The class of algorithms called Hessian Estimation Evolution Strategies (HE-ESs) update the covariance matrix of their sampling distribution by directly estimating the curvature of the objective function. The approach is practically efficient, as attested by respectable performance on the BBOB testbed, even on rather irregular functions. In this article, we formally prove two strong guarantees for the (1 + 4)-HE-ES, a minimal elitist member of the family: stability of the covariance matrix update, and as a consequence, linear convergence on all convex quadratic problems at a rate that is independent of the problem instance.
{"title":"Convergence Analysis of the Hessian Estimation Evolution Strategy","authors":"Tobias Glasmachers;Oswin Krause","doi":"10.1162/evco_a_00295","DOIUrl":"10.1162/evco_a_00295","url":null,"abstract":"The class of algorithms called Hessian Estimation Evolution Strategies (HE-ESs) update the covariance matrix of their sampling distribution by directly estimating the curvature of the objective function. The approach is practically efficient, as attested by respectable performance on the BBOB testbed, even on rather irregular functions. In this article, we formally prove two strong guarantees for the (1 + 4)-HE-ES, a minimal elitist member of the family: stability of the covariance matrix update, and as a consequence, linear convergence on all convex quadratic problems at a rate that is independent of the problem instance.","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"30 1","pages":"27-50"},"PeriodicalIF":6.8,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39625448","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}
Niching methods have been developed to maintain the population diversity, to investigate many peaks in parallel, and to reduce the effect of genetic drift. We present the first rigorous runtime analyses of restricted tournament selection (RTS), embedded in a (μ+1) EA, and analyse its effectiveness at finding both optima of the bimodal function TwoMax. In RTS, an offspring competes against the closest individual, with respect to some distance measure, amongst w (window size) population members (chosen uniformly at random with replacement), to encourage competition within the same niche. We prove that RTS finds both optima on TwoMax efficiently if the window size w is large enough. However, if w is too small, RTS fails to find both optima even in exponential time, with high probability. We further consider a variant of RTS selecting individuals for the tournament without replacement. It yields a more diverse tournament and is more effective at preventing one niche from taking over the other. However, this comes at the expense of a slower progress towards optima when a niche collapses to a single individual. Our theoretical results are accompanied by experimental studies that shed light on parameters not covered by the theoretical results and support a conjectured lower runtime bound.
{"title":"Runtime Analysis of Restricted Tournament Selection for Bimodal Optimisation","authors":"Edgar Covantes Osuna;Dirk Sudholt","doi":"10.1162/evco_a_00292","DOIUrl":"10.1162/evco_a_00292","url":null,"abstract":"Niching methods have been developed to maintain the population diversity, to investigate many peaks in parallel, and to reduce the effect of genetic drift. We present the first rigorous runtime analyses of restricted tournament selection (RTS), embedded in a (μ+1) EA, and analyse its effectiveness at finding both optima of the bimodal function TwoMax. In RTS, an offspring competes against the closest individual, with respect to some distance measure, amongst w (window size) population members (chosen uniformly at random with replacement), to encourage competition within the same niche. We prove that RTS finds both optima on TwoMax efficiently if the window size w is large enough. However, if w is too small, RTS fails to find both optima even in exponential time, with high probability. We further consider a variant of RTS selecting individuals for the tournament without replacement. It yields a more diverse tournament and is more effective at preventing one niche from taking over the other. However, this comes at the expense of a slower progress towards optima when a niche collapses to a single individual. Our theoretical results are accompanied by experimental studies that shed light on parameters not covered by the theoretical results and support a conjectured lower runtime bound.","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"30 1","pages":"1-26"},"PeriodicalIF":6.8,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39499752","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}
Léo Françoso Dal Piccol Sotto;Franz Rothlauf;Vinícius Veloso de Melo;Márcio P. Basgalupp
Linear Genetic Programming (LGP) represents programs as sequences of instructions and has a Directed Acyclic Graph (DAG) dataflow. The results of instructions are stored in registers that can be used as arguments by other instructions. Instructions that are disconnected from the main part of the program are called noneffective instructions, or structural introns. They also appear in other DAG-based GP approaches like Cartesian Genetic Programming (CGP). This article studies four hypotheses on the role of structural introns: noneffective instructions (1) serve as evolutionary memory, where evolved information is stored and later used in search, (2) preserve population diversity, (3) allow neutral search, where structural introns increase the number of neutral mutations and improve performance, and (4) serve as genetic material to enable program growth. We study different variants of LGP controlling the influence of introns for symbolic regression, classification, and digital circuits problems. We find that there is (1) evolved information in the noneffective instructions that can be reactivated and that (2) structural introns can promote programs with higher effective diversity. However, both effects have no influence on LGP search performance. On the other hand, allowing mutations to not only be applied to effective but also to noneffective instructions (3) increases the rate of neutral mutations and (4) contributes to program growth by making use of the genetic material available as structural introns. This comes along with a significant increase of LGP performance, which makes structural introns important for LGP.
