Adaptive Dropout for High-dimensional Expensive Multiobjective Optimization

Abstract

Various works have been proposed to solve expensive multiobjective optimization problems (EMOPs) using surrogate-assisted evolutionary algorithms (SAEAs) in recent decades. However, most existing methods focus on EMOPs with less than 30 decision variables, since a large number of training samples are required to build an accurate surrogate model for high-dimensional EMOPs, which is unrealistic for expensive multiobjective optimization. To address this issue, we propose an SAEA with an adaptive dropout mechanism. Specifically, this mechanism takes advantage of the statistical differences between different solution sets in the decision space to guide the selection of some crucial decision variables. A new infill criterion is then proposed to optimize the selected decision variables with the assistance of surrogate models. Moreover, the optimized decision variables are extended to new full-length solutions, and then the new candidate solutions are evaluated using expensive functions to update the archive. The proposed algorithm is tested on different benchmark problems with up to 200 decision variables compared to some state-of-the-art SAEAs. The experimental results have demonstrated the promising performance and computational efficiency of the proposed algorithm in high-dimensional expensive multiobjective optimization.

Publication
Complex & Intelligent Systems