Multi-Objective Evolutionary Optimization; Concept and Application to Calibration of Rainfall-Runoff Model

Mahyar Shafii December 2007

Table of Contents

Introduction
Classical Methods to Solve Multi-Objective Optimization Problems Evolutionary Algorithm (EA) Terminology Multi-Objective Evolutionary Algorithms (MOEAs) MOEA Application to Calibration of Conceptual RainfallRunoff Models

Literature Review
Concluding Remarks

Development of an Improved NSGA-II

Introduction

Multi-Objective Optimization
Real-World Problem

Several incommensurable and often competing objectives

Optimal solution in single-objective optimization is clearly defined. In multi-objective optimization there is rather a set of alternative trade-offs, generally known as Pareto-Optimal solutions.

Introduction

Multi-Objective Optimization
Basic Concept and Terminology

Find a vector of solutions: x [ x1* , x2* ,..., xn* ]T

*

m inequality constraints:

gi ( x ) 0 hi ( x ) 0

i 1,2,..., m i 1,2,..., p

p equality constraints:
k objective functions so that,

f ( x ) [ f1 ( x ), f 2 ( x ),..., f k ( x )]T
xF

( fi ( x * ) fi ( x )

Introduction

Pareto Optimum concept

f2
Feasible Region

Vilfredo Pareto (1896)

X* F XF
fi ( X ) fi ( X * ) (i I )

f1

or, there is at least one i I so that

fi ( X * ) fi ( X )

None of solutions in Pareto optimal set can be identified as better than the others unless preference information is included (e.g. a ranking of the objectives).

Traditional Approaches

Aggregating the objectives into a single and parameterized objective function and performing several runs with different parameter settings to achieve a set of solutions approximating the Pareto-optimal set.
Weighting Method (Cohon, 1978)

Constraint Method (Cohon, 1978)

Goal Programming (Steuer, 1986) Minimax Approach (Koski, 1984)

Traditional Approaches

Difficulties with classical methods:

Being sensitive to the shape of the Pareto-optimal front (e.g. weighting method). Need for problem knowledge which may not be available. Restrictions on their use in some application areas (Deb, 1999). Need to several optimization runs to achieve the best parameter setting to obtain an approximation of the Pareto-optimal set.

Evolutionary Algorithms (EAs)

The term evolutionary algorithm (EA) stands for a class of stochastic optimization methods that simulate the process of natural evolution. They are meta-heuristics that attempt to apply the principles of neo-Darwinian evolution to the creation of artificial intelligence (machine learning) and to optimization. Origins of EAs: Firstly proposed in the late 1950s leading to development of several EAs since the 1970s, mainly (Bck, Hammel, and Schwefel 1997)
Genetic Algorithms (GA) Evolutionary Programming (EP) Evolution Strategies (ES)

Evolutionary Algorithms (EAs)

Basic Principles of EA
Genotype versus Phenotype

Genotype is underlying genetic coding (Genes in GA) Phenotype is expression of that coding forming a possible solution (Chromosome in GA)

Mapping between G-space & P-space Selection

giving a chance to each solution to reproduce a certain number of times, dependent on their quality or so-called fitness values.

Variation

Imitating natural capability of creating new living beings by means of recombination and mutation.

Evolutionary Algorithms (EAs)

ATGCCGCACC
Recombination involves swapping sections of two individuals characteristics.

TGTCCAGTCA
ATGCC AGTCA TGTCC GCACC ATGCC A AGTCA TGTCC GCACC T

Parent chromosomes

Recombined offspring

Note: This is not what occurs in nature

Mutation results in a Random mutations in random change in one or more of an individuals genetic composition characteristics.

Evolutionary Algorithms (EAs)

Generating a set of individuals (Population)

Parent selection

Recombination and produce offspring

No

Termination Criteria
Yes

Finish

Multi-Objective Evolutionary Algorithms (MOEAs)

Evolutionary algorithms do better than other blind search strategies in multi-objective optimization (Fonseca and Fleming (1995); Valenzuela-Rendon and Uresti-Charre (1997)). At first, they were applied by functions aggregation. More recently, MOEAs were designed to search decision spaces for the optimal tradeoffs among a vector of objectives (Coello Coello, 2002).

Multi-Objective Evolutionary Algorithms (MOEAs)

Some representatives of MOEAs in operational research through past years:

a) b) c) d) e) Non-Dominated Sorting genetic Algorithm (NSGA), Srinivas et Deb, 1995. NSGA-II, Deb et al., 2002. Strength Pareto Evolutionary Algorithm (SPEA), Zitzler and Thiele, 1999. SPEA2, Zitzler et al., 2001. Epsilon-NSGAII, Kollat and Reed, 2005.

f)

Multi-objective Shuffled Complex Evolution Metropolis Algorithm (MOSCEM-UA), Vrugt et al., 2003.

