Isidro M Alvarez, Trung B Nguyen, Will N Browne, Mengjie Zhang
Evolutionary Computation (EC) often throws away learned knowledge as it is reset for each new problem addressed. Conversely, humans can learn from small-scale problems, retain this knowledge (plus functionality) and then successfully reuse them in larger-scale and/or related problems. Linking solutions to problems together has been achieved through layered learning, where an experimenter sets a series of simpler related problems to solve a more complex task. Recent works on Learning Classifier Systems (LCSs) has shown that knowledge reuse through the adoption of Code Fragments, GP-like tree-based programs, is plausible. However, random reuse is inefficient. Thus, the research question is how LCS can adopt a layered-learning framework, such that increasingly complex problems can be solved efficiently? An LCS (named XCSCF*) has been developed to include the required base axioms necessary for learning, refined methods for transfer learning and learning recast as a decomposition into a series of subordinate problems. These subordinate problems can be set as a curriculum by a teacher, but this does not mean that an agent can learn from it. Especially if it only extracts over-fitted knowledge of each problem rather than the underlying scalable patterns and functions. Results show that from a conventional tabula rasa, with only a vague notion of what subordinate problems might be relevant, XCSCF* captures the general logic behind the tested domains and therefore can solve any n-bit Multiplexer, n-bit Carry-one, n-bit Majority-on, and n-bit Even-parity problems. This work demonstrates a step towards continual learning as learned knowledge is effectively reused in subsequent problems.
进化计算(EC)通常会丢弃已学知识,因为每解决一个新问题,都要重新设置这些知识。相反,人类可以从小规模的问题中学习,保留这些知识(以及功能),然后成功地在更大规模和/或相关的问题中重复使用。通过分层学习,实验者可以设置一系列较简单的相关问题来解决较复杂的任务,从而将问题的解决方案联系在一起。最近关于学习分类器系统(LCS)的研究表明,通过采用代码片段(类似于 GP 的树状程序)进行知识重用是可行的。然而,随机重用的效率很低。因此,研究的问题是学习分类系统如何采用分层学习框架,从而高效地解决日益复杂的问题?我们开发了一种 LCS(名为 XCSCF*),其中包括学习所需的基本公理、迁移学习的精炼方法以及分解为一系列下级问题的学习重构。这些下属问题可以由教师设置为课程,但这并不意味着代理可以从中学习。特别是如果它只是提取每个问题的过度拟合知识,而不是潜在的可扩展模式和函数。结果表明,XCSCF*能从传统的表格中捕捉到测试领域背后的一般逻辑,因此能解决任何n位多路复用器、n位携带一、n位多数开和n位偶奇偶问题。这项工作展示了向持续学习迈出的一步,因为学到的知识可以在后续问题中有效地重复使用。
{"title":"A Layered Learning Approach to Scaling in Learning Classifier Systems for Boolean Problems.","authors":"Isidro M Alvarez, Trung B Nguyen, Will N Browne, Mengjie Zhang","doi":"10.1162/evco_a_00351","DOIUrl":"https://doi.org/10.1162/evco_a_00351","url":null,"abstract":"<p><p>Evolutionary Computation (EC) often throws away learned knowledge as it is reset for each new problem addressed. Conversely, humans can learn from small-scale problems, retain this knowledge (plus functionality) and then successfully reuse them in larger-scale and/or related problems. Linking solutions to problems together has been achieved through layered learning, where an experimenter sets a series of simpler related problems to solve a more complex task. Recent works on Learning Classifier Systems (LCSs) has shown that knowledge reuse through the adoption of Code Fragments, GP-like tree-based programs, is plausible. However, random reuse is inefficient. Thus, the research question is how LCS can adopt a layered-learning framework, such that increasingly complex problems can be solved efficiently? An LCS (named XCSCF*) has been developed to include the required base axioms necessary for learning, refined methods for transfer learning and learning recast as a decomposition into a series of subordinate problems. These subordinate problems can be set as a curriculum by a teacher, but this does not mean that an agent can learn from it. Especially if it only extracts over-fitted knowledge of each problem rather than the underlying scalable patterns and functions. Results show that from a conventional tabula rasa, with only a vague notion of what subordinate problems might be relevant, XCSCF* captures the general logic behind the tested domains and therefore can solve any n-bit Multiplexer, n-bit Carry-one, n-bit Majority-on, and n-bit Even-parity problems. This work demonstrates a step towards continual learning as learned knowledge is effectively reused in subsequent problems.</p>","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":" ","pages":"1-25"},"PeriodicalIF":6.8,"publicationDate":"2024-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140877840","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Marc Kaufmann, Maxime Larcher, Johannes Lengler, Xun Zou
