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Implementation of the PAMELI algorithm for computationally expensive multi-objective optimization

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tiagoCuervo/PAMELI

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This is the author's implementation of the PAMELI algorithm proposed in PAMELI: A Meta-Algorithm for Computationally Expensive Multi-Objective Optimization Problems (pending publication).

Dependencies:

Known:

  • PyTorch 1.3.0
  • Numpy 1.17.5
  • Scikit-learn 0.22.1
  • Pygmo 2.13.0
  • PyDOE 0.3.8

Usage example:

cd to the directory of the repository and run:

python run.py --problem <PROBLEM_NAME>

In the current implementation you can use any of the DTLZ and WFG problems. For example, to test on DTLZ2:

python run.py --problem DTLZ2

Results

PAMELI vs. K-RVEA on the DTLZ problem set (from left to right and from top to bottom: DTLZ1, DTLZ2, DTLZ3, DTLZ4, DTLZ5, DTLZ6 and DTLZ7). The curves show the evolution of the inverted generational distance (IGD) with respect to the number of objective function evaluations:

Evolution for 10 iterations of the approximated Pareto set on the DTLZ2 problem:

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Implementation of the PAMELI algorithm for computationally expensive multi-objective optimization

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