{"title":"An Analysis of the Influence of Noneffective Instructions in Linear Genetic Programming","authors":"Léo Françoso Dal Piccol Sotto;Franz Rothlauf;Vinícius Veloso de Melo;Márcio P. Basgalupp","doi":"10.1162/evco_a_00296","DOIUrl":"10.1162/evco_a_00296","url":null,"abstract":"Linear Genetic Programming (LGP) represents programs as sequences of instructions and has a Directed Acyclic Graph (DAG) dataflow. The results of instructions are stored in registers that can be used as arguments by other instructions. Instructions that are disconnected from the main part of the program are called noneffective instructions, or structural introns. They also appear in other DAG-based GP approaches like Cartesian Genetic Programming (CGP). This article studies four hypotheses on the role of structural introns: noneffective instructions (1) serve as evolutionary memory, where evolved information is stored and later used in search, (2) preserve population diversity, (3) allow neutral search, where structural introns increase the number of neutral mutations and improve performance, and (4) serve as genetic material to enable program growth. We study different variants of LGP controlling the influence of introns for symbolic regression, classification, and digital circuits problems. We find that there is (1) evolved information in the noneffective instructions that can be reactivated and that (2) structural introns can promote programs with higher effective diversity. However, both effects have no influence on LGP search performance. On the other hand, allowing mutations to not only be applied to effective but also to noneffective instructions (3) increases the rate of neutral mutations and (4) contributes to program growth by making use of the genetic material available as structural introns. This comes along with a significant increase of LGP performance, which makes structural introns important for LGP.","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"30 1","pages":"51-74"},"PeriodicalIF":6.8,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39339617","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}
High-dimensional unbalanced classification is challenging because of the joint effects of high dimensionality and class imbalance. Genetic programming (GP) has the potential benefits for use in high-dimensional classification due to its built-in capability to select informative features. However, once data are not evenly distributed, GP tends to develop biased classifiers which achieve a high accuracy on the majority class but a low accuracy on the minority class. Unfortunately, the minority class is often at least as important as the majority class. It is of importance to investigate how GP can be effectively utilized for high-dimensional unbalanced classification. In this article, to address the performance bias issue of GP, a new two-criterion fitness function is developed, which considers two criteria, that is, the approximation of area under the curve (AUC) and the classification clarity (i.e., how well a program can separate two classes). The obtained values on the two criteria are combined in pairs, instead of summing them together. Furthermore, this article designs a three-criterion tournament selection to effectively identify and select good programs to be used by genetic operators for generating offspring during the evolutionary learning process. The experimental results show that the proposed method achieves better classification performance than other compared methods.