We study the (1:s+1) success rule for controlling the population size of the (1,λ)- EA. It was shown by Hevia Fajardo and Sudholt that this parameter control mechanism can run into problems for large s if the fitness landscape is too easy. They conjectured that this problem is worst for the ONEMAX benchmark, since in some well-established sense ONEMAX is known to be the easiest fitness landscape. In this paper we disprove this conjecture. We show that there exist s and ɛ such that the self-adjusting (1,λ)-EA with the (1:s+1)-rule optimizes ONEMAX efficiently when started with ɛn zero-bits, but does not find the optimum in polynomial time on DYNAMIC BINVAL. Hence, we show that there are landscapes where the problem of the (1:s+1)-rule for controlling the population size of the (1,λ)-EA is more severe than for ONEMAX. The key insight is that, while ONEMAX is the easiest function for decreasing the distance to the optimum, it is not the easiest fitness landscape with respect to finding fitness-improving steps.
{"title":"OneMax is not the Easiest Function for Fitness Improvements.","authors":"Marc Kaufmann, Maxime Larcher, Johannes Lengler, Xun Zou","doi":"10.1162/evco_a_00348","DOIUrl":"https://doi.org/10.1162/evco_a_00348","url":null,"abstract":"<p><p>We study the (1:s+1) success rule for controlling the population size of the (1,λ)- EA. It was shown by Hevia Fajardo and Sudholt that this parameter control mechanism can run into problems for large s if the fitness landscape is too easy. They conjectured that this problem is worst for the ONEMAX benchmark, since in some well-established sense ONEMAX is known to be the easiest fitness landscape. In this paper we disprove this conjecture. We show that there exist s and ɛ such that the self-adjusting (1,λ)-EA with the (1:s+1)-rule optimizes ONEMAX efficiently when started with ɛn zero-bits, but does not find the optimum in polynomial time on DYNAMIC BINVAL. Hence, we show that there are landscapes where the problem of the (1:s+1)-rule for controlling the population size of the (1,λ)-EA is more severe than for ONEMAX. The key insight is that, while ONEMAX is the easiest function for decreasing the distance to the optimum, it is not the easiest fitness landscape with respect to finding fitness-improving steps.</p>","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":" ","pages":"1-30"},"PeriodicalIF":6.8,"publicationDate":"2024-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140295208","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The fitness level method is a popular tool for analyzing the hitting time of elitist evolutionary algorithms. Its idea is to divide the search space into multiple fitness levels and estimate lower and upper bounds on the hitting time using transition probabilities between fitness levels. However, the lower bound generated by this method is often loose. An open question regarding the fitness level method is what are the tightest lower and upper time bounds that can be constructed based on transition probabilities between fitness levels. To answer this question, we combine drift analysis with fitness levels and define the tightest bound problem as a constrained multi-objective optimization problem subject to fitness levels. The tightest metric bounds by fitness levels are constructed and proven for the first time. Then linear bounds are derived from metric bounds and a framework is established that can be used to develop different fitness level methods for different types of linear bounds. The framework is generic and promising, as it can be used to draw tight time bounds on both fitness landscapes with and without shortcuts. This is demonstrated in the example of the (1+1) EA maximizing the TwoMax1 function.
