Q-Learning Induced Artificial Bee Colony for Noisy Optimization

The paper proposes a novel approach to adaptive selection of sample size for a trial solution of an evolutionary algorithm when noise of unknown distribution contaminates the objective surface. The sample size of a solution here is adapted based on the noisy fitness profile in the local surrounding of the given solution. The fitness estimate and the fitness variance of a sub-population surrounding the given solution are jointly used to signify the degree of noise contamination in its local neighborhood (LN). The adaptation of sample size based on the characteristics of the fitness landscape in the LN of a solution is realized here with the temporal difference Q-learning (TDQL). The merit of the present work lies in utilizing the reward-penalty based reinforcement learning mechanism of TDQL for sample size adaptation. This sidesteps the prerequisite setting of any specific functional form of relationship between the sample size requirement of a solution and the noisy fitness profile in its LN. Experiments undertaken reveal that the proposed algorithms, realized with artificial bee colony, significantly outperform the existing counterparts and the state-of-the-art algorithms

A Memetic Differential Evolution Approach in Noisy Optimization

This paper proposes amemetic approach for solving complex optimization problems characterized by a noisy fitness function. The proposed approach aims at solving highly multivariate and multi-modal landscapes which are also affected by a pernicious noise. The proposed algorithm employs a Differential Evolution framework and combines within this three additional algorithmic components. A controlled randomization of scale factor and crossover rate are employed which should better handle uncertainties of the problem and generally enhance performance of the Differential Evolution. Two combined local search algorithms applied to the scale factor, during offspring generation, should enhance performance of the Differential Evolution framework in the case of multi-modal and high dimensional problems. An on-line statistical test aims at assuring that only strictly necessary samples are taken and that all pairwise selections are properly performed. The proposed algorithm has been tested on a various set of test problems and its behavior has been studied, dependent on the dimensionality and noise level. A comparative analysis with a standard Differential Evolution, a modern version of Differential Evolution employing randomization of the control parameters and four metaheuristics tailored to optimization in a noisy environment has been carried out. One of these metaheuristics is a classical algorithm for noisy optimization while the other three are modern Differential Evolution based algorithms for noisy optimization which well represent the state-of-theart in the field. Numerical results show that the proposed memetic approach is an efficient and robust alternative for various and complex multivariate noisy problems and can be exported to real-world problems affected by a noise whose distribution can be approximated by a Gaussian distribution