高交叉率和低交叉率下差分演化操作的分析

James Montgomery, Stephen Y. Chen
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引用次数: 64

摘要

影响差分演化(DE)运行的一个关键参数是交叉率Cr =[0,1]。对于可分离问题,建议使用非常低的值,而对于不可分离问题(包括大多数现实世界的问题),Cr = 0.9已经成为事实上的标准,可以在很大范围的问题领域中很好地工作。最近关于可分和不可分问题的研究表明,低维搜索可以在高维搜索空间的搜索技术性能中发挥重要作用。但是,Cr = 0.9的标准值意味着非常高维的搜索,这对于其他搜索技术来说是无效的。对Cr在其范围内的分析[0,1]可以深入了解其值如何影响DE的性能,并建议如何使用低值来提高DE的性能。这种对高交叉率和低交叉率下DE操作的新理解有助于分析自适应参数如何影响DE性能,并为如何开发自适应DE技术提供新的建议。
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An analysis of the operation of differential evolution at high and low crossover rates
A key parameter affecting the operation of differential evolution (DE) is the crossover rate Cr ∊ [0, 1]. While very low values are recommended for and used with separable problems, on non-separable problems, which include most real-world problems, Cr = 0.9 has become the de facto standard, working well across a large range of problem domains. Recent work on separable and non-separable problems has shown that lower-dimensional searches can play an important role in the performance of search techniques in higher-dimensional search spaces. However, the standard value of Cr = 0.9 implies a very high-dimensional search, which is not effective for other search techniques. An analysis of Cr across its range [0, 1] provides insight into how its value affects the performance of DE and suggests how low values may be used to improve the performance of DE. This new understanding of the operation of DE at high and low crossover rates is useful for analysing how adaptive parameters affect DE performance and leads to new suggestions for how adaptive DE techniques might be developed.
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