% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/igd.R
\name{igd}
\alias{igd}
\alias{IGDX}
\alias{igd_plus}
\alias{avg_hausdorff_dist}
\title{Inverted Generational Distance (IGD and IGD+) and Averaged Hausdorff Distance}
\usage{
igd(data, reference, maximise = FALSE)

igd_plus(data, reference, maximise = FALSE)

avg_hausdorff_dist(data, reference, maximise = FALSE, p = 1L)
}
\arguments{
\item{data}{(\code{matrix} | \code{data.frame}) \cr Matrix or data frame of numerical
values, where each row gives the coordinates of a point.}

\item{reference}{(\code{matrix} | \code{data.frame}) \cr Reference set as a matrix or
data.frame of numerical values.}

\item{maximise}{(\code{logical()} | \code{logical(1)}) \cr Whether the objectives must be
maximised instead of minimised. Either a single logical value that applies
to all objectives or a vector of logical values, with one value per
objective.}

\item{p}{(\code{integer(1)}) Hausdorff distance parameter (default: \code{1L}).}
}
\value{
(\code{numeric(1)}) A single numerical value.
}
\description{
Functions to compute the inverted generational distance (IGD and IGD+) and
the averaged Hausdorff distance between nondominated sets of points.
}
\details{
The generational distance (GD) of a set \eqn{A} is defined as the distance
between each point \eqn{a \in A} and the closest point \eqn{r} in a
reference set \eqn{R}, averaged over the size of \eqn{A}. Formally,

\deqn{GD_p(A,R) = \left(\frac{1}{|A|}\sum_{a\in A}\min_{r\in R} d(a,r)^p\right)^{\frac{1}{p}} }{GD(A,R) = (1/|A|) * ( sum_{a in A} min_{r in R} d(a,r)^p )^(1/p)}
where the distance in our implementation is the Euclidean distance:
\deqn{d(a,r) = \sqrt{\sum_{k=1}^M (a_k - r_k)^2} }{d(a,r) = sqrt( sum_{k=1}^M (a_k - r_k)^2)}

The inverted generational distance (IGD) is calculated as \eqn{IGD_p(A,R) = GD_p(R,A)}.

The modified inverted generational distanced (IGD+) was proposed by
\citet{IshMasTanNoj2015igd} to ensure that IGD+ is weakly Pareto compliant,
similarly to \code{\link[=epsilon_additive]{epsilon_additive()}} or \code{\link[=epsilon_mult]{epsilon_mult()}}. It modifies the
distance measure as:

\deqn{d^+(r,a) = \sqrt{\sum_{k=1}^M (\max\{r_k - a_k, 0\})^2}}{d^+(r,a) = sqrt(sum_{k=1}^M (max {r_k - a_k, 0 })^2)}

The average Hausdorff distance (\eqn{\Delta_p}) was proposed by
\citet{SchEsqLarCoe2012tec} and it is calculated as:

\deqn{\Delta_p(A,R) = \max\{ IGD_p(A,R), IGD_p(R,A) \}}

IGDX \citep{ZhoZhaJin2009igdx} is the application of IGD to decision vectors
instead of objective vectors to measure closeness and diversity in decision
space. One can use the functions \code{igd()} or \code{igd_plus()} (recommended)
directly, just passing the decision vectors as \code{data}.

There are different formulations of the GD and IGD metrics in the literature
that differ on the value of \eqn{p}, on the distance metric used and on
whether the term \eqn{|A|^{-1}} is inside (as above) or outside the exponent
\eqn{1/p}.  GD was first proposed by \citet{VelLam1998gp} with \eqn{p=2} and
the term \eqn{|A|^{-1}} outside the exponent. IGD seems to have been
mentioned first by \citet{CoeSie2004igd}, however, some people also used the
name D-metric for the same concept with \eqn{p=1} and later papers have
often used IGD/GD with \eqn{p=1}. \citet{SchEsqLarCoe2012tec} proposed to
place the term \eqn{|A|^{-1}} inside the exponent, as in the formulation
shown above.  This has a significant effect for GD and less so for IGD given
a constant reference set. IGD+ also follows this formulation.  We refer to
\citet{IshMasTanNoj2015igd} and \citet{BezLopStu2017emo} for a more detailed
historical perspective and a comparison of the various variants.

Following \citet{IshMasTanNoj2015igd}, we always use \eqn{p=1} in our
implementation of IGD and IGD+ because (1) it is the setting most used in
recent works; (2) it makes irrelevant whether the term \eqn{|A|^{-1}} is
inside or outside the exponent \eqn{1/p}; and (3) the meaning of IGD becomes
the average Euclidean distance from each reference point to its nearest
objective vector). It is also slightly faster to compute.

GD should never be used directly to compare the quality of approximations to
a Pareto front, as it often contradicts Pareto optimality (it is not weakly
Pareto-compliant). We recommend IGD+ instead of IGD, since the latter
contradicts Pareto optimality in some cases (see examples below) whereas
IGD+ is weakly Pareto-compliant, but we implement IGD here because it is
still popular due to historical reasons.

The average Hausdorff distance (\eqn{\Delta_p(A,R)}) is also not weakly
Pareto-compliant, as shown in the examples below.
}
\examples{
# Example 4 from Ishibuchi et al. (2015)
ref <- matrix(c(10,0,6,1,2,2,1,6,0,10), ncol=2, byrow=TRUE)
A <- matrix(c(4,2,3,3,2,4), ncol=2, byrow=TRUE)
B <- matrix(c(8,2,4,4,2,8), ncol=2, byrow=TRUE)
plot(ref, xlab=expression(f[1]), ylab=expression(f[2]),
     panel.first=grid(nx=NULL), pch=23, bg="gray", cex=1.5)
points(A, pch=1, cex=1.5)
points(B, pch=19, cex=1.5)
legend("topright", legend=c("Reference", "A", "B"), pch=c(23,1,19),
       pt.bg="gray", bg="white", bty = "n", pt.cex=1.5, cex=1.2)
cat("A is better than B in terms of Pareto optimality,\n however, IGD(A)=",
    igd(A, ref), "> IGD(B)=", igd(B, ref),
    "and AvgHausdorff(A)=", avg_hausdorff_dist(A, ref),
    "> AvgHausdorff(A)=", avg_hausdorff_dist(B, ref),
    ", which both contradict Pareto optimality.\nBy contrast, IGD+(A)=",
    igd_plus(A, ref), "< IGD+(B)=", igd_plus(B, ref), ", which is correct.\n")

# A less trivial example.
extdata_path <- system.file(package="eaf","extdata")
path.A1 <- file.path(extdata_path, "ALG_1_dat.xz")
path.A2 <- file.path(extdata_path, "ALG_2_dat.xz")
A1 <- read_datasets(path.A1)[,1:2]
A2 <- read_datasets(path.A2)[,1:2]
ref <- filter_dominated(rbind(A1, A2))
igd(A1, ref)
igd(A2, ref)

# IGD+ (Pareto compliant)
igd_plus(A1, ref)
igd_plus(A2, ref)

# Average Haussdorff distance
avg_hausdorff_dist(A1, ref)
avg_hausdorff_dist(A2, ref)
}
\references{
\insertAllCited{}
}
\author{
Manuel \enc{López-Ibáñez}{Lopez-Ibanez}
}
\concept{metrics}