{"title":"High-Dimensional Unbalanced Binary Classification by Genetic Programming with Multi-Criterion Fitness Evaluation and Selection","authors":"Wenbin Pei;Bing Xue;Lin Shang;Mengjie Zhang","doi":"10.1162/evco_a_00304","DOIUrl":"10.1162/evco_a_00304","url":null,"abstract":"High-dimensional unbalanced classification is challenging because of the joint effects of high dimensionality and class imbalance. Genetic programming (GP) has the potential benefits for use in high-dimensional classification due to its built-in capability to select informative features. However, once data are not evenly distributed, GP tends to develop biased classifiers which achieve a high accuracy on the majority class but a low accuracy on the minority class. Unfortunately, the minority class is often at least as important as the majority class. It is of importance to investigate how GP can be effectively utilized for high-dimensional unbalanced classification. In this article, to address the performance bias issue of GP, a new two-criterion fitness function is developed, which considers two criteria, that is, the approximation of area under the curve (AUC) and the classification clarity (i.e., how well a program can separate two classes). The obtained values on the two criteria are combined in pairs, instead of summing them together. Furthermore, this article designs a three-criterion tournament selection to effectively identify and select good programs to be used by genetic operators for generating offspring during the evolutionary learning process. The experimental results show that the proposed method achieves better classification performance than other compared methods.","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"30 1","pages":"99-129"},"PeriodicalIF":6.8,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39583649","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}
G. Kronberger;F. O. de Franca;B. Burlacu;C. Haider;M. Kommenda
We investigate the addition of constraints on the function image and its derivatives for the incorporation of prior knowledge in symbolic regression. The approach is called shape-constrained symbolic regression and allows us to enforce, for example, monotonicity of the function over selected inputs. The aim is to find models which conform to expected behavior and which have improved extrapolation capabilities. We demonstrate the feasibility of the idea and propose and compare two evolutionary algorithms for shape-constrained symbolic regression: (i) an extension of tree-based genetic programming which discards infeasible solutions in the selection step, and (ii) a two-population evolutionary algorithm that separates the feasible from the infeasible solutions. In both algorithms we use interval arithmetic to approximate bounds for models and their partial derivatives. The algorithms are tested on a set of 19 synthetic and four real-world regression problems. Both algorithms are able to identify models which conform to shape constraints which is not the case for the unmodified symbolic regression algorithms. However, the predictive accuracy of models with constraints is worse on the training set and the test set. Shape-constrained polynomial regression produces the best results for the test set but also significantly larger models.
{"title":"Shape-Constrained Symbolic Regression—Improving Extrapolation with Prior Knowledge","authors":"G. Kronberger;F. O. de Franca;B. Burlacu;C. Haider;M. Kommenda","doi":"10.1162/evco_a_00294","DOIUrl":"10.1162/evco_a_00294","url":null,"abstract":"We investigate the addition of constraints on the function image and its derivatives for the incorporation of prior knowledge in symbolic regression. The approach is called shape-constrained symbolic regression and allows us to enforce, for example, monotonicity of the function over selected inputs. The aim is to find models which conform to expected behavior and which have improved extrapolation capabilities. We demonstrate the feasibility of the idea and propose and compare two evolutionary algorithms for shape-constrained symbolic regression: (i) an extension of tree-based genetic programming which discards infeasible solutions in the selection step, and (ii) a two-population evolutionary algorithm that separates the feasible from the infeasible solutions. In both algorithms we use interval arithmetic to approximate bounds for models and their partial derivatives. The algorithms are tested on a set of 19 synthetic and four real-world regression problems. Both algorithms are able to identify models which conform to shape constraints which is not the case for the unmodified symbolic regression algorithms. However, the predictive accuracy of models with constraints is worse on the training set and the test set. Shape-constrained polynomial regression produces the best results for the test set but also significantly larger models.","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"30 1","pages":"75-98"},"PeriodicalIF":6.8,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39499749","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}
Abstract This article presents a novel method, called Modular Grammatical Evolution (MGE), toward validating the hypothesis that restricting the solution space of NeuroEvolution to modular and simple neural networks enables the efficient generation of smaller and more structured neural networks while providing acceptable (and in some cases superior) accuracy on large data sets. MGE also enhances the state-of-the-art Grammatical Evolution (GE) methods in two directions. First, MGE's representation is modular in that each individual has a set of genes, and each gene is mapped to a neuron by grammatical rules. Second, the proposed representation mitigates two important drawbacks of GE, namely the low scalability and weak locality of representation, toward generating modular and multilayer networks with a high number of neurons. We define and evaluate five different forms of structures with and without modularity using MGE and find single-layer modules with no coupling more productive. Our experiments demonstrate that modularity helps in finding better neural networks faster. We have validated the proposed method using ten well-known classification benchmarks with different sizes, feature counts, and output class counts. Our experimental results indicate that MGE provides superior accuracy with respect to existing NeuroEvolution methods and returns classifiers that are significantly simpler than other machine learning generated classifiers. Finally, we empirically demonstrate that MGE outperforms other GE methods in terms of locality and scalability properties.
