Large Scale Many-Objective Optimization Driven by Distributional Adversarial Networks (2003.07013v1)

Abstract: Estimation of distribution algorithms (EDA) as one of the EAs is a stochastic optimization problem which establishes a probability model to describe the distribution of solutions and randomly samples the probability model to create offspring and optimize model and population. Reference Vector Guided Evolutionary (RVEA) based on the EDA framework, having a better performance to solve MaOPs. Besides, using the generative adversarial networks to generate offspring solutions is also a state-of-art thought in EAs instead of crossover and mutation. In this paper, we will propose a novel algorithm based on RVEA[1] framework and using Distributional Adversarial Networks (DAN) [2]to generate new offspring. DAN uses a new distributional framework for adversarial training of neural networks and operates on genuine samples rather than a single point because the framework also leads to more stable training and extraordinarily better mode coverage compared to single-point-sample methods. Thereby, DAN can quickly generate offspring with high convergence regarding the same distribution of data. In addition, we also use Large-Scale Multi-Objective Optimization Based on A Competitive Swarm Optimizer (LMOCSO)[3] to adopts a new two-stage strategy to update the position in order to significantly increase the search efficiency to find optimal solutions in huge decision space. The propose new algorithm will be tested on 9 benchmark problems in Large scale multi-objective problems (LSMOP). To measure the performance, we will compare our proposal algorithm with some state-of-art EAs e.g., RM-MEDA[4], MO-CMA[10] and NSGA-II.