The challenge of noisy multi-objective optimization lies in the constant trade-off between exploring new decision points and improving the precision of known points through resampling.
This paper proposes a resampling decision function that incorporates the stochastic nature of the optimization problem by using bootstrapping and the probability of dominance.
The approach utilizes bootstrap estimates of the means to achieve distribution-free estimation of the probability of dominance.
The resampling approach is demonstrated to be efficient by applying it in the NSGA-II algorithm with a sequential resampling procedure under multiple noise variations.