Multiple Objective Functions

A Multiple Objective Function is build from two or more fitness functions. Firstly, a fitness is calculated and all models ranked. Then, the next fitness. Finally, the sum of ranks is use to rank agains the models.

Algoritmically:

\[\begin{split}rank_1 &= \mathrm{sort\ models\ following\ function\ 1} \\ &\mathrel{\vdots} \\ rank_n &= \mathrm{sort\ models\ following\ function\ n} \\ \\ rank_{MO} &= \mathrm{sort\ models\ following\ } (rank_1 + \ldots + rank_n)\end{split}\]

Note

We currently don’t provide weights to rank the models. Be aware that, if you use multiple algebraic functions and the statistical fitness function, the importance of the statistical function is diluited.