One of the major distinguishing features of the dynamic multiobjective optimization problems (DMOPs) is that optimization objectives will change over time, thus tracking the varying Pareto-optimal front becomes a challenge. One of the promising solutions is reusing “experiences” to construct a prediction model via statistical machine learning approaches. However, most existing methods neglect the nonindependent and identically distributed nature of data to construct the prediction model. In this paper, we propose an algorithmic framework, called transfer learning-based dynamic multiobjective evolutionary algorithm (EA), which integrates transfer learning and population-based EAs to solve the DMOPs. This approach exploits the transfer learning technique as a tool to generate an effective initial population pool via reusing past experience to speed up the evolutionary process, and at the same time any population-based multiobjective algorithms can benefit from this integration without any extensive modifications. To verify this idea, we incorporate the proposed approach into the development of three well-known EAs, nondominated sorting genetic algorithm II, multiobjective particle swarm optimization, and the regularity model-based multiobjective estimation of distribution algorithm. We employ 12 benchmark functions to test these algorithms as well as compare them with some chosen state-of-the-art designs. The experimental results confirm the effectiveness of the proposed design for DMOPs.
Stroud @cite_23 proposed the Kalman-extended Genetic Algorithm (KGA), and the basic idea of the KGA was that two types of uncertainties surrounded the estimated value of an individual in a dynamical environment. The first type of uncertainty is produced by the dynamic of the environment while the second type was related to the evaluation of individuals. For the different situations, the KGA has two different ways to update the covariances, and uses the Kalman filter technique to predict the two uncertainties which allows the algorithm to work well in a dynamic environment.
@cite_23
2148192607
In basic genetic algorithm (GA) applications, the fitness of a solution takes a value that is certain and unchanging. This formulation does not work for ongoing searches for better solutions in a nonstationary environment in which expected solution fitness changes with time in unpredictable ways, or for fitness evaluations corrupted by noise. In such cases, the estimated fitness has an associated uncertainty. The uncertainties due to environmental changes (process noise) and to noisy evaluations (observation noise) can be reduced, at least temporarily, by re-evaluating existing solutions. The Kalman formulation provides a formal mechanism for treating uncertainty in GA. It provides the mechanics for determining the estimated fitness and uncertainty when a new solution is generated and evaluated for the first time. It also provides the mechanics for updating the estimated fitness and uncertainty after an existing solution is re-evaluated and for increasing the uncertainty with the passage of time. A Kalman-extended GA (KGA) is developed to determine when to generate a new individual, and when to re-evaluate an existing one and which to re-evaluate. This KGA is applied to the problem of maintaining a network configuration with minimized message loss, with mobile nodes and stochastic transmission. As the nodes move, the optimal network changes, but information contained within the population of solutions allows efficient discovery of better-adapted solutions. The sensitivity of the KGA to several control parameters is explored.