Studying the Effect of Robustness Measures in Offline Parameter Tuning for Estimating the Performance of MOEA/D

Offline parameter tuning (OPT) of multi-objective evolutionary algorithms (MOEAs) has the goal of finding an appropriate set of parameters for solving a large number of problems. According to the no free lunch theorem (NFL), no algorithm can have the best performance in all classes of optimization problems. However, it is possible to find an appropriate set of parameters of an algorithm for solving a particular class of problems. For that sake, we need to study how to estimate the aggregation quality function for an algorithmic configuration assessed on a set of optimization problems. In this paper, we study robustness measures for dealing with the parameter settings of stochastic algorithms. We focus on decomposition-based MOEAs and we propose to tune scalarizing functions for solving some classes of problems based on the Pareto front shapes using up to 7 objective functions. Based on our experimental results, we were able to derive interesting guidelines to evaluate the quality of algorithmic configurations using a combination of descriptive statistics.