Parameter Tuning and Control: A Case Study on Differential Evolution With Polynomial Mutation

Julian Blank, K. Deb
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引用次数: 2

Abstract

Metaheuristics are known to be effective for solving a broad category of optimization problems. However, most heuristics require different parameter settings appropriately for a problem class or even for a specific problem. Researchers address this commonly by performing a parameter tuning study (also known as hyper-parameter optimization) or developing a parameter control mechanism that changes parameters dynamically. Whereas parameter tuning is computationally expensive and limits the parameter configuration to stay constant throughout the run, parameter control is also a challenging task because all dynamics induced by various operators must be learned to make an appropriate adaptation of parameters on the fly. This paper investigates parameter tuning and control for a well-known optimization method - differential evolution (DE). In contrast to most existing DE practices, an additional individualistic evolutionary operator called polynomial mutation is incorporated into the offspring creation. Results on test problems with up to 50 variables indicate that mutation can be helpful for multi-modal problems to escape from local optima. On the one hand, the effectiveness of parameter tuning for a specific problem becomes apparent; on the other hand, its generalization capabilities seem to be limited. Moreover, a generic coevolutionary approach for parameter control outperforms a random choice of parameters. Recognizing the importance of choosing a suitable parameter configuration to solve any optimization problem, we have incorporated a standard implementation of both tuning and control approaches into a single framework, providing a direction for the evolutionary computation and optimization researchers to use and further investigate the effects of parameters on DE and other metaheuristics-based algorithms.
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参数整定与控制:以多项式突变的微分进化为例
众所周知,元启发式对于解决广泛的优化问题是有效的。然而,大多数启发式方法需要针对问题类甚至特定问题适当地设置不同的参数。研究人员通常通过进行参数调优研究(也称为超参数优化)或开发动态改变参数的参数控制机制来解决这个问题。由于参数调优在计算上是昂贵的,并且限制了参数配置在整个运行过程中保持不变,参数控制也是一项具有挑战性的任务,因为必须了解由各种操作引起的所有动态,以便在运行中对参数进行适当的调整。本文研究了一种著名的优化方法——微分进化(DE)的参数调整和控制。与大多数现有的DE实践相反,在后代的创造中加入了一个额外的个人进化算子,称为多项式突变。对多达50个变量的测试问题的结果表明,突变有助于多模态问题摆脱局部最优。一方面,参数调优对特定问题的有效性变得明显;另一方面,它的泛化能力似乎有限。此外,参数控制的通用协同进化方法优于随机选择参数。认识到选择合适的参数配置来解决任何优化问题的重要性,我们将调优和控制方法的标准实现合并到一个框架中,为进化计算和优化研究人员使用和进一步研究参数对DE和其他基于元启发式的算法的影响提供了方向。
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