适应度方法是分析精英进化算法命中时间的常用工具。其原理是将搜索空间划分为多个适合度等级,并利用适合度等级之间的过渡概率估算出命中时间的下限和上限。然而,这种方法产生的下限往往比较宽松。关于适合度方法的一个悬而未决的问题是,根据适合度之间的过渡概率,可以构建出最严格的时间下限和上限。为了回答这个问题,我们将漂移分析与适应度水平相结合,并将最严格约束问题定义为受限于适应度水平的多目标优化问题。我们首次构建并证明了适应度水平的最严格度量边界。然后,从度量约束推导出线性约束,并建立了一个框架,可用于为不同类型的线性约束开发不同的适度水平方法。该框架具有通用性和广阔前景,因为它既可以用于绘制有捷径的适度景观,也可以用于绘制无捷径的适度景观。(1+1) EA 最大化 TwoMax1 函数的例子就证明了这一点。
{"title":"Drift Analysis with Fitness Levels for Elitist Evolutionary Algorithms.","authors":"Jun He, Yuren Zhou","doi":"10.1162/evco_a_00349","DOIUrl":"https://doi.org/10.1162/evco_a_00349","url":null,"abstract":"<p><p>The fitness level method is a popular tool for analyzing the hitting time of elitist evolutionary algorithms. Its idea is to divide the search space into multiple fitness levels and estimate lower and upper bounds on the hitting time using transition probabilities between fitness levels. However, the lower bound generated by this method is often loose. An open question regarding the fitness level method is what are the tightest lower and upper time bounds that can be constructed based on transition probabilities between fitness levels. To answer this question, we combine drift analysis with fitness levels and define the tightest bound problem as a constrained multi-objective optimization problem subject to fitness levels. The tightest metric bounds by fitness levels are constructed and proven for the first time. Then linear bounds are derived from metric bounds and a framework is established that can be used to develop different fitness level methods for different types of linear bounds. The framework is generic and promising, as it can be used to draw tight time bounds on both fitness landscapes with and without shortcuts. This is demonstrated in the example of the (1+1) EA maximizing the TwoMax1 function.</p>","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":" ","pages":"1-25"},"PeriodicalIF":6.8,"publicationDate":"2024-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140295207","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Editorial for the Special Issue on Reproducibility.","authors":"Manuel López-Ibáñez, Luís Paquete, Mike Preuss","doi":"10.1162/evco_e_00344","DOIUrl":"10.1162/evco_e_00344","url":null,"abstract":"","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"32 1","pages":"1-2"},"PeriodicalIF":6.8,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139998205","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Raúl Martín-Santamaría, Sergio Cavero, Alberto Herrán, Abraham Duarte, J Manuel Colmenar
Reproducibility of experiments is a complex task in stochastic methods such as evolutionary algorithms or metaheuristics in general. Many works from the literature give general guidelines to favor reproducibility. However, none of them provide both a practical set of steps or software tools to help in this process. In this article, we propose a practical methodology to favor reproducibility in optimization problems tackled with stochastic methods. This methodology is divided into three main steps, where the researcher is assisted by software tools which implement state-of-the-art techniques related to this process. The methodology has been applied to study the double-row facility layout problem (DRFLP) where we propose a new algorithm able to obtain better results than the state-of-the-art methods. To this aim, we have also replicated the previous methods in order to complete the study with a new set of larger instances. All the produced artifacts related to the methodology and the study of the target problem are available in Zenodo.
