The Genetic and Evolutionary Computation Conference (GECCO2020)
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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}
}
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.