Preference-Based Multi-Objective Optimization with Gaussian Process

Abstract

Traditional evolutionary multi-objective optimization (EMO) algorithm is to generate a set of non-dominated solutions on the Pareto front (PF). However, this technique falls short of delivering the outcomes for multi-objective optimization problems (MOPs) containing user preference. In this paper, we present a novel EMO algorithm that incorporates user preferences via a decision maker (DM). Our approach comprises three modules: consultation, preference elicitation and optimization. The DM undertakes the consultation and preference elicitation using Gaussian process (GP) to provide preference information. We employ the decomposition-based EMO algorithm (i.e., MOEA/D) for optimization. The experiment comprises two sessions. Firstly, we simulate the decision maker module with GP. Secondly, we simulate our proposed method and compare its performance with existing interactive optimization algorithms. Our research proposes a new preference-based EMO algorithm that addresses the shortcomings of traditional techniques and unlocks new possibilities for multi-objective optimization.