MOEA Applications in Calibration of Conceptual Rainfall-Runoff Models

Conceptual rainfall-runoff (CRR) models

Calibration of RR models is a process in which parameter adjustment is made so as to match (as closely as possible) the dynamic behavior of the RR model to the observed behavior of the catchment.

MOEA Applications in Calibration of Conceptual Rainfall-Runoff Models

Literature Review
Purely Random Techniques

Gupta et al. (1998) have discussed the advantages of a multiple-objective representation of the model calibration problem and this scheme has been shown to be applicable and desirable.
Single Objective Calibration Scheme

Multi-Objective Calibration Scheme

Local and Global Search Algorithms

Some calibration results reveal that moving from a lumped model structure to a semi-distributed model structure improves the simulation results (Ajami et al., 2004).
Lumped Modeling Distributed Modeling

Evolutionary-Population Based Approaches

MOEA Applications in Calibration of Conceptual Rainfall-Runoff Models

Lumped Hydrological Modeling:

Development an algorithm Yapo et al. (1998): MOCOM-UA Cheng et al. (2002): Fuzzy Global Optimization and GA Khu et al. (2005): NSGA-II and kNN Proposing General Framework Wagener (2001) Multi-Objective nature with aggregated function Madsen (2000) Seibert (2000)

Comparison between single and multiple objective formulations

Seibert (2000) Chahinian and Moussa (2007)

Working on objective functions

Yu and Yang (2000): Fuzzy Multi-Objective Function (FMOF)

MOEA Applications in Calibration of Conceptual Rainfall-Runoff Models

Distributed Hydrological Modeling:

Although a majority of prior studies have focused on CRR applications, there are an increasing number of recent studies focusing on developing multi-objective calibration strategies for distributed hydrological models such as: Proposing General Framework Madsen (2003): Aggregated Objective Function Development an algorithm Cheng et al. (2006): Following previous work by the same authors. Bekele and Nicklow (2007): NSGA-II for calibration of SWAT Comparison between single and multiple objective formulations Schoups et al. (2005): Subsurface modeling Parajka et al. (2007)

Sensitivity and uncertainty analysis Muleta and Nicklow (2005): SWAT, but in a single-objective scheme Parajka et al. (2007)

MOEA Applications in Calibration of Conceptual Rainfall-Runoff Models

Remarks and recommendations

Modification to the study of Madsen (2003) in order to develop an improved framework for calibration of RR process in distributed hydrological models considering:
Application of MOEAs and resolving the problem in a multi-objective formulation instead of function aggregation technique to obtain Pareto optimum. Constraining input parameters.

MOEA Applications in Calibration of Conceptual Rainfall-Runoff Models

Remarks and recommendations

Proper study on application of hybrid EA Developing a framework to establish a criterion to choose a solution among Pareto-optimum solutions and state as the final solution of the problem As the main weakness of MOEAs is that they require a large number of function evaluations through consumption of a great deal of time, it would be promising to direct efforts towards application of meta-modeling to reduce the number of simulations.

Development of Improved NSGA-II

NSGA-II, Deb et al. (2002)

Development of Improved NSGA-II

Innovations
Application of Heuristic Genetic Operators (Crossover and Mutation)

Heuristic parent-centric recombination (PCX) operator Adaptation by Fuzzy Logic Controller (FLC)

Mathematical Test Problems

ZDT1, ZDT2, ZDT3, ZDT4, ZDT6, (Deb et al., 2002)

Development of Improved NSGA-II

Metrics of Performance
Diversity Metrics Convergence Metrics

Development of Improved NSGA-II

Results and Conclusions

Diversity Metrics
0,6

Initial NSGA-II
0,5

Improved NSGA-II

Mean Value of Diversity Performance

0,4

0,3

0,2

0,1

0 ZDT1 ZDT2 ZDT3 ZDT4 ZDT6

Mathematical Test Functions

Development of Improved NSGA-II

Results and Conclusions

Convergence Metrics
0,9 0,8

Initial NSGA-II Improved NSGA-II

Mean Value of Convergence Performance

0,7

0,6

0,5

0,4

0,3

0,2

0,1

0 ZDT1 ZDT2 ZDT3 ZDT4 ZDT6

Mathematical Test Functions

Thanks for your kind attention