{"title":"A Practical Methodology for Reproducible Experimentation: An Application to the Double-Row Facility Layout Problem.","authors":"Raúl Martín-Santamaría, Sergio Cavero, Alberto Herrán, Abraham Duarte, J Manuel Colmenar","doi":"10.1162/evco_a_00317","DOIUrl":"10.1162/evco_a_00317","url":null,"abstract":"<p><p>Reproducibility of experiments is a complex task in stochastic methods such as evolutionary algorithms or metaheuristics in general. Many works from the literature give general guidelines to favor reproducibility. However, none of them provide both a practical set of steps or software tools to help in this process. In this article, we propose a practical methodology to favor reproducibility in optimization problems tackled with stochastic methods. This methodology is divided into three main steps, where the researcher is assisted by software tools which implement state-of-the-art techniques related to this process. The methodology has been applied to study the double-row facility layout problem (DRFLP) where we propose a new algorithm able to obtain better results than the state-of-the-art methods. To this aim, we have also replicated the previous methods in order to complete the study with a new set of larger instances. All the produced artifacts related to the methodology and the study of the target problem are available in Zenodo.</p>","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":" ","pages":"69-104"},"PeriodicalIF":6.8,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"40695126","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Anna V Kononova, Diederick Vermetten, Fabio Caraffini, Madalina-A Mitran, Daniela Zaharie
We argue that results produced by a heuristic optimisation algorithm cannot be considered reproducible unless the algorithm fully specifies what should be done with solutions generated outside the domain, even in the case of simple bound constraints. Currently, in the field of heuristic optimisation, such specification is rarely mentioned or investigated due to the assumed triviality or insignificance of this question. Here, we demonstrate that, at least in algorithms based on Differential Evolution, this choice induces notably different behaviours in terms of performance, disruptiveness, and population diversity. This is shown theoretically (where possible) for standard Differential Evolution in the absence of selection pressure and experimentally for the standard and state-of-the-art Differential Evolution variants, on a special test function and the BBOB benchmarking suite, respectively. Moreover, we demonstrate that the importance of this choice quickly grows with problem dimensionality. Differential Evolution is not at all special in this regard-there is no reason to presume that other heuristic optimisers are not equally affected by the aforementioned algorithmic choice. Thus, we urge the heuristic optimisation community to formalise and adopt the idea of a new algorithmic component in heuristic optimisers, which we refer to as the strategy of dealing with infeasible solutions. This component needs to be consistently: (a) specified in algorithmic descriptions to guarantee reproducibility of results, (b) studied to better understand its impact on an algorithm's performance in a wider sense (i.e., convergence time, robustness, etc.), and (c) included in the (automatic) design of algorithms. All of these should be done even for problems with bound constraints.
{"title":"The Importance of Being Constrained: Dealing with Infeasible Solutions in Differential Evolution and Beyond.","authors":"Anna V Kononova, Diederick Vermetten, Fabio Caraffini, Madalina-A Mitran, Daniela Zaharie","doi":"10.1162/evco_a_00333","DOIUrl":"10.1162/evco_a_00333","url":null,"abstract":"<p><p>We argue that results produced by a heuristic optimisation algorithm cannot be considered reproducible unless the algorithm fully specifies what should be done with solutions generated outside the domain, even in the case of simple bound constraints. Currently, in the field of heuristic optimisation, such specification is rarely mentioned or investigated due to the assumed triviality or insignificance of this question. Here, we demonstrate that, at least in algorithms based on Differential Evolution, this choice induces notably different behaviours in terms of performance, disruptiveness, and population diversity. This is shown theoretically (where possible) for standard Differential Evolution in the absence of selection pressure and experimentally for the standard and state-of-the-art Differential Evolution variants, on a special test function and the BBOB benchmarking suite, respectively. Moreover, we demonstrate that the importance of this choice quickly grows with problem dimensionality. Differential Evolution is not at all special in this regard-there is no reason to presume that other heuristic optimisers are not equally affected by the aforementioned algorithmic choice. Thus, we urge the heuristic optimisation community to formalise and adopt the idea of a new algorithmic component in heuristic optimisers, which we refer to as the strategy of dealing with infeasible solutions. This component needs to be consistently: (a) specified in algorithmic descriptions to guarantee reproducibility of results, (b) studied to better understand its impact on an algorithm's performance in a wider sense (i.e., convergence time, robustness, etc.), and (c) included in the (automatic) design of algorithms. All of these should be done even for problems with bound constraints.</p>","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":" ","pages":"3-48"},"PeriodicalIF":6.8,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9474478","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Reproducibility is important for having confidence in evolutionary machine learning algorithms. Although the focus of reproducibility is usually to recreate an aggregate prediction error score using fixed random seeds, this is not sufficient. Firstly, multiple runs of an algorithm, without a fixed random seed, should ideally return statistically equivalent results. Secondly, it should be confirmed whether the expected behaviour of an algorithm matches its actual behaviour, in terms of how an algorithm targets a reduction in prediction error. Confirming the behaviour of an algorithm is not possible when using a total error aggregate score. Using an error decomposition framework as a methodology for improving the reproducibility of results in evolutionary computation addresses both of these factors. By estimating decomposed error using multiple runs of an algorithm and multiple training sets, the framework provides a greater degree of certainty about the prediction error. Also, decomposing error into bias, variance due to the algorithm (internal variance), and variance due to the training data (external variance) more fully characterises evolutionary algorithms. This allows the behaviour of an algorithm to be confirmed. Applying the framework to a number of evolutionary algorithms shows that their expected behaviour can be different to their actual behaviour. Identifying a behaviour mismatch is important in terms of understanding how to further refine an algorithm as well as how to effectively apply an algorithm to a problem.
