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Machine Learning Assisted Evolutionary Multi- and Many-objective Optimization

Description

This tutorial will focus on how the Machine Learning (ML) techniques applied to the evolving solution sets offered by Evolutionary Multi- and Many-objective Optimization Algorithms (EMaOAs). EMaOAs can facilitate knowledge discovery and performance enhancement across different phases of optimization, including, problem-modeling, optimal-search, and post-optimization decision-making. Beginning with the essential concepts in EMaO and ML domains, this tutorial will cover some representative studies endorsing the benefits of integrated use in these domains. It will highlight how ML intervention can facilitate: (i) better understanding of the problem-structure, (ii) dedicated operators to enhance the search efficacy of EMaOAs on convergence- and diversity-hard problems, and (iii) more efficient and customized decision-making. The presented approaches will be supported by exhaustive experimental results. Importantly, this tutorial will also emphasize the importance of not distorting the basic tenets of EMaOAs in pursuit of ML integration. A template to ensure the latter will be presented in light of ML-based risk-reward trade-off, exploration-exploitation balance, minimizing ad-hoc parameterization and avoiding extra solution evaluations. Notably, this tutorial will be interactive and will also include a walkthrough and execution of the python codes for the recently proposed ML-based operators to enhance EMaOA search efficacy. The tutorial will conclude with pointers to future directions in ML-assisted Evolutionary Multi- and Many-objective Optimization.

Syllabus:
1. Basic tenets of Evolutionary Multi- and Many-objective Optimization Algorithms (EMaOAs).
2. Basic tenets of Machine Learning (ML) techniques and synergy with EMaOAs.
3. Utility of ML intervention towards understanding the problem-structure better.
4. Dedicated ML-based operators for performance enhancement of EMaOAs, covering:
4a. Innovized operators (IP and IP2) for convergence enhancement (employing Artificial Neural Network (ANN) and Random Forests (RF)), with supporting results on convergence-hard test problems.
4b. Innovized operator (IP3) for diversity enhancement (employing k-Nearest Neighbors (kNN)), with supporting results on diversity-hard test problems.
4c. Unified Innovized operator (UIP) for simultaneous convergence and diversity enhancement (employing RF and kNN) with supporting results on both convergence and diversity-hard test problems.
4d. A template for Ml-assisted EMaAO: addressing the key considerations of ML-based risk-reward trade-off, exploration-exploitation balance, minimizing ad-hoc parameterization and avoiding extra solution evaluations
4e. A walkthrough and execution of codes implementing the above operators on test problems.
5. Utility of ML intervention towards more efficient and customized post-optimization decision-making.
6. Pointers to future directions in ML-assisted Evolutionary Multi- and Many-objective Optimization and brief discussion of EMaOA-assisted ML development.


Organizers

Kalyanmoy Deb
Kalyanmoy Deb is Koenig Endowed Chair Professor at Department of Electrical and Computer Engineering in Michigan State University, USA. Prof. Deb's research interests are in evolutionary optimization and their application in multi-criterion optimization, modeling, and machine learning. He has been a visiting professor at various universities across the world including University of Skövde in Sweden, Aalto University in Finland, Nanyang Technological University in Singapore, and IITs in India. He was awarded IEEE Evolutionary Computation Pioneer Award for his sustained work in EMO, Infosys Prize, TWAS Prize in Engineering Sciences, CajAstur Mamdani Prize, Distinguished Alumni Award from IIT Kharagpur, Edgeworth-Pareto award, Bhatnagar Prize in Engineering Sciences, and Bessel Research award from Germany. He is fellow of IEEE, ASME, and three Indian science and engineering academies. He has published over 548 research papers with Google Scholar citation of over 149,000 with h-index 123. He is in the editorial board on 18 major international journals. More information about his research contribution can be found from https://www.coin-lab.org.


DHISH KUMAR SAXENA
Dhish Kumar Saxena is a Professor in Department of Mechanical and Industrial Engineering, and Mehta family School of Data Science and Artificial Intelligence, Indian Institute of Technology Roorkee, Roorkee, India. From 2008 to 2012, he worked with Cranfield University and Bath University, United Kingdom. At a fundamental level, his research is centered around multi- and many-objective optimization, involving - development of evolutionary algorithms; performance enhancement of these algorithms through integration of machine learning techniques; termination criterion for these algorithms; and decision support based on objective and constrained reduction. At an applied level, his focus has been on demonstrating the utility of evolutionary computation and mathematical optimization on real world problems, including airline crew scheduling, engineering design, business-process, and multi-criterion decision making.


Sukrit Mittal
Sukrit Mittal is a Senior Research Scientist with the AI & Digital Transformation Team at Franklin Templeton Investments. Currently, he is actively pursuing research in applying reinforcement learning and multi-objective optimization in the Fintech domain. He holds a Bachelor of Technology in Mechanical Engineering and a Doctorate in Optimization Algorithms from the Indian Institute of Technology Roorkee. Prior to his current engagement, he had been invited as a visiting researcher at Michigan State University. He has co-authored a book titled "Machine Learning Assisted Evolutionary Multi and Many objective Optimization", and several research papers in high-impact journals. He also holds a granted patent in his name.