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Direct Preference-Based Evolutionary Multi-Objective Optimization with Dueling Bandits

NeurIPS 2024 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Practical contextual bandit extensions · 4 citations (OpenAlex)

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Proposes D-PBEMO, a preference-based evolutionary multi-objective optimizer that learns DM preferences directly via a clustering-based stochastic dueling bandit and converts them into a probabilistic preference distribution for EMO, with a KL-based stopping rule.

Problem

Preference-based evolutionary multi-objective optimization (PBEMO) is inefficient and misaligned with decision-maker (DM) preferences when using reward/model-based preference learning or when many pairwise queries are needed under stochastic human feedback; termination of DM consultation is also heu

Approach

Cluster the EMO population into K subsets treated as arms of a stochastic dueling bandit (double Thompson sampling at subset level), then convert the pairwise win/loss counts into a density-ratio-based Gaussian mixture preference distribution that plugs into NSGA-II and MOEA/D, with KL divergence between consecutive consultations as the stopping criterion.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use D-PBNSGA-II or D-PBMOEA/D instead of peer PBEMO algorithmsPBEMO · 33 synthetic test problemsapproximation accuracy ε* and average accuracy ε̄: 77 out of 96 comparisonsHelped
Use D-PBEMO instead of peer PBEMO algorithmsProtein structure prediction · PSP problemsRMSDHelped
Use D-PBEMO instead of peer PBEMO algorithmsRNA inverse design · RNA inverse design taskstarget structure matchHelped
Replace clustering-based dueling bandits with double Thompson sampling (ablation)D-PBEMO · Synthetic test problemsapproximation accuracy ε* and average accuracy ε̄Hurt
Replace clustering-based dueling bandits with parameterized preference learning (ablation)D-PBEMO · Problems with m=2 versus higher-dimensional problemsapproximation accuracy ε* and average accuracy ε̄Mixed
Vary the number of clusters K among 2, 5, and 10 (ablation)D-PBEMO · Synthetic test problemsapproximation accuracy ε* and average accuracy ε̄No clear effect
Vary the consultation termination threshold ε among 10⁻¹, 10⁻³, and 10⁻⁶ (ablation)D-PBEMO · Synthetic test problemsapproximation accuracy ε* and average accuracy ε̄No clear effect
Set the consultation termination threshold to ε=10⁻¹ (ablation)D-PBEMO · Synthetic test problemspremature convergence riskHurt
Set the consultation termination threshold to ε=10⁻⁶ (ablation)D-PBEMO · Synthetic test problemsconsultation workloadHurt

Surprising findings

Limitations

Experimental setup

Datasets: ZDT1-ZDT6 DTLZ1-DTLZ6 WFG1, WFG3, WFG5, WFG7 RNA inverse design tasks (Eterna) protein structure prediction (PSP) tasks

Benchmarks: ZDT DTLZ WFG RNA inverse design protein structure prediction

Metrics: approximation accuracy to golden point average accuracy to golden point RMSD

Baselines: I-MOEA/D-PLVF I-NSGA-II/LTR IEMO/D D-PBEMO-DTS D-PBEMO-PBO

Builds on: double Thompson sampling NSGA-II MOEA/D Copeland winner dueling bandits

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