Transfer learning based covariance matrix adaptation for evolutionary many-objective optimization

Abstract

Evolutionary Algorithms (EA) have proven successful in solving Multi- and Many-objective Optimization Problems (MOPs/MaOPs) in numerous application areas. However, the various linkages among the decision variables may have posed a challenge for traditional evolutionary algorithms for solving such problems. In this paper, a transfer learning based covariance matrix adaptation algorithm, shortened as TL-M2M-CMA, is proposed to handle MOPs/MaOPs with complex decision variable linkage. In TL-M2M-CMA, the search population is first decomposed into a set of subpopulations and each subpopulation corresponds to a specific part of the Pareto-optimal Front (PF) of the MOP/MaOP. During the search, a covariance matrix adaptation process is utilized to learn the linkage among the decision variables, and then the covariance matrix is incorporated into the crossover and mutation operators for better efficiency. To facilitate performance comparison, a set of scalable MOP test instances with various linkage complexities is constructed for experimental studies. The performance of the proposed TL-M2M-CMA on these constructed instances is verified by comparing it to the performance of five state-of-the-art EA methods.