Multiobjective optimization of classifiers by means of 3-D convex hull based evolutionary algorithms

The receiver operating characteristic (ROC) and detection error tradeoff(DET) curves are frequently used in the machine learning community to analyze the performance of binary classifiers. Recently, the convex-hull-based multiobjective genetic programming algorithm was proposed and successfully applied to maximize the convex hull area for binary classifi- cation problems by minimizing false positive rate and maximizing true positive rate at the same time using indicator-based evolutionary algorithms. The area under the ROC curve was used for the performance assessment and to guide the search. Here we extend this re- search and propose two major advancements: Firstly we formulate the algorithm in detec- tion error tradeoffspace, minimizing false positives and false negatives, with the advantage that misclassification cost tradeoffcan be assessed directly. Secondly, we add complexity as an objective function, which gives rise to a 3D objective space (as opposed to a 2D pre- vious ROC space). A domain specific performance indicator for 3D Pareto front approxima- tions, the volume above DET surface, is introduced, and used to guide the indicator-based evolutionary algorithm to find optimal approximation sets. We assess the performance of the new algorithm on designed theoretical problems with different geometries of Pareto fronts and DET surfaces, and two application-oriented benchmarks: (1) Designing spam filters with low numbers of false rejects, false accepts, and low computational cost us- ing rule ensembles, and (2) finding sparse neural networks for binary classification of test data from the UCI machine learning benchmark. The results show a high performance of the new algorithm as compared to conventional methods for multicriteria optimization.