- Research Article
512
- 10.1109/tevc.2011.2161872
Using the Averaged Hausdorff Distance as a Performance Measure in Evolutionary Multiobjective Optimization
- Aug 01, 2012
- IEEE Transactions on Evolutionary Computation
- Oliver Schutze + 3 more +3
The Hausdorff distance d <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</sub> is a widely used tool to measure the distance between different objects in several research fields. Possible reasons for this might be that it is a natural extension of the well-known and intuitive distance between points and/or the fact that d <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</sub> defines in certain cases a metric in the mathematical sense. In evolutionary multiobjective optimization (EMO) the task is typically to compute the entire solution set-the so-called Pareto set-respectively its image, the Pareto front. Hence, d <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</sub> should, at least at first sight, be a natural choice to measure the performance of the outcome set in particular since it is related to the terms spread and convergence as used in EMO literature. However, so far, d <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</sub> does not find the general approval in the EMO community. The main reason for this is that d <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</sub> penalizes single outliers of the candidate set which does not comply with the use of stochastic search algorithms such as evolutionary strategies. In this paper, we define a new performance indicator, Δ <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> , which can be viewed as an “averaged Hausdorff distance” between the outcome set and the Pareto front and which is composed of (slight modifications of) the well-known indicators generational distance (GD) and inverted generational distance (IGD). We will discuss theoretical properties of Δ <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> (as well as for GD and IGD) such as the metric properties and the compliance with state-of-theart multiobjective evolutionary algorithms (MOEAs), and will further on demonstrate by empirical results the potential of Δ <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> as a new performance indicator for the evaluation of MOEAs.
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