{"title":"Using Decomposed Error for Reproducing Implicit Understanding of Algorithms.","authors":"Caitlin A Owen, Grant Dick, Peter A Whigham","doi":"10.1162/evco_a_00321","DOIUrl":"10.1162/evco_a_00321","url":null,"abstract":"<p><p>Reproducibility is important for having confidence in evolutionary machine learning algorithms. Although the focus of reproducibility is usually to recreate an aggregate prediction error score using fixed random seeds, this is not sufficient. Firstly, multiple runs of an algorithm, without a fixed random seed, should ideally return statistically equivalent results. Secondly, it should be confirmed whether the expected behaviour of an algorithm matches its actual behaviour, in terms of how an algorithm targets a reduction in prediction error. Confirming the behaviour of an algorithm is not possible when using a total error aggregate score. Using an error decomposition framework as a methodology for improving the reproducibility of results in evolutionary computation addresses both of these factors. By estimating decomposed error using multiple runs of an algorithm and multiple training sets, the framework provides a greater degree of certainty about the prediction error. Also, decomposing error into bias, variance due to the algorithm (internal variance), and variance due to the training data (external variance) more fully characterises evolutionary algorithms. This allows the behaviour of an algorithm to be confirmed. Applying the framework to a number of evolutionary algorithms shows that their expected behaviour can be different to their actual behaviour. Identifying a behaviour mismatch is important in terms of understanding how to further refine an algorithm as well as how to effectively apply an algorithm to a problem.</p>","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":" ","pages":"49-68"},"PeriodicalIF":6.8,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9084698","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Describing the properties of complex systems that evolve over time is a crucial requirement for monitoring and understanding them. Signal Temporal Logic (STL) is a framework that proved to be effective for this aim because it is expressive and allows state properties as human-readable formulae. Crafting STL formulae that fit a particular system is, however, a difficult task. For this reason, a few approaches have been proposed recently for the automatic learning of STL formulae starting from observations of the system. In this paper, we propose BUSTLE (Bi-level Universal STL Evolver), an approach based on evolutionary computation for learning STL formulae from data. BUSTLE advances the state-of-the-art because it (i) applies to a broader class of problems, in terms of what is known about the state of the system during its observation, and (ii) generates both the structure and the values of the parameters of the formulae employing a bi-level search mechanism (global for the structure, local for the parameters). We consider two cases where (a) observations of the system in both anomalous and regular state are available, or (b) only observations of regular state are available. We experimentally evaluate BUSTLE on problem instances corresponding to the two cases and compare it against previous approaches. We show that the evolved STL formulae are effective and human-readable: the versatility of BUSTLE does not come at the cost of lower effectiveness.
