Model-Based Multi-objective Optimization: Taxonomy, Multi-Point Proposal, Toolbox and Benchmark [chapter]

Daniel Horn, Tobias Wagner, Dirk Biermann, Claus Weihs, Bernd Bischl
2015 Lecture Notes in Computer Science  
Within the last 10 years, many model-based multi-objective optimization algorithms have been proposed. In this paper, a taxonomy of these algorithms is derived. It is shown which contributions were made to which phase of the MBMO process. A special attention is given to the proposal of a set of points for parallel evaluation within a batch. Proposals for four different MBMO algorithms are presented and compared to their sequential variants within a comprehensive benchmark. In particular for the
more » ... classic ParEGO algorithm, significant improvements are obtained. The implementations of all algorithm variants are organized according to the taxonomy and are shared in the open-source R package mlrMBO.
doi:10.1007/978-3-319-15934-8_5 fatcat:tspwa3upefbn3edqn5mjprc5h4