0000000000040340
AUTHOR
Manuel López-ibáñez
Treed Gaussian Process Regression for Solving Offline Data-Driven Continuous Multiobjective Optimization Problems
Abstract For offline data-driven multiobjective optimization problems (MOPs), no new data is available during the optimization process. Approximation models (or surrogates) are first built using the provided offline data and an optimizer, e.g. a multiobjective evolutionary algorithm, can then be utilized to find Pareto optimal solutions to the problem with surrogates as objective functions. In contrast to online data-driven MOPs, these surrogates cannot be updated with new data and, hence, the approximation accuracy cannot be improved by considering new data during the optimization process. Gaussian process regression (GPR) models are widely used as surrogates because of their ability to pr…
Automatic surrogate modelling technique selection based on features of optimization problems
A typical scenario when solving industrial single or multiobjective optimization problems is that no explicit formulation of the problem is available. Instead, a dataset containing vectors of decision variables together with their objective function value(s) is given and a surrogate model (or metamodel) is build from the data and used for optimization and decision-making. This data-driven optimization process strongly depends on the ability of the surrogate model to predict the objective value of decision variables not present in the original dataset. Therefore, the choice of surrogate modelling technique is crucial. While many surrogate modelling techniques have been discussed in the liter…
Visualizations for Decision Support in Scenario-based Multiobjective Optimization
Reproducibility artifacts for: Babooshka Shavazipour, Manuel López-Ibáñez, and Kaisa Miettinen. Visualizations for Decision Support in Scenario-based Multiobjective Optimization. Information Sciences, 2021. doi:10.1016/j.ins.2021.07.025. Abstract: We address challenges of decision problems when managers need to optimize several conflicting objectives simultaneously under uncertainty. We propose visualization tools to support the solution of such scenario-based multiobjective optimization problems. Suitable graphical visualizations are necessary to support managers in understanding, evaluating, and comparing the performances of management decisions according to all objec…
On Dealing with Uncertainties from Kriging Models in Offline Data-Driven Evolutionary Multiobjective Optimization
Many works on surrogate-assisted evolutionary multiobjective optimization have been devoted to problems where function evaluations are time-consuming (e.g., based on simulations). In many real-life optimization problems, mathematical or simulation models are not always available and, instead, we only have data from experiments, measurements or sensors. In such cases, optimization is to be performed on surrogate models built on the data available. The main challenge there is to fit an accurate surrogate model and to obtain meaningful solutions. We apply Kriging as a surrogate model and utilize corresponding uncertainty information in different ways during the optimization process. We discuss…
The value and costs of information for conservation decisions – a comparison of inventory strategies using imperfect and perfect information
Conservation decisions should be made considering the information available. The quality of information can vary, depending on how the data is collected. High quality (expensive) information could be obtained from detailed field inventories, or lower quality (inexpensive / free) information could be obtained from remotely sensed information or previously acquired information. From a Bayesian statistics perspective, the value of collecting better information can be evaluated. The remotely sensed or previously acquired information could serve as prior information while the detailed field inventories could be the posterior information. For a simple one stand decision, the value of information …