能動学習統合型最適化手法を用いた多目的問題に対する選好最適化法

カテゴリ: 論文誌(論文単位)

グループ名: 【C】電子・情報・システム部門

発行日: 2021/02/01

タイトル(英語): Preference Optimization Methods for Multi-objective Problems by Using Integrated Optimization Methods with Active Learning

著者名: 相吉　英太郎（統計数理研究所），田村　健一（首都大学東京大学院），安田　恵一郎（首都大学東京大学院）

著者名(英語): Eitaro Aiyoshi (Institute of Statistical Mathematics), Kenichi Tamura (Tokyo Metropolitan University), Keiichiro Yasuda (Tokyo Metropolitan University)

キーワード: 多目的最適化，選好最適化，最大成分関数最小化，Pareto解集合，能動学習統合型最適化，ラジアル基底関数近似_x000D_　　multi-objective optimization，preference optimization，minimization of maximal component，Pareto solution set，integrated optimization with active learning，radial basis function approximation

要約(英語): This paper considers a preference optimization problem which requires the best Pareto solution for a decision maker's preference among the Pareto solution set of a multi-objective optimization problem. Even if the decision maker's preference is expressed by formula explicitly, it is difficult to solve the this type of problems, because Pareto solution set as their constraint cannot be described analytically. In our approach, choosing one of Pareto solutions is considered as a map from weighting coefficient parameter in a problem to minimize the maximal component of the multi-objective functions, and the preference optimization problem is transformed into a bi-level optimization problem in which the best weighting coefficient is chosen so as to optimize the decision maker's preference with the minimization problem of maximal component of the multi-objective functions. Then, the map is generated approximately with linear combination of radial basis functions on the weighting coefficient space by using optimization procedure with an active learning method presented by the authors, in which effective weighting coefficient data are generated for searching the Pareto solution with the best preference successively. Results of computer simulation for simple examples show effectiveness of the presented integrated optimization method for preference optimization problem.

本誌: 電気学会論文誌C（電子・情報・システム部門誌） Vol.141 No.2 （2021） 特集I：IoT社会の進歩を促進するワイヤレス技術　　特集Ⅱ：ディジタル信号処理のためのシステム技術

本誌掲載ページ: 228-236 p

原稿種別: 論文／日本語

電子版へのリンク: https://www.jstage.jst.go.jp/article/ieejeiss/141/2/141_228/_article/-char/ja/