{"title":"Modular Grammatical Evolution for the Generation of Artificial Neural Networks","authors":"Khabat Soltanian, Ali Ebnenasir, M. Afsharchi","doi":"10.1145/3520304.3534072","DOIUrl":"https://doi.org/10.1145/3520304.3534072","url":null,"abstract":"Abstract This article presents a novel method, called Modular Grammatical Evolution (MGE), toward validating the hypothesis that restricting the solution space of NeuroEvolution to modular and simple neural networks enables the efficient generation of smaller and more structured neural networks while providing acceptable (and in some cases superior) accuracy on large data sets. MGE also enhances the state-of-the-art Grammatical Evolution (GE) methods in two directions. First, MGE's representation is modular in that each individual has a set of genes, and each gene is mapped to a neuron by grammatical rules. Second, the proposed representation mitigates two important drawbacks of GE, namely the low scalability and weak locality of representation, toward generating modular and multilayer networks with a high number of neurons. We define and evaluate five different forms of structures with and without modularity using MGE and find single-layer modules with no coupling more productive. Our experiments demonstrate that modularity helps in finding better neural networks faster. We have validated the proposed method using ten well-known classification benchmarks with different sizes, feature counts, and output class counts. Our experimental results indicate that MGE provides superior accuracy with respect to existing NeuroEvolution methods and returns classifiers that are significantly simpler than other machine learning generated classifiers. Finally, we empirically demonstrate that MGE outperforms other GE methods in terms of locality and scalability properties.","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"30 1","pages":"291-327"},"PeriodicalIF":6.8,"publicationDate":"2021-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46524257","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}
T. F. Nygaard;C. P. Martin;D. Howard;J. Torresen;K. Glette
Robots operating in the real world will experience a range of different environments and tasks. It is essential for the robot to have the ability to adapt to its surroundings to work efficiently in changing conditions. Evolutionary robotics aims to solve this by optimizing both the control and body (morphology) of a robot, allowing adaptation to internal, as well as external factors. Most work in this field has been done in physics simulators, which are relatively simple and not able to replicate the richness of interactions found in the real world. Solutions that rely on the complex interplay among control, body, and environment are therefore rarely found. In this article, we rely solely on real-world evaluations and apply evolutionary search to yield combinations of morphology and control for our mechanically self-reconfiguring quadruped robot. We evolve solutions on two distinct physical surfaces and analyze the results in terms of both control and morphology. We then transition to two previously unseen surfaces to demonstrate the generality of our method. We find that the evolutionary search finds high-performing and diverse morphology-controller configurations by adapting both control and body to the different properties of the physical environments. We additionally find that morphology and control vary with statistical significance between the environments. Moreover, we observe that our method allows for morphology and control parameters to transfer to previously unseen terrains, demonstrating the generality of our approach.
