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Scalable Speed-ups for the SMS-EMOA from a Simple Aging Strategy

Mingfeng Li, Weijie Zheng, Benjamin Doerr

TL;DR

MOEAs are typically greedy in survival, motivating the authors to introduce an aging-based non-elitist survival mechanism for SMS-EMOA. The aging strategy gives new individuals a grace period of $\tau$ generations, enabling broader exploration and preserving Pareto-front points, which enables rigorous runtime analysis. The authors prove scalable speed-ups: for bi-objective OJZJ, $O\big(n^{k+1}/\Theta(k)^{k-1}\big)$ iterations, and for mOJZJ, $O\big(\overline{M}kmn^k/\Theta(k)^k\big)$ iterations, achieving $\max\{1,\Theta(k)^{k-1}\}$ speed-up over the classic SMS-EMOA across all objective counts. Empirical results on OJZJ and mOJZJ corroborate substantial speed-ups compared to both the original and stochastic-update variants, suggesting aging-based non-elitist strategies can yield scalable gains in MOEAs.

Abstract

Different from single-objective evolutionary algorithms, where non-elitism is an established concept, multi-objective evolutionary algorithms almost always select the next population in a greedy fashion. In the only notable exception, Bian, Zhou, Li, and Qian (IJCAI 2023) proposed a stochastic selection mechanism for the SMS-EMOA and proved that it can speed up computing the Pareto front of the bi-objective jump benchmark with problem size $n$ and gap parameter $k$ by a factor of $\max\{1,2^{k/4}/n\}$. While this constitutes the first proven speed-up from non-elitist selection, suggesting a very interesting research direction, it has to be noted that a true speed-up only occurs for $k \ge 4\log_2(n)$, where the runtime is super-polynomial, and that the advantage reduces for larger numbers of objectives as shown in a later work. In this work, we propose a different non-elitist selection mechanism based on aging, which exempts individuals younger than a certain age from a possible removal. This remedies the two shortcomings of stochastic selection: We prove a speed-up by a factor of $\max\{1,Θ(k)^{k-1}\}$, regardless of the number of objectives. In particular, a positive speed-up can already be observed for constant $k$, the only setting for which polynomial runtimes can be witnessed. Overall, this result supports the use of non-elitist selection schemes, but suggests that aging-based mechanisms can be considerably more powerful than stochastic selection mechanisms.

Scalable Speed-ups for the SMS-EMOA from a Simple Aging Strategy

TL;DR

MOEAs are typically greedy in survival, motivating the authors to introduce an aging-based non-elitist survival mechanism for SMS-EMOA. The aging strategy gives new individuals a grace period of generations, enabling broader exploration and preserving Pareto-front points, which enables rigorous runtime analysis. The authors prove scalable speed-ups: for bi-objective OJZJ, iterations, and for mOJZJ, iterations, achieving speed-up over the classic SMS-EMOA across all objective counts. Empirical results on OJZJ and mOJZJ corroborate substantial speed-ups compared to both the original and stochastic-update variants, suggesting aging-based non-elitist strategies can yield scalable gains in MOEAs.

Abstract

Different from single-objective evolutionary algorithms, where non-elitism is an established concept, multi-objective evolutionary algorithms almost always select the next population in a greedy fashion. In the only notable exception, Bian, Zhou, Li, and Qian (IJCAI 2023) proposed a stochastic selection mechanism for the SMS-EMOA and proved that it can speed up computing the Pareto front of the bi-objective jump benchmark with problem size and gap parameter by a factor of . While this constitutes the first proven speed-up from non-elitist selection, suggesting a very interesting research direction, it has to be noted that a true speed-up only occurs for , where the runtime is super-polynomial, and that the advantage reduces for larger numbers of objectives as shown in a later work. In this work, we propose a different non-elitist selection mechanism based on aging, which exempts individuals younger than a certain age from a possible removal. This remedies the two shortcomings of stochastic selection: We prove a speed-up by a factor of , regardless of the number of objectives. In particular, a positive speed-up can already be observed for constant , the only setting for which polynomial runtimes can be witnessed. Overall, this result supports the use of non-elitist selection schemes, but suggests that aging-based mechanisms can be considerably more powerful than stochastic selection mechanisms.
Paper Structure (15 sections, 8 theorems, 10 equations, 3 figures)

This paper contains 15 sections, 8 theorems, 10 equations, 3 figures.

Key Result

Lemma 1

Consider any $m$-objective optimization problem. Consider using the SMS-EMOA with the aging strategy and with population size $\mu \geq \overline{M} + 1 + \tau$ to solve this problem. If $P_t$ contains a solution $x$, then at any later time $t'>t$, the population $P_{t'}$ will contain a solution $y$

Figures (3)

  • Figure 1: OJZJ with $\{n,k\} = \{40,10\}$.
  • Figure 2: The mean (with standard deviations) number of fitness evaluations of the SMS-EMOA with different mechanisms for solving OJZJ with $k=4$ and $n\in\{10,15,20,25,30\}$ in 50 independent runs.
  • Figure 3: The mean (with standard deviations) number of fitness evaluations of the SMS-EMOA with different mechanisms for solving mOJZJ with $m=4,k=3$ and $n\in\{12,16,20,24,28\}$ in 20 independent runs.

Theorems & Definitions (10)

  • Lemma 1
  • Definition 2: DoerrZ21aaai
  • Lemma 3
  • Lemma 4
  • Theorem 5
  • Definition 6: ZhengD24
  • Lemma 7
  • Lemma 8
  • Lemma 9
  • Theorem 10