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Are You Concerned about Limited Function Evaluations: Data-Augmented Pareto Set Learning for Expensive Multi-Objective Optimization

AAAI 2024 · Probabilistic and scientific modeling › Bayesian optimization · approach: Multi-objective Bayesian optimization · 11 citations (OpenAlex)

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Proposes DA-PSL, a multi-objective Bayesian optimization method that uses GAN-based data augmentation plus a dominance prediction model to enlarge and filter training data for regularity-model Pareto set learning under limited evaluations.

Problem

Expensive multi-objective optimization with very limited function evaluations, where the scarce data hurts surrogate models and Pareto set learning, especially in higher-dimensional decision spaces.

Approach

Augments already-evaluated solutions with GAN-generated samples (labeled real vs. fake by SDE fitness), screens the generated samples with a voting-based dominance prediction model, and fits a local-PCA regularity model as the Pareto set learner, combined with GP-based EHVI batch selection.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use DA-PSL instead of the compared MOBO algorithmsExpensive multi-objective optimization · Synthetic benchmarks and real-world applicationshypervolume (HV)Helped
Use DA-PSL instead of PSL-MOBOExpensive multi-objective optimization · Synthetic benchmarks and real-world applicationsPareto front approximation qualityHelped
Use DA-PSL instead of PSL-MOBODTLZ2 · DTLZ2 (M = 3, d = 6 and d = 20)surrogate prediction MSEHelped
Remove data augmentation (ablation)DA-PSL · Synthetic benchmarks and real-world applicationsPareto front convergence and diversityHurt

Surprising findings

Limitations

Experimental setup

Datasets: ZDT1 ZDT2 ZDT3 DTLZ2 DTLZ3 DTLZ4 DTLZ5 DTLZ6 DTLZ7 RE1-RE7 real-world engineering design problems

Benchmarks: ZDT1 ZDT2 ZDT3 DTLZ2 DTLZ3 DTLZ4 DTLZ5 DTLZ6 DTLZ7 RE1 RE2 RE3

Metrics: hypervolume mean squared error of surrogate predictions

Baselines: NSGA-II MOEA/D-EGO TSEMO USeMO-EI DGEMO PSL-MOBO qNParEGO qEHVI qNEHVI

Builds on: PSL-MOBO GMOEA regularity model SDE (shift-based density estimation) qNEHVI

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