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Multiobjective Tree-structured Parzen Estimator for Computationally Expensive Optimization Problems

Conference Paper
Peer Reviewed
Oral Presentation

The Genetic and Evolutionary Computation Conference (GECCO2020)

Download PDF Experimental Codes

@inproceedings{ozaki2020multiobjective,

title={Multiobjective Tree-structured Parzen Estimator for Computationally Expensive Optimization Problems},

author={Yoshihiko, Ozaki and Yuki, Tanigaki and Shuhei, Watanabe and Masaki, Onishi},

booktitle={The Genetic and Evolutionary Computation Conference (GECCO2020)},

year={2020}

}

Authors

  • Yoshihiko Ozaki
  • Yuki Tanigaki
  • Shuhei Watanabe (Code Contributor)
  • Masaki Onishi
  • Abstract

    Practitioners often encounter computationally expensive multiobjective optimization problems to be solved in a variety of real-world applications. On the purpose of challenging these problems, we propose a new surrogate-based multiobjective optimization algorithm that does not require a large evaluation budget. It is called Multiobjective Tree-structured Parzen Estimator (MOTPE) and is an extension of the tree-structured Parzen estimator widely used to solve expensive single-objective optimization problems. Our empirical evidences reveal that MOTPE can approximate Pareto fronts of many benchmark problems better than existing methods with a limited budget. In this paper, we discuss furthermore the influence of MOTPE configurations to understand its behavior.