Performance Metric Ensemble for Multiobjective Evolutionary Algorithms

Evolutionary algorithms have been successfully exploited to solve multiobjective optimization problems. In the literature, a heuristic approach is often taken. For a chosen benchmark problem with specific problem characteristics, the performance of multiobjective evolutionary algorithms (MOEAs) is evaluated via some heuristic chosen performance metrics. The conclusion is then drawn based on statistical findings given the preferable choices of performance metrics. The conclusion, if any, is often indecisive and reveals no insight pertaining to which specific problem characteristics the underlying MOEA could perform the best. In this paper, we introduce an ensemble method to compare MOEAs by combining a number of performance metrics using double elimination tournament selection. The double elimination design allows characteristically poor performance of a quality algorithm to still be able to win it all. Experimental results show that the proposed metric ensemble can provide a more comprehensive comparison among various MOEAs than what could be obtained from a single performance metric alone. The end result is a ranking order among all chosen MOEAs, but not quantifiable measures pertaining to the underlying MOEAs.