An Interactive Evolutionary Multiobjective Optimization Algorithm Based on Interpretable Active Preference Learning

Abstract

Many decision-making tasks are inherently multi-objective. Interactive evolutionary multi-objective optimization algorithms (iEMOAs) are particularly well-suited to help the decision-maker find their most preferred solution. However, many of these algorithms employ black-box preference models. For high-stakes decision-making tasks, like healthcare and defense, a high level of transparency is needed, for instance to support accountability. We propose an interpretable iEMOA which uses active learning to efficiently learn a tree-based preference model directly from pairwise comparisons. The survival operator of NSGA-II and NSGA-III is extended with the learned preference model to guide the algorithm towards the region of interest. An extensive experimental study compares the proposed method to a state-of-the-art black-box model and a state-of-the-art interpretable model. Results indicate that our proposed model outperforms the alternatives in terms of finding the most preferred solution at the cost of a slightly worse average final population. Finally, a case study on a real-life engineering problem illustrates how inspecting the learned model reveals which objectives drive the decision-maker's preferences.