{"title":"Environmental Adaptation of Robot Morphology and Control Through Real-World Evolution","authors":"T. F. Nygaard;C. P. Martin;D. Howard;J. Torresen;K. Glette","doi":"10.1162/evco_a_00291","DOIUrl":"10.1162/evco_a_00291","url":null,"abstract":"Robots operating in the real world will experience a range of different environments and tasks. It is essential for the robot to have the ability to adapt to its surroundings to work efficiently in changing conditions. Evolutionary robotics aims to solve this by optimizing both the control and body (morphology) of a robot, allowing adaptation to internal, as well as external factors. Most work in this field has been done in physics simulators, which are relatively simple and not able to replicate the richness of interactions found in the real world. Solutions that rely on the complex interplay among control, body, and environment are therefore rarely found. In this article, we rely solely on real-world evaluations and apply evolutionary search to yield combinations of morphology and control for our mechanically self-reconfiguring quadruped robot. We evolve solutions on two distinct physical surfaces and analyze the results in terms of both control and morphology. We then transition to two previously unseen surfaces to demonstrate the generality of our method. We find that the evolutionary search finds high-performing and diverse morphology-controller configurations by adapting both control and body to the different properties of the physical environments. We additionally find that morphology and control vary with statistical significance between the environments. Moreover, we observe that our method allows for morphology and control parameters to transfer to previously unseen terrains, demonstrating the generality of our approach.","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"29 4","pages":"441-461"},"PeriodicalIF":6.8,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39497443","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}
Dynamic multiobjective optimization deals with simultaneous optimization of multiple conflicting objectives that change over time. Several response strategies for dynamic optimization have been proposed, which do not work well for all types of environmental changes. In this article, we propose a new dynamic multiobjective evolutionary algorithm based on objective space decomposition, in which the maxi-min fitness function is adopted for selection and a self-adaptive response strategy integrating a number of different response strategies is designed to handle unknown environmental changes. The self-adaptive response strategy can adaptively select one of the strategies according to their contributions to the tracking performance in the previous environments. Experimental results indicate that the proposed algorithm is competitive and promising for solving different DMOPs in the presence of unknown environmental changes. Meanwhile, the proposed algorithm is applied to solve the parameter tuning problem of a proportional integral derivative (PID) controller of a dynamic system, obtaining better control effect.
{"title":"A Self-Adaptive Response Strategy for Dynamic Multiobjective Evolutionary Optimization Based on Objective Space Decomposition","authors":"Ruochen Liu;Jianxia Li;Yaochu Jin;Licheng Jiao","doi":"10.1162/evco_a_00289","DOIUrl":"10.1162/evco_a_00289","url":null,"abstract":"Dynamic multiobjective optimization deals with simultaneous optimization of multiple conflicting objectives that change over time. Several response strategies for dynamic optimization have been proposed, which do not work well for all types of environmental changes. In this article, we propose a new dynamic multiobjective evolutionary algorithm based on objective space decomposition, in which the maxi-min fitness function is adopted for selection and a self-adaptive response strategy integrating a number of different response strategies is designed to handle unknown environmental changes. The self-adaptive response strategy can adaptively select one of the strategies according to their contributions to the tracking performance in the previous environments. Experimental results indicate that the proposed algorithm is competitive and promising for solving different DMOPs in the presence of unknown environmental changes. Meanwhile, the proposed algorithm is applied to solve the parameter tuning problem of a proportional integral derivative (PID) controller of a dynamic system, obtaining better control effect.","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"29 4","pages":"491-519"},"PeriodicalIF":6.8,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"38847968","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}
It seems very intuitive that for the maximization of the OneMax problem Om(x):=∑i=1nxi the best that an elitist unary unbiased search algorithm can do is to store a best so far solution, and to modify it with the operator that yields the best possible expected progress in function value. This assumption has been implicitly used in several empirical works. In Doerr et al. (2020), it was formally proven that this approach is indeed almost optimal. In this work, we prove that drift maximization is not optimal. More precisely, we show that for most fitness levels between n/2 and 2n/3 the optimal mutation strengths are larger than the drift-maximizing ones. This implies that the optimal RLS is more risk-affine than the variant maximizing the stepwise expected progress. We show similar results for the mutation rates of the classic (1+1) Evolutionary Algorithm (EA) and its resampling variant, the (1+1) EA>0. As a result of independent interest we show that the optimal mutation strengths, unlike the drift-maximizing ones, can be even.