{"title":"BUSTLE: a Versatile Tool for the Evolutionary Learning of STL Specifications from Data.","authors":"Federico Pigozzi, Laura Nenzi, Eric Medvet","doi":"10.1162/evco_a_00347","DOIUrl":"https://doi.org/10.1162/evco_a_00347","url":null,"abstract":"<p><p>Describing the properties of complex systems that evolve over time is a crucial requirement for monitoring and understanding them. Signal Temporal Logic (STL) is a framework that proved to be effective for this aim because it is expressive and allows state properties as human-readable formulae. Crafting STL formulae that fit a particular system is, however, a difficult task. For this reason, a few approaches have been proposed recently for the automatic learning of STL formulae starting from observations of the system. In this paper, we propose BUSTLE (Bi-level Universal STL Evolver), an approach based on evolutionary computation for learning STL formulae from data. BUSTLE advances the state-of-the-art because it (i) applies to a broader class of problems, in terms of what is known about the state of the system during its observation, and (ii) generates both the structure and the values of the parameters of the formulae employing a bi-level search mechanism (global for the structure, local for the parameters). We consider two cases where (a) observations of the system in both anomalous and regular state are available, or (b) only observations of regular state are available. We experimentally evaluate BUSTLE on problem instances corresponding to the two cases and compare it against previous approaches. We show that the evolved STL formulae are effective and human-readable: the versatility of BUSTLE does not come at the cost of lower effectiveness.</p>","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":" ","pages":"1-24"},"PeriodicalIF":6.8,"publicationDate":"2024-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139913984","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Existing work on offline data-driven optimization mainly focuses on problems in static environments, and little attention has been paid to problems in dynamic environments. Offline data-driven optimization in dynamic environments is a challenging problem because the distribution of collected data varies over time, requiring surrogate models and optimal solutions tracking with time. This paper proposes a knowledge-transfer-based data-driven optimization algorithm to address these issues. First, an ensemble learning method is adopted to train surrogate models to leverage the knowledge of data in historical environments as well as adapt to new environments. Specifically, given data in a new environment, a model is constructed with the new data, and the preserved models of historical environments are further trained with the new data. Then, these models are considered to be base learners and combined as an ensemble surrogate model. After that, all base learners and the ensemble surrogate model are simultaneously optimized in a multitask environment for finding optimal solutions for real fitness functions. In this way, the optimization tasks in the previous environments can be used to accelerate the tracking of the optimum in the current environment. Since the ensemble model is the most accurate surrogate, we assign more individuals to the ensemble surrogate than its base learners. Empirical results on six dynamic optimization benchmark problems demonstrate the effectiveness of the proposed algorithm compared with four state-of-the-art offline data-driven optimization algorithms. Code is available at https://github.com/Peacefulyang/DSE_MFS.git.
{"title":"A Data Stream Ensemble Assisted Multifactorial Evolutionary Algorithm for Offline Data-Driven Dynamic Optimization.","authors":"Cuie Yang, Jinliang Ding, Yaochu Jin, Tianyou Chai","doi":"10.1162/evco_a_00332","DOIUrl":"10.1162/evco_a_00332","url":null,"abstract":"<p><p>Existing work on offline data-driven optimization mainly focuses on problems in static environments, and little attention has been paid to problems in dynamic environments. Offline data-driven optimization in dynamic environments is a challenging problem because the distribution of collected data varies over time, requiring surrogate models and optimal solutions tracking with time. This paper proposes a knowledge-transfer-based data-driven optimization algorithm to address these issues. First, an ensemble learning method is adopted to train surrogate models to leverage the knowledge of data in historical environments as well as adapt to new environments. Specifically, given data in a new environment, a model is constructed with the new data, and the preserved models of historical environments are further trained with the new data. Then, these models are considered to be base learners and combined as an ensemble surrogate model. After that, all base learners and the ensemble surrogate model are simultaneously optimized in a multitask environment for finding optimal solutions for real fitness functions. In this way, the optimization tasks in the previous environments can be used to accelerate the tracking of the optimum in the current environment. Since the ensemble model is the most accurate surrogate, we assign more individuals to the ensemble surrogate than its base learners. Empirical results on six dynamic optimization benchmark problems demonstrate the effectiveness of the proposed algorithm compared with four state-of-the-art offline data-driven optimization algorithms. Code is available at https://github.com/Peacefulyang/DSE_MFS.git.