Skip to content

pfevaluator: A library for evaluating performance metrics of Pareto fronts in multiple/many objective optimization problems

License

Notifications You must be signed in to change notification settings

thieu1995/pfevaluator

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

8 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

pfevaluator: A library for evaluating performance metrics of Pareto fronts in multiple/many objective optimization problems

GitHub release Wheel PyPI version PyPI - Python Version PyPI - Status PyPI - Downloads Downloads GitHub Release Date Documentation Status Chat GitHub contributors GitTutorial DOI License


"Knowledge is power, sharing it is the premise of progress in life. It seems like a burden to someone, but it is the only way to achieve immortality." --- Thieu Nguyen


Introduction

Dependencies

  • Python (>= 3.6)
  • Numpy (>= 1.18.1)
  • pygmo (>= 2.13.0)

User installation

Install the current PyPI release:

pip install pfevaluator     

Or install the development version from GitHub:

pip install git https://github.com/thieu1995/pfevaluator

Pareto front Performance Metrics

Closeness: Metrics Measuring the Closeness of the Solutions to the True Pareto Front
  1. GD: Generational Distance
  2. IGD: Inverted Generational Distance
  3. MPFE: Maximum Pareto Front Error
Closeness - Diversity: Metrics Measuring the Closeness of the Solutions to the True Pareto Front
  1. HV: Hyper Volume (Using Different Library)
  2. HAR: Hyper Area Ratio (Using Different Library)
Distribution: Metrics Focusing on Distribution of the Solutions
  1. UD: Uniform Distribution
  2. S: Spacing
  3. STE: Spacing To Extend
  4. NDC: Number of Distinct Choices (Not Implemented Yet)
Ratio: Metrics Assessing the Number of Pareto Optimal Solutions in the Set
  1. RNI: Ratio of Non-dominated Individuals
  2. ER: Error Ratio
  3. ONVG: Overall Non-dominated Vector Generation
  4. PDI: Pareto Dominance Indicator (Not Implemented Yet)
Spread: Metrics Concerning Spread of the Solutions
  1. MS: Maximum Spread

Examples


  front: the file contains class Metric for evaluating all posible solution (population of obtained fronts).
  pfront (Pareto front): the file contains class Metric for evaluating the obtained front from each test case.
  tpfront: (True pareto front): the file contains class Metric for evaluating the obtained front and True pareto front
 (Reference front). Means, you need to pass the Reference front in this class.

  True pareto front (Reference front) can be obtained by:
    1) You provide it (If you know the True Pareto front for your problem)
    2) Calculate from all possible fronts obtained from all test case.
          Assumption you have N1 algorithms to test. 
          Each algorithm give you a Obtained front. 
          Each algorithm you run N2 independent trials --> Number of all possible fronts: N1 * N2 
          Pass all N1*N2 front in our function to calculate the Non-donminated Solutions (Reference front
 - Approximate Pareto front - True Pareto front)


import pfevaluator

## Some avaiable performance metrics for evaluate each type of Pareto front.
pfront_metrics = ["UD", "NDC"]
tpfront_metrics = ["ER", "ONVG", "MS", "GD", "IDG", "MPFE", "S", "STE"]
volume_metrics = ["HV", "HAR"]

pm = pfevaluator.metric_pfront(obtained_front, pfront_metrics)              # Evaluate for each algorithm in each trial
tm = pfevaluator.metric_tpfront(obtained_front, reference_front, tpfront_metrics)        # Same above
vm = pfevaluator.metric_volume(obtained_front, reference_front, volume_metrics, None, all_fronts=matrix_fitness)

## obtained_front: is your front you found in each test case (each trial of each algorithm)
## reference_front (True Pareto front): is your True Pareto front of your problem.
##      If you don't know your True Pareto front, do the above step to get it from population of obtained fronts.
##      Using this function: reference_front = pfevaluator.find_reference_front(matrix_fitness)
##          matrix_fitness is all of your fronts in all test cases.

## The results is dict such as:     pm = { "UD": 0.2, "NDC": 0.1 } 

  • The full test case in the file: examples/full.py

Important links

Contributions

Citation

  • If you use pfevaluator in your project, please cite my works:
@article{nguyen2019efficient,
  title={Efficient Time-Series Forecasting Using Neural Network and Opposition-Based Coral Reefs Optimization},
  author={Nguyen, Thieu and Nguyen, Tu and Nguyen, Binh Minh and Nguyen, Giang},
  journal={International Journal of Computational Intelligence Systems},
  volume={12},
  number={2},
  pages={1144--1161},
  year={2019},
  publisher={Atlantis Press}
}

Documents:

  1. Yen, G. G., & He, Z. (2013). Performance metric ensemble for multiobjective evolutionary algorithms. IEEE Transactions on Evolutionary Computation, 18(1), 131-144.
  2. Panagant, N., Pholdee, N., Bureerat, S., Yildiz, A. R., & Mirjalili, S. (2021). A Comparative Study of Recent Multi-objective Metaheuristics for Solving Constrained Truss Optimisation Problems. Archives of Computational Methods in Engineering, 1-17.
  3. Knowles, J., & Corne, D. (2002, May). On metrics for comparing nondominated sets. In Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No. 02TH8600) (Vol. 1, pp. 711-716). IEEE.
  4. Yen, G. G., & He, Z. (2013). Performance metric ensemble for multiobjective evolutionary algorithms. IEEE Transactions on Evolutionary Computation, 18(1), 131-144.
  5. Guerreiro, A. P., Fonseca, C. M., & Paquete, L. (2020). The hypervolume indicator: Problems and algorithms. arXiv preprint arXiv:2005.00515.