{"title":"Maximizing Drift Is Not Optimal for Solving OneMax","authors":"Nathan Buskulic;Carola Doerr","doi":"10.1162/evco_a_00290","DOIUrl":"10.1162/evco_a_00290","url":null,"abstract":"It seems very intuitive that for the maximization of the OneMax problem Om(x):=∑i=1nxi the best that an elitist unary unbiased search algorithm can do is to store a best so far solution, and to modify it with the operator that yields the best possible expected progress in function value. This assumption has been implicitly used in several empirical works. In Doerr et al. (2020), it was formally proven that this approach is indeed almost optimal. In this work, we prove that drift maximization is not optimal. More precisely, we show that for most fitness levels between n/2 and 2n/3 the optimal mutation strengths are larger than the drift-maximizing ones. This implies that the optimal RLS is more risk-affine than the variant maximizing the stepwise expected progress. We show similar results for the mutation rates of the classic (1+1) Evolutionary Algorithm (EA) and its resampling variant, the (1+1) EA>0. As a result of independent interest we show that the optimal mutation strengths, unlike the drift-maximizing ones, can be even.","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"29 4","pages":"521-541"},"PeriodicalIF":6.8,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"38847969","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}
In their recent work, Lehre and Nguyen (2019) show that the univariate marginal distribution algorithm (UMDA) needs time exponential in the parent populations size to optimize the DeceptiveLeadingBlocks (DLB) problem. They conclude from this result that univariate EDAs have difficulties with deception and epistasis. In this work, we show that this negative finding is caused by the choice of the parameters of the UMDA. When the population sizes are chosen large enough to prevent genetic drift, then the UMDA optimizes the DLB problem with high probability with at most λ(n2+2elnn) fitness evaluations. Since an offspring population size λ of order nlogn can prevent genetic drift, the UMDA can solve the DLB problem with O(n2logn) fitness evaluations. In contrast, for classic evolutionary algorithms no better runtime guarantee than O(n3) is known (which we prove to be tight for the (1+1) EA), so our result rather suggests that the UMDA can cope well with deception and epistatis. From a broader perspective, our result shows that the UMDA can cope better with local optima than many classic evolutionary algorithms; such a result was previously known only for the compact genetic algorithm. Together with the lower bound of Lehre and Nguyen, our result for the first time rigorously proves that running EDAs in the regime with genetic drift can lead to drastic performance losses.
{"title":"The Univariate Marginal Distribution Algorithm Copes Well with Deception and Epistasis","authors":"Benjamin Doerr;Martin S. Krejca","doi":"10.1162/evco_a_00293","DOIUrl":"10.1162/evco_a_00293","url":null,"abstract":"In their recent work, Lehre and Nguyen (2019) show that the univariate marginal distribution algorithm (UMDA) needs time exponential in the parent populations size to optimize the DeceptiveLeadingBlocks (DLB) problem. They conclude from this result that univariate EDAs have difficulties with deception and epistasis. In this work, we show that this negative finding is caused by the choice of the parameters of the UMDA. When the population sizes are chosen large enough to prevent genetic drift, then the UMDA optimizes the DLB problem with high probability with at most λ(n2+2elnn) fitness evaluations. Since an offspring population size λ of order nlogn can prevent genetic drift, the UMDA can solve the DLB problem with O(n2logn) fitness evaluations. In contrast, for classic evolutionary algorithms no better runtime guarantee than O(n3) is known (which we prove to be tight for the (1+1) EA), so our result rather suggests that the UMDA can cope well with deception and epistatis. From a broader perspective, our result shows that the UMDA can cope better with local optima than many classic evolutionary algorithms; such a result was previously known only for the compact genetic algorithm. Together with the lower bound of Lehre and Nguyen, our result for the first time rigorously proves that running EDAs in the regime with genetic drift can lead to drastic performance losses.","PeriodicalId":50470,"journal":{"name":"Evolutionary Computation","volume":"29 4","pages":"543-563"},"PeriodicalIF":6.8,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39499751","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}