181 research outputs found
Self-Adaptive Surrogate-Assisted Covariance Matrix Adaptation Evolution Strategy
This paper presents a novel mechanism to adapt surrogate-assisted
population-based algorithms. This mechanism is applied to ACM-ES, a recently
proposed surrogate-assisted variant of CMA-ES. The resulting algorithm,
saACM-ES, adjusts online the lifelength of the current surrogate model (the
number of CMA-ES generations before learning a new surrogate) and the surrogate
hyper-parameters. Both heuristics significantly improve the quality of the
surrogate model, yielding a significant speed-up of saACM-ES compared to the
ACM-ES and CMA-ES baselines. The empirical validation of saACM-ES on the
BBOB-2012 noiseless testbed demonstrates the efficiency and the scalability
w.r.t the problem dimension and the population size of the proposed approach,
that reaches new best results on some of the benchmark problems.Comment: Genetic and Evolutionary Computation Conference (GECCO 2012) (2012
Enhancing SAEAs with Unevaluated Solutions: A Case Study of Relation Model for Expensive Optimization
Surrogate-assisted evolutionary algorithms (SAEAs) hold significant
importance in resolving expensive optimization problems~(EOPs). Extensive
efforts have been devoted to improving the efficacy of SAEAs through the
development of proficient model-assisted selection methods. However, generating
high-quality solutions is a prerequisite for selection. The fundamental
paradigm of evaluating a limited number of solutions in each generation within
SAEAs reduces the variance of adjacent populations, thus impacting the quality
of offspring solutions. This is a frequently encountered issue, yet it has not
gained widespread attention. This paper presents a framework using unevaluated
solutions to enhance the efficiency of SAEAs. The surrogate model is employed
to identify high-quality solutions for direct generation of new solutions
without evaluation. To ensure dependable selection, we have introduced two
tailored relation models for the selection of the optimal solution and the
unevaluated population. A comprehensive experimental analysis is performed on
two test suites, which showcases the superiority of the relation model over
regression and classification models in the selection phase. Furthermore, the
surrogate-selected unevaluated solutions with high potential have been shown to
significantly enhance the efficiency of the algorithm.Comment: 18 pages, 9 figure
Black-box optimization benchmarking of IPOP-saACM-ES on the BBOB-2012 noisy testbed
In this paper, we study the performance of IPOP-saACM-ES, recently proposed
self-adaptive surrogate-assisted Covariance Matrix Adaptation Evolution
Strategy. The algorithm was tested using restarts till a total number of
function evaluations of was reached, where is the dimension of the
function search space. The experiments show that the surrogate model control
allows IPOP-saACM-ES to be as robust as the original IPOP-aCMA-ES and
outperforms the latter by a factor from 2 to 3 on 6 benchmark problems with
moderate noise. On 15 out of 30 benchmark problems in dimension 20,
IPOP-saACM-ES exceeds the records observed during BBOB-2009 and BBOB-2010.Comment: Genetic and Evolutionary Computation Conference (GECCO 2012) (2012
Design mining interacting wind turbines
© 2016 by the Massachusetts Institute of Technology. An initial study has recently been presented of surrogate-assisted evolutionary algorithms used to design vertical-axis wind turbines wherein candidate prototypes are evaluated under fan-generated wind conditions after being physically instantiated by a 3D printer. Unlike other approaches, such as computational fluid dynamics simulations, no mathematical formulations were used and no model assumptions weremade. This paper extends that work by exploring alternative surrogate modelling and evolutionary techniques. The accuracy of various modelling algorithms used to estimate the fitness of evaluated individuals from the initial experiments is compared. The effect of temporally windowing surrogate model training samples is explored. A surrogateassisted approach based on an enhanced local search is introduced; and alternative coevolution collaboration schemes are examined
GeoPhy: Differentiable Phylogenetic Inference via Geometric Gradients of Tree Topologies
Phylogenetic inference, grounded in molecular evolution models, is essential
for understanding the evolutionary relationships in biological data. Accounting
for the uncertainty of phylogenetic tree variables, which include tree
topologies and evolutionary distances on branches, is crucial for accurately
inferring species relationships from molecular data and tasks requiring
variable marginalization. Variational Bayesian methods are key to developing
scalable, practical models; however, it remains challenging to conduct
phylogenetic inference without restricting the combinatorially vast number of
possible tree topologies. In this work, we introduce a novel, fully
differentiable formulation of phylogenetic inference that leverages a unique
representation of topological distributions in continuous geometric spaces.
Through practical considerations on design spaces and control variates for
gradient estimations, our approach, GeoPhy, enables variational inference
without limiting the topological candidates. In experiments using real
benchmark datasets, GeoPhy significantly outperformed other approximate
Bayesian methods that considered whole topologies.Comment: 23 pages, 5 figure
Evolutionary Multiobjective Optimization Driven by Generative Adversarial Networks (GANs)
Recently, increasing works have proposed to drive evolutionary algorithms
using machine learning models. Usually, the performance of such model based
evolutionary algorithms is highly dependent on the training qualities of the
adopted models. Since it usually requires a certain amount of data (i.e. the
candidate solutions generated by the algorithms) for model training, the
performance deteriorates rapidly with the increase of the problem scales, due
to the curse of dimensionality. To address this issue, we propose a
multi-objective evolutionary algorithm driven by the generative adversarial
networks (GANs). At each generation of the proposed algorithm, the parent
solutions are first classified into real and fake samples to train the GANs;
then the offspring solutions are sampled by the trained GANs. Thanks to the
powerful generative ability of the GANs, our proposed algorithm is capable of
generating promising offspring solutions in high-dimensional decision space
with limited training data. The proposed algorithm is tested on 10 benchmark
problems with up to 200 decision variables. Experimental results on these test
problems demonstrate the effectiveness of the proposed algorithm
Efficient Computation of Expected Hypervolume Improvement Using Box Decomposition Algorithms
In the field of multi-objective optimization algorithms, multi-objective
Bayesian Global Optimization (MOBGO) is an important branch, in addition to
evolutionary multi-objective optimization algorithms (EMOAs). MOBGO utilizes
Gaussian Process models learned from previous objective function evaluations to
decide the next evaluation site by maximizing or minimizing an infill
criterion. A common criterion in MOBGO is the Expected Hypervolume Improvement
(EHVI), which shows a good performance on a wide range of problems, with
respect to exploration and exploitation. However, so far it has been a
challenge to calculate exact EHVI values efficiently. In this paper, an
efficient algorithm for the computation of the exact EHVI for a generic case is
proposed. This efficient algorithm is based on partitioning the integration
volume into a set of axis-parallel slices. Theoretically, the upper bound time
complexities are improved from previously and , for two- and
three-objective problems respectively, to , which is
asymptotically optimal. This article generalizes the scheme in higher
dimensional case by utilizing a new hyperbox decomposition technique, which was
proposed by D{\"a}chert et al, EJOR, 2017. It also utilizes a generalization of
the multilayered integration scheme that scales linearly in the number of
hyperboxes of the decomposition. The speed comparison shows that the proposed
algorithm in this paper significantly reduces computation time. Finally, this
decomposition technique is applied in the calculation of the Probability of
Improvement (PoI)
- …