Evolutionary Algorithms for Multiobjective Optimization

Multi-objective evolutionary algorithms have gained a lot of atten- tion in the recent years. They have proven to be among the best multi-objective optimizers and have been used in many industrial ap- plications. However, their usability is hindered by the large number of evaluations of the objective functions they require. These can be expensive when solving practical tasks. In order to reduce the num- ber of objective function evaluations, surrogate models can be used. These are a simple and fast approximations of the real objectives. In this work we present the results of research made between the years 2009 and 2013. We present a multi-objective evolutionary algo- rithm with aggregate surrogate model, its newer version, which also uses a surrogate model for the pre-selection of individuals. In the next part we discuss the problem of selection of a particular type of model. We show which characteristics of the various models are im- portant and desirable and provide a framework which combines sur- rogate modeling with meta-learning. Finally, in the last part, we ap- ply multi-objective optimization to the problem of hyper-parameters tuning. We show that additional objectives can make finding of good parameters for classifiers faster.