Quality Assessment of Pareto Set Approximations

Abstract

This chapter reviews methods for the assessment and comparison of Pareto set approximations. Existing set quality measures from the literature are critically evaluated based on a number of orthogonal criteria, including invariance to scaling, monotonicity and computational effort. Statistical aspects of quality assessment are also considered in the chapter. Three main methods for the statistical treatment of Pareto set approximations deriving from stochastic generating methods are reviewed. The dominance ranking method is a generalization to partially-ordered sets of a standard non-parametric statistical test, allowing collections of Pareto set approximations from two or more stochastic optimizers to be directly compared statistically. The quality indicator method — the dominant method in the literature — maps each Pareto set approximation to a number, and performs statistics on the resulting distribution(s) of numbers. The attainment function method estimates the probability of attaining each goal in the objective space, and looks for significant differences between these probability density functions for different optimizers. All three methods are valid approaches to quality assessment, but give different information. We explain the scope and drawbacks of each approach and also consider some more advanced topics, including multiple testing issues, and using combinations of indicators. The chapter should be of interest to anyone concerned with generating and analysing Pareto set approximations.