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Study of Intelligent Evolutionary Algorithms For Solving High Dimensional Problems
Study of Intelligent Evolutionary Algorithms For Solving High Dimensional Problems
Study of Intelligent Evolutionary Algorithms For Solving High Dimensional Problems
Methods Used:
1. Feature selection:-
Feature selection can be considered as a multi-objective problem with
conflicting goals. In credit scoring, these goals are: increasing the model
profitability, reducing the data acquisition costs and improving the
interpretability of the model.
2. Multi-Objective Optimization:-
Multi-objective optimization considers optimization problems involving more
than one objective function to be optimized simultaneously. It is useful when
optimal decisions need to be taken in the presence of trade-offs between two
or more conflicting objectives.
Algorithm used:
Multi-Objective Genetic Algorithm:-
Multi-objective genetic algorithm (MOGA) is a direct search method for
multi-objective optimization problems. It is based on the process of the
genetic algorithm; the population-based property of the genetic algorithm
is well applied in MOGAs. Comparing with the traditional multi-objective
algorithm whose aim is to find a single Pareto solution, the MOGA intends
to identify numbers of Pareto solutions.
Formulae used:
Let x be a vector containing p decision variables.