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NSGAIIISampler Example - Many-objective Optimization with NSGA-III |
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NSGA-III is an extension of NSGA-II specifically designed for many-objective |
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optimization problems (typically 3+ objectives). It uses reference points |
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to maintain diversity and selection pressure in high-dimensional objective spaces. |
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Characteristics: |
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- Many-objective evolutionary algorithm (3+ objectives) |
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- Reference point-based selection mechanism |
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- Better performance than NSGA-II for many objectives |
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- Maintains diversity through structured reference points |
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- Elitist approach with improved selection pressure |
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- Population-based search with normalization |
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Note: For demonstration, we'll create a many-objective problem optimizing |
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accuracy, complexity, training time, and model interpretability. |
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""" |
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import numpy as np |
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from sklearn.datasets import load_breast_cancer |
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from sklearn.tree import DecisionTreeClassifier |
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from sklearn.model_selection import cross_val_score |
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import time |
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from hyperactive.experiment.integrations import SklearnCvExperiment |
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from hyperactive.opt.optuna import NSGAIIISampler |
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class ManyObjectiveExperiment: |
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"""Many-objective experiment: optimize multiple conflicting goals.""" |
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def __init__(self, X, y): |
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self.X = X |
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self.y = y |
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def __call__(self, **params): |
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# Create model with parameters |
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model = DecisionTreeClassifier(random_state=42, **params) |
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# Objective 1: Maximize accuracy (return negative for minimization) |
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start_time = time.time() |
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scores = cross_val_score(model, self.X, self.y, cv=3) |
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training_time = time.time() - start_time |
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accuracy = np.mean(scores) |
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# Objective 2: Minimize model complexity (tree depth) |
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complexity = params.get("max_depth", 20) |
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# Objective 3: Minimize training time |
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time_objective = training_time |
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# Objective 4: Maximize interpretability (minimize tree size) |
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# Approximate tree size based on parameters |
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max_leaf_nodes = params.get("max_leaf_nodes", 100) |
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interpretability = max_leaf_nodes / 100.0 # Normalized |
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# Return all objectives for minimization (negative accuracy for maximization) |
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return [ |
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-accuracy, # Minimize negative accuracy (maximize accuracy) |
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complexity / 20.0, # Minimize complexity (normalized) |
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time_objective, # Minimize training time |
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interpretability, # Minimize tree size (maximize interpretability) |
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] |
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def nsga_iii_theory(): |
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"""Explain NSGA-III algorithm theory.""" |
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# NSGA-III Algorithm (Many-objective Optimization): |
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# |
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# 1. Many-objective Challenge: |
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# - With 3+ objectives, most solutions become non-dominated |
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# - Traditional Pareto ranking loses selection pressure |
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# - Crowding distance becomes less effective |
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# - Need structured diversity preservation |
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# |
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# 2. NSGA-III Innovations: |
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# - Reference points on normalized hyperplane |
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# - Associate solutions with reference points |
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# - Select solutions to maintain balanced distribution |
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# - Adaptive normalization for different objective scales |
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# |
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# 3. Reference Point Strategy: |
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# - Systematic placement on unit simplex |
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# - Each reference point guides search direction |
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# - Solutions clustered around reference points |
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# - Maintains diversity across objective space |
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# |
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# 4. Selection Mechanism: |
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# - Non-dominated sorting (like NSGA-II) |
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# - Reference point association |
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# - Niche count balancing |
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# - Preserve solutions near each reference point |
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View Code Duplication |
def main(): |
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# === NSGAIIISampler Example === |
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# Many-objective Optimization with NSGA-III |
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nsga_iii_theory() |
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# Load dataset |
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X, y = load_breast_cancer(return_X_y=True) |
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print( |
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f"Dataset: Breast cancer classification ({X.shape[0]} samples, {X.shape[1]} features)" |
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) |
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# Create many-objective experiment |
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experiment = ManyObjectiveExperiment(X, y) |
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# Many-objective Problem (4 objectives): |
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# Objective 1: Maximize classification accuracy |
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# Objective 2: Minimize model complexity (tree depth) |
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# Objective 3: Minimize training time |
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# Objective 4: Maximize interpretability (smaller trees) |
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# → Complex trade-offs between multiple conflicting goals |
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# Define search space |
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param_space = { |
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"max_depth": (1, 20), # Tree depth |
