed, P. (eds.) EMO 2019. LNCS, vol. 11411, pp. 126–138. Springer, Cham (2019). https://doi.org/10.1007/978-3-030-12598-1_11
Grimme, C., et al.: Peeking beyond peaks: challenges and research potentials of continuous multimodal multi-objective optimization. In: Computers and Operations Research 136, 105489 (2021). issn: 03050548. https://doi.org/10.1016/j.cor.2021.105489
Heins, J., et al.: BBE: basin-based evaluation of multimodal multiobjective optimization problems. In: Parallel Problem Solving from Nature - PPSN XVII, vol. 13398. Cham: Springer (2022), pp. 192–206. isbn: 978-3-031-14714-2. https://doi.org/10.1007/978-3-031-14714-2_14
Hoos, H.H.: Automated algorithm configuration and parameter tuning. In: Hamadi, Y., Monfroy, E., Saubion, F. (eds.) Autonomous Search, pp. 37–71. Springer, Heidelberg (2011). https://doi.org/10.1007/978-3-642-21434-9_3
Hutter, F., et al.: ParamILS: an automatic algorithm configuration framework. J. Artif. Intell. Res. 36, 267–306 (2009). issn: 1076–9757. https://doi.org/10.1613/jair.2861
Hutter, F., Hoos, H.H., Leyton-Brown, K.: Sequential model-based optimization for general algorithm configuration. In: Coello, C.A.C. (ed.) LION 2011. LNCS, vol. 6683, pp. 507–523. Springer, Heidelberg (2011). https://doi.org/10.1007/978-3-642-25566-3_40
Lindauer, M., et al.: SMAC3: a versatile bayesian optimization package for hyperparameter optimization. JMLR 23(54), 1–9 (2022). http://jmlr.org/papers/v23/21-0888.html
López-Ibáñez, M., et al.: The irace package: iterated racing for automatic algorithm configuration. Oper. Res. Perspectives 3, 43–58 (2016). issn: 22147160. https://doi.org/10.1016/j.orp.2016.09.002
Nemenyi, P.B.: Distribution-free Multiple Comparisons. Ph.D. thesis. Princeton University (1963)
Zhang, Q., Li, H.: MOEA/D: a multiobjective evolutionary algorithm based on decomposition. IEEE Trans. Evol. Comput. 11(6), pp. 712–731 (2007). issn: 1941–0026, 1089–778X. https://doi.org/10.1109/TEVC.2007.892759
Rook, J., et al.: MO-SMAC: multi-objective sequential model-based algorithm configuration. In: Manuscript Under Review, pp. 1–8 (2024)
Rook, J., et al.: On the potential of automated algorithm configuration on multi-modal multi-objective optimization problems. In: Proceedings of the Genetic and Evolutionary Computation Conference Companion, pp. 356–359. ACM, Boston, July 2022. isbn: 978-1-4503-9268-6. https://doi.org/10.1145/3520304.3528998
Schäpermeier, L., Grimme, C., Kerschke, P.: MOLE: digging tunnels through multimodal multi-objective landscapes. In: Proceedings of the Genetic and Evolutionary Computation Conference. Boston Massachusetts: ACM, July 2022, pp. 592–600. isbn: 978-1-4503-9237-2. https://doi.org/10.1145/3512290.3528793
Schäpermeier, L., et al.: Peak-a-boo! generating multi-objective multiple peaks benchmark problems with precise pareto sets. In: Evolutionary Multi-Criterion Optimization, vol. 13970, pp. 291–304. Springer, Cham (2023). https://doi.org/10.1007/978-3-031-27250-9. isbn:978-3-031-27250-9_21
Schede, E., et al.: A survey of methods for automated algorithm configuration. J. Artif. Intell. Res. 75, 425–487 (2022). issn: 1076–9757. https://doi.org/10.1613/jair.1.13676
Solow, A.R., Polasky, S.: Measuring biological diversity. In: Environ. Ecol. Stat. 1(2), 95–103 (1994). issn: 1352–8505, 1573–3009. https://doi.org/10.1007/BF02426650
Ulrich, T., Thiele, L.: Maximizing population diversity in single-objective optimization. In: Proceedings of the 13th Annual Conference on Genetic and Evolutionary Computation. Dublin Ireland: ACM, July 2011, pp. 641–648. isbn: 978-1-4503-0557-0. https://doi.org/10.1145/2001576.2001665
Wang, H., Deutz, A., Bäck, T., Emmerich, M.: Hypervolume indicator gradient ascent multi-objective optimization. In: Trautmann, H., Rudolph, G., Klamroth, K., Schütze, O., Wiecek, M., Jin, Y., Grimme, C. (eds.) EMO 2017. LNCS, vol. 10173, pp. 654–669. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-54157-0_44
Yue, C., et al.: A novel scalable test problem suite for multimodal multiobjective optimization. Swarm Evol. Comput. 48, 62–71 (2019). issn: 22106502. https://doi.org/10.1016/j.swevo.2019.03.011
Zitzler, E., et al.: Performance assessment of multiobjective optimizers: an analysis and review. IEEE Trans. Evol. Comput. 7(2), 117–132 (2003). issn: 1089–778X. https://doi.org/10.1109/TEVC.2003.810758
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2024 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this paper
Cite this paper
Preuß, O.L., Rook, J., Trautmann, H. (2024). On the Potential of Multi-objective Automated Algorithm Configuration on Multi-modal Multi-objective Optimisation Problems. In: Smith, S., Correia, J., Cintrano, C. (eds) Applications of Evolutionary Computation. EvoApplications 2024. Lecture Notes in Computer Science, vol 14634. Springer, Cham. https://doi.org/10.1007/978-3-031-56852-7_20
Download citation
DOI: https://doi.org/10.1007/978-3-031-56852-7_20
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-031-56851-0
Online ISBN: 978-3-031-56852-7
eBook Packages: Computer ScienceComputer Science (R0)