Abstract
The attainment function has been proposed as a measure of the statistical performance of stochastic multiobjective optimisers which encompasses both the quality of individual non-dominated solutions in objective space and their spread along the trade-off surface. It has also been related to results from random closed-set theory, and cast as a mean-like, first-order moment measure of the outcomes of multiobjective optimisers. In this work, the use of more informative, second-order moment measures for the evaluation and comparison of multiobjective optimiser performance is explored experimentally, with emphasis on the interpretability of the results.
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Keywords
- Covariance Function
- Objective Space
- Moment Measure
- Multiobjective Genetic Algorithm
- Empirical Covariance Function
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Fonseca, C.M., da Fonseca, V.G., Paquete, L. (2005). Exploring the Performance of Stochastic Multiobjective Optimisers with the Second-Order Attainment Function. In: Coello Coello, C.A., Hernández Aguirre, A., Zitzler, E. (eds) Evolutionary Multi-Criterion Optimization. EMO 2005. Lecture Notes in Computer Science, vol 3410. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-31880-4_18
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DOI: https://doi.org/10.1007/978-3-540-31880-4_18
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