12,802 research outputs found
Generalized decomposition and cross entropy methods for many-objective optimization
Decomposition-based algorithms for multi-objective
optimization problems have increased in popularity in the past decade. Although their convergence to the Pareto optimal front (PF) is in several instances superior to that of Pareto-based algorithms, the problem of selecting a way to distribute or guide these solutions in a high-dimensional space has not been explored. In this work, we introduce a novel concept which we call generalized
decomposition. Generalized decomposition provides a framework with which the decision maker (DM) can guide the underlying evolutionary algorithm toward specific regions of interest or the entire Pareto front with the desired distribution of Pareto optimal solutions. Additionally, it is shown that generalized decomposition simplifies many-objective problems by unifying the three performance objectives of multi-objective evolutionary algorithms – convergence to the PF, evenly distributed Pareto
optimal solutions and coverage of the entire front – to only one, that of convergence. A framework, established on generalized decomposition, and an estimation of distribution algorithm (EDA) based on low-order statistics, namely the cross-entropy method (CE), is created to illustrate the benefits of the proposed concept for many objective problems. This choice of EDA also enables
the test of the hypothesis that low-order statistics based EDAs can have comparable performance to more elaborate EDAs
Information-Geometric Optimization Algorithms: A Unifying Picture via Invariance Principles
We present a canonical way to turn any smooth parametric family of
probability distributions on an arbitrary search space into a
continuous-time black-box optimization method on , the
\emph{information-geometric optimization} (IGO) method. Invariance as a design
principle minimizes the number of arbitrary choices. The resulting \emph{IGO
flow} conducts the natural gradient ascent of an adaptive, time-dependent,
quantile-based transformation of the objective function. It makes no
assumptions on the objective function to be optimized.
The IGO method produces explicit IGO algorithms through time discretization.
It naturally recovers versions of known algorithms and offers a systematic way
to derive new ones. The cross-entropy method is recovered in a particular case,
and can be extended into a smoothed, parametrization-independent maximum
likelihood update (IGO-ML). For Gaussian distributions on , IGO
is related to natural evolution strategies (NES) and recovers a version of the
CMA-ES algorithm. For Bernoulli distributions on , we recover the
PBIL algorithm. From restricted Boltzmann machines, we obtain a novel algorithm
for optimization on . All these algorithms are unified under a
single information-geometric optimization framework.
Thanks to its intrinsic formulation, the IGO method achieves invariance under
reparametrization of the search space , under a change of parameters of the
probability distributions, and under increasing transformations of the
objective function.
Theory strongly suggests that IGO algorithms have minimal loss in diversity
during optimization, provided the initial diversity is high. First experiments
using restricted Boltzmann machines confirm this insight. Thus IGO seems to
provide, from information theory, an elegant way to spontaneously explore
several valleys of a fitness landscape in a single run.Comment: Final published versio
The Kalai-Smorodinski solution for many-objective Bayesian optimization
An ongoing aim of research in multiobjective Bayesian optimization is to
extend its applicability to a large number of objectives. While coping with a
limited budget of evaluations, recovering the set of optimal compromise
solutions generally requires numerous observations and is less interpretable
since this set tends to grow larger with the number of objectives. We thus
propose to focus on a specific solution originating from game theory, the
Kalai-Smorodinsky solution, which possesses attractive properties. In
particular, it ensures equal marginal gains over all objectives. We further
make it insensitive to a monotonic transformation of the objectives by
considering the objectives in the copula space. A novel tailored algorithm is
proposed to search for the solution, in the form of a Bayesian optimization
algorithm: sequential sampling decisions are made based on acquisition
functions that derive from an instrumental Gaussian process prior. Our approach
is tested on four problems with respectively four, six, eight, and nine
objectives. The method is available in the Rpackage GPGame available on CRAN at
https://cran.r-project.org/package=GPGame
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An Evolutionary Approach to the Design of Controllable Cellular Automata Structure for Random Number Generation
Cellular Automata (CA) has been used in pseudorandom number generation over a decade. Recent studies show that two-dimensional (2-d) CA Pseudorandom Number Generators (PRNGs) may generate better random sequences than conventional one-dimensional (1-d) CA PRNGs, but they are more complex to implement in hardware than 1-d CA PRNGs. In this paper, we propose a new class of 1-d CA Controllable Cellular Automata (CCA) without much deviation from the structure simplicity of conventional 1-d CA. We give a general definition of CCA first and then introduce two types of CCA – CCA0 and CCA2. Our initial study on them shows that these two CCA PRNGs have better randomness quality than conventional 1-d CA PRNGs but their randomness is affected by their structures. To find good CCA0/CCA2 structures for pseudorandom number generation, we evolve them using the Evolutionary Multi-Objective Optimization (EMOO) techniques. Three different algorithms are presented in this paper. One makes use of an aggregation function; the other two are based on the Vector Evaluated Genetic Algorithm (VEGA). Evolution results show that these three algorithms all perform well. Applying a set of randomness tests on the evolved CCA PRNGs, we demonstrate that their