Brownian motion based multi-objective particle swarm optimization methodology and application in binary classification

Abstract

The particle swam optimization (PSO) method has been widely applied in evolutionary computation and related industrial areas. However, the optimization performance of traditional PSO is usually influenced by particle updating displacement and velocity, which is randomly distributed and makes the solution solving process inefficient. To deal with this challenge, a Brownian particle motion and Euler-Maruyama (EM) methodology-based model is proposed to improve the performance of the multi-objective PSO. The EM based PSO principles and algorithm framework are introduced by theoretical analysis and mathematical modeling, and then the optimization performance of four comparing PSO models is tested, while the feasibility of the new PSO4 is verified by typical benchmark problems. Afterwards, the characterizations of the EM based PSO method are investigated from the perspective of particle motion mechanism analysis, binary classification application and various optimization performance comparison. The result manifests that the new PSO4 features higher accuracy and less running time among 24 related optimization methods for 4 typical standard datasets of Ionosphere, Breast, Diabetes and Wine. Finally, the multi-objective optimization and classification application potential of the Brownian motion and EM based PSO4 is demonstrated, and the future work regarding the new PSO model is discussed.