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"min_samples_split": (2, 50), # Minimum samples to split |
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"min_samples_leaf": (1, 20), # Minimum samples per leaf |
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"max_leaf_nodes": (10, 200), # Maximum leaf nodes |
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"criterion": ["gini", "entropy"], # Split criterion |
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} |
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# Search Space: |
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# for param, space in param_space.items(): |
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# print(f" {param}: {space}") |
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# Configure NSGAIIISampler |
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optimizer = NSGAIIISampler( |
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param_space=param_space, |
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n_trials=60, # More trials needed for many objectives |
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random_state=42, |
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experiment=experiment, |
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population_size=24, # Larger population for many objectives |
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mutation_prob=0.1, # Mutation probability |
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crossover_prob=0.9, # Crossover probability |
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) |
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# NSGAIIISampler Configuration: |
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# n_trials: configured above |
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# population_size: larger for many objectives |
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# mutation_prob: mutation probability |
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# crossover_prob: crossover probability |
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# Selection: Reference point-based diversity preservation |
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# Note: NSGA-III is designed for 3+ objectives. |
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# For 2 objectives, NSGA-II is typically preferred. |
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# This example demonstrates the interface for many-objective problems. |
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# Run optimization |
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# Running NSGA-III many-objective optimization... |
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try: |
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best_params = optimizer.run() |
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# Results |
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print("\n=== Results ===") |
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print(f"Best parameters: {best_params}") |
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print(f"Best score: {optimizer.best_score_:.4f}") |
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print() |
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# NSGA-III produces a diverse set of solutions across 4D Pareto front: |
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# High accuracy, complex, slower models |
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# Balanced accuracy/complexity trade-offs |
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# Fast, simple, interpretable models |
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# Various combinations optimizing different objectives |
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except Exception as e: |
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print(f"Many-objective optimization example: {e}") |
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print("Note: This demonstrates the interface for many-objective problems.") |
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return None, None |
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# NSGA-III vs NSGA-II for Many Objectives: |
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# |
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# NSGA-II Limitations (3+ objectives): |
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# Most solutions become non-dominated |
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# Crowding distance loses effectiveness |
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# Selection pressure decreases |
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# Uneven distribution in objective space |
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# NSGA-III Advantages: |
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# Reference points guide search directions |
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# Maintains diversity across all objectives |
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# Better selection pressure in many objectives |
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# Structured exploration of objective space |
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# Adaptive normalization handles different scales |
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# Reference Point Mechanism: |
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# Systematic placement on normalized hyperplane |
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# Each point represents a different objective priority |
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# Solutions associated with nearest reference points |
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# Selection maintains balance across all points |
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# Prevents clustering in limited objective regions |
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# Many-objective Problem Characteristics: |
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# |
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# Challenges: |
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# Exponential growth of non-dominated solutions |
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# Difficulty visualizing high-dimensional trade-offs |
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# User preference articulation becomes complex |
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# Increased computational requirements |
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# Best Use Cases: |
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# Engineering design with multiple constraints |
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# Multi-criteria decision making (3+ criteria) |
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# Resource allocation problems |
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# System optimization with conflicting requirements |
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# When objective interactions are complex |
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# |
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# Algorithm Selection Guide: |
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# |
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# Use NSGA-III when: |
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# 3 or more objectives |
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# Objectives are truly conflicting |
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# Comprehensive trade-off analysis needed |
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# Reference point guidance is beneficial |
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# |
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# Use NSGA-II when: |
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# 2 objectives |
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# Simpler Pareto front structure |
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# Established performance for bi-objective problems |
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# |
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# Use single-objective methods when: |
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# Can formulate as weighted combination |
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# Clear primary objective with constraints |
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# Computational efficiency is critical |
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if "best_params" in locals(): |
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return best_params, optimizer.best_score_ |
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else: |
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return None, None |
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if __name__ == "__main__": |
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best_params, best_score = main() |
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