An active learning Gaussian modeling based multi-objective evolutionary algorithm using population guided weight vector evolution strategy.

Abstract

The inverse model based multi-objective evolutionary algorithm (IM-MOEA) generates offspring by establishing probabilistic models and sampling by the model, which is a new computing schema to replace crossover in MOEAs. In this paper, an active learning Gaussian modeling based multi-objective evolutionary algorithm using population guided weight vector evolution strategy (ALGM-MOEA) is proposed. To properly cope with multi-objective problems with different shapes of Pareto front (PF), a novel population guided weight vector evolution strategy is proposed to dynamically adjust search directions according to the distribution of generated PF. Moreover, in order to enhance the search efficiency and prediction accuracy, an active learning based training sample selection method is designed to build Gaussian process based inverse models, which chooses individuals with the maximum amount of information to effectively enhance the prediction accuracy of the inverse model. The experimental results demonstrate the competitiveness of the proposed ALGM-MOEA on benchmark problems with various shapes of Pareto front.