An Adaptive Formulation-based Many-Objective Evolutionary Algorithm for Multi-Scenario Optimization in Data Enrichment

Liang Fan, Xudong Feng, Handing Wang

Abstract: In many practical applications, data enrichment can generate a large amount of accurate data to alleviate the problem of data scarcity. In order to make the fake data generated in data enrichment as close to the real data as possible, the data enriching model must be tuned to meet the loss requirements of multiple objectives in different scenarios, which makes it a multi-scenario many-objective optimization problem. However, due to the curse of the dimensionality of the scenario space and the objective space, the existing many-objective evolutionary algorithms cannot solve the problem in data enrichment well. To effectively handle this problem, we propose an adaptive formulation-based multi-objective evolutionary algorithm, where the aggregation function is used to reduce the dimension of the scenario space to one and the multiple objectives into three objectives through the adaptive formulation of the original problem. In this way, a multi-scenario many-objective problem is converted into a multi-objective problem which could be solved by existing multi-objective evolutionary algorithms. The proposed algorithm is applied to the practical data enrichment problem to solve the multi-scenario many-objective optimization problem and compared with NSGA-III. The experimental results demonstrate the remarkable superiority of the proposed algorithm over NSGA-III.