Novel strategies based on a gradient boosting regression tree predictor for dynamic multi-objective optimization

Abstract

Prediction-based dynamic multiobjective optimization evolutionary algorithms have become one of the mainstream methods for solving dynamic multiobjective optimization problems. However, the unknown nonlinear relationships in sequential environments bring great challenge to the construction of prediction model and the inevitable error between the historical obtained solutions and the real pareto-optimal solutions troubles the prediction accuracy. In this paper, a gradient boosting regression tree based dynamic multiobjective optimization evolutionary algorithm is proposed, called MOEA/D-XGB. The time series solutions formed by subspace decomposition are trained in the XGBoost-based predictor to produce a high-quality initial population when environmental change occurs. And a novel population promotion strategy based on generalized additive model is proposed to improve the quality of historical obtained solutions. The performance comparisons with five state-of-the-art algorithms have shown that MOEA/D-XGB achieves best performance in 59 out of 70 experiments on MIGD and 60 out of 70 experiments on MHV, respectively, which demonstrates that the proposed design is capable of significantly improving the performance of dynamic multiobjective optimization.