Reinvestigating the R2 Indicator: Achieving Pareto Compliance by Integration
<|reference_start|>Reinvestigating the R2 Indicator: Achieving Pareto Compliance by Integration: In multi-objective optimization, set-based quality indicators are a cornerstone of benchmarking and performance assessment. They capture the quality of a set of trade-off solutions by reducing it to a scalar number. One of the most commonly used set-based metrics is the R2 indicator, which describes the expected utility of a solution set to a decision-maker under a distribution of utility functions. Typically, this indicator is applied by discretizing this distribution of utility functions, yielding a weakly Pareto-compliant indicator. In consequence, adding a nondominated or dominating solution to a solution set may - but does not have to - improve the indicator's value.   In this paper, we reinvestigate the R2 indicator under the premise that we have a continuous, uniform distribution of (Tchebycheff) utility functions. We analyze its properties in detail, demonstrating that this continuous variant is indeed Pareto-compliant - that is, any beneficial solution will improve the metric's value. Additionally, we provide an efficient computational procedure to compute this metric for bi-objective problems in $\mathcal O (N \log N)$. As a result, this work contributes to the state-of-the-art Pareto-compliant unary performance metrics, such as the hypervolume indicator, offering an efficient and promising alternative.<|reference_end|>
@article{schäpermeier2024reinvestigating,
    title={Reinvestigating the R2 Indicator: Achieving Pareto Compliance by
  Integration},
    author={Lennart Sch"apermeier and Pascal Kerschke},
    journal={arXiv preprint arXiv:2407.01504},
    year={2024},
    archivePrefix={arXiv},
    eprint={2407.01504},
    primaryClass={math.OC cs.AI}
}