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We present the first application of MAP-Elites, a quality-diversity algorithm, to trade execution. Rather than searching for a single optimal policy, MAP-Elites generates a diverse portfolio of regime-specialist strategies indexed by…

Trading and Market Microstructure · Quantitative Finance 2026-02-02 Robert de Witt , Mikko S. Pakkanen

The performance of multi-objective evolutionary algorithms deteriorates appreciably in solving many-objective optimization problems which encompass more than three objectives. One of the known rationales is the loss of selection pressure…

Neural and Evolutionary Computing · Computer Science 2018-02-27 Yanan Sun , Gary G. Yen , Zhang Yi

Solving constrained optimization problems by multi-objective evolutionary algorithms has scored tremendous achievements in the last decade. Standard multi-objective schemes usually aim at minimizing the objective function and also the…

Neural and Evolutionary Computing · Computer Science 2015-10-02 Tao Xu , Jun He

Constrained multi-objective optimization problems (CMOPs) pervade real-world applications in science, engineering, and design. Constraint violation has been a building block in designing evolutionary multi-objective optimization algorithms…

Neural and Evolutionary Computing · Computer Science 2024-01-03 Shuang Li , Ke Li , Wei Li , Ming Yang

Quality-Diversity (QD) algorithms, and MAP-Elites (ME) in particular, have proven very useful for a broad range of applications including enabling real robots to recover quickly from joint damage, solving strongly deceptive maze tasks or…

Neural and Evolutionary Computing · Computer Science 2020-06-08 Cédric Colas , Joost Huizinga , Vashisht Madhavan , Jeff Clune

In this work, multi-variable derivative-free optimization algorithms for unconstrained optimization problems are developed. A novel procedure for approximating the gradient of multi-variable objective functions based on non-commutative maps…

Optimization and Control · Mathematics 2021-11-17 Jan Feiling , Mohamed-Ali Belabbas , Christian Ebenbauer

Evolutionary algorithms (EAs) are the preferred method for solving black-box multi-objective optimization problems, but when gradients of the objective functions are available, it is not straightforward to exploit these efficiently. By…

Optimization and Control · Mathematics 2021-02-23 Timo M. Deist , Stefanus C. Maree , Tanja Alderliesten , Peter A. N. Bosman

In Quality-Diversity (QD) algorithms, which evolve a behaviourally diverse archive of high-performing solutions, the behaviour space is a difficult design choice that should be tailored to the target application. In QD meta-evolution, one…

Neural and Evolutionary Computing · Computer Science 2024-01-08 David M. Bossens , Danesh Tarapore

Dynamic multimodal multiobjective optimization presents the dual challenge of simultaneously tracking multiple equivalent pareto optimal sets and maintaining population diversity in time-varying environments. However, existing dynamic…

Artificial Intelligence · Computer Science 2025-12-23 Li Yan , Bolun Liu , Chao Li , Jing Liang , Kunjie Yu , Caitong Yue , Xuzhao Chai , Boyang Qu

Real-world design problems are a messy combination of constraints, objectives, and features. Exploring these problem spaces can be defined as a Multi-Criteria Exploration (MCX) problem, whose goals are to produce a set of diverse solutions…

Neural and Evolutionary Computing · Computer Science 2022-07-05 Adam Gaier , James Stoddart , Lorenzo Villaggi , Peter J Bentley

Data quality on categorical attribute is a difficult problem that has not received as much attention as numerical counterpart. Our basic idea is to employ association rule for the purpose of data quality measurement. Strong rule generation…

Databases · Computer Science 2012-02-16 J. Malar Vizhi , T. Bhuvaneswari

The main feature of large-scale multi-objective optimization problems (LSMOP) is to optimize multiple conflicting objectives while considering thousands of decision variables at the same time. An efficient LSMOP algorithm should have the…

Neural and Evolutionary Computing · Computer Science 2021-08-10 Haokai Hong , Kai Ye , Min Jiang , Donglin Cao , Kay Chen Tan

This paper introduces a user-driven evolutionary algorithm based on Quality Diversity (QD) search. During a design session, the user iteratively selects among presented alternatives and their selections affect the upcoming results. We aim…

Neural and Evolutionary Computing · Computer Science 2023-04-10 Konstantinos Sfikas , Antonios Liapis , Georgios N. Yannakakis

Meta learning with multiple objectives can be formulated as a Multi-Objective Bi-Level optimization Problem (MOBLP) where the upper-level subproblem is to solve several possible conflicting targets for the meta learner. However, existing…

Machine Learning · Computer Science 2021-02-16 Feiyang Ye , Baijiong Lin , Zhixiong Yue , Pengxin Guo , Qiao Xiao , Yu Zhang

Feature selection plays a pivotal role in the data preprocessing and model-building pipeline, significantly enhancing model performance, interpretability, and resource efficiency across diverse domains. In population-based optimization…

Machine Learning · Computer Science 2024-08-20 Sevil Zanjani Miyandoab , Shahryar Rahnamayan , Azam Asilian Bidgoli , Sevda Ebrahimi , Masoud Makrehchi

Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…

Machine Learning · Computer Science 2024-03-20 Heshan Fernando , Han Shen , Miao Liu , Subhajit Chaudhury , Keerthiram Murugesan , Tianyi Chen

Quality-Diversity optimization comprises a family of evolutionary algorithms aimed at generating a collection of diverse and high-performing solutions. MAP-Elites (ME), a notable example, is used effectively in fields like evolutionary…

Neural and Evolutionary Computing · Computer Science 2025-02-03 Konstantinos Mitsides , Maxence Faldor , Antoine Cully

We propose Multi-Task Multi-Behavior MAP-Elites, a variant of MAP-Elites that finds a large number of high-quality solutions for a large set of tasks (optimization problems from a given family). It combines the original MAP-Elites for the…

Neural and Evolutionary Computing · Computer Science 2024-04-05 Anne , Mouret

In this article we provide a comprehensive review of the different evolutionary algorithm techniques used to address multimodal optimization problems, classifying them according to the nature of their approach. On the one hand there are…

Neural and Evolutionary Computing · Computer Science 2015-08-24 Noe Casas

The lack of diversity in a genetic algorithm's population may lead to a bad performance of the genetic operators since there is not an equilibrium between exploration and exploitation. In those cases, genetic algorithms present a fast and…

Artificial Intelligence · Computer Science 2017-02-14 Andrés Herrera-Poyatos , Francisco Herrera
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