</p>","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":" ","pages":"433-458"},"PeriodicalIF":6.8,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9424656","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Multiobjective evolutionary algorithms are successfully applied in many real-world multiobjective optimization problems. As for many other AI methods, the theoretical understanding of these algorithms is lagging far behind their success in practice. In particular, previous theory work considers mostly easy problems that are composed of unimodal objectives. As a first step towards a deeper understanding of how evolutionary algorithms solve multimodal multiobjective problems, we propose the OneJumpZeroJump problem, a bi-objective problem composed of two objectives isomorphic to the classic jump function benchmark. We prove that the simple evolutionary multiobjective optimizer (SEMO) with probability one does not compute the full Pareto front, regardless of the runtime. In contrast, for all problem sizes n and all jump sizes k∈[4..n2-1], the global SEMO (GSEMO) covers the Pareto front in an expected number of Θ((n-2k)nk) iterations. For k=o(n), we also show the tighter bound 32enk+1±o(nk+1), which might be the first runtime bound for an MOEA that is tight apart from lower-order terms. We also combine the GSEMO with two approaches that showed advantages in single-objective multimodal problems. When using the GSEMO with a heavy-tailed mutation operator, the expected runtime improves by a factor of at least kΩ(k). When adapting the recent stagnation-detection strategy of Rajabi and Witt (2022) to the GSEMO, the expected runtime also improves by a factor of at least kΩ(k) and surpasses the heavy-tailed GSEMO by a small polynomial factor in k. Via an experimental analysis, we show that these asymptotic differences are visible already for small problem sizes: A factor-5 speed-up from heavy-tailed mutation and a factor-10 speed-up from stagnation detection can be observed already for jump size 4 and problem sizes between 10 and 50. Overall, our results show that the ideas recently developed to aid single-objective evolutionary algorithms to cope with local optima can be effectively employed also in multiobjective optimization.
{"title":"Theoretical Analyses of Multiobjective Evolutionary Algorithms on Multimodal Objectives.","authors":"Weijie Zheng, Benjamin Doerr","doi":"10.1162/evco_a_00328","DOIUrl":"10.1162/evco_a_00328","url":null,"abstract":"<p><p>Multiobjective evolutionary algorithms are successfully applied in many real-world multiobjective optimization problems. As for many other AI methods, the theoretical understanding of these algorithms is lagging far behind their success in practice. In particular, previous theory work considers mostly easy problems that are composed of unimodal objectives. As a first step towards a deeper understanding of how evolutionary algorithms solve multimodal multiobjective problems, we propose the OneJumpZeroJump problem, a bi-objective problem composed of two objectives isomorphic to the classic jump function benchmark. We prove that the simple evolutionary multiobjective optimizer (SEMO) with probability one does not compute the full Pareto front, regardless of the runtime. In contrast, for all problem sizes n and all jump sizes k∈[4..n2-1], the global SEMO (GSEMO) covers the Pareto front in an expected number of Θ((n-2k)nk) iterations. For k=o(n), we also show the tighter bound 32enk+1±o(nk+1), which might be the first runtime bound for an MOEA that is tight apart from lower-order terms. We also combine the GSEMO with two approaches that showed advantages in single-objective multimodal problems. When using the GSEMO with a heavy-tailed mutation operator, the expected runtime improves by a factor of at least kΩ(k). When adapting the recent stagnation-detection strategy of Rajabi and Witt (2022) to the GSEMO, the expected runtime also improves by a factor of at least kΩ(k) and surpasses the heavy-tailed GSEMO by a small polynomial factor in k. Via an experimental analysis, we show that these asymptotic differences are visible already for small problem sizes: A factor-5 speed-up from heavy-tailed mutation and a factor-10 speed-up from stagnation detection can be observed already for jump size 4 and problem sizes between 10 and 50. Overall, our results show that the ideas recently developed to aid single-objective evolutionary algorithms to cope with local optima can be effectively employed also in multiobjective optimization.</p>","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":" ","pages":"337-373"},"PeriodicalIF":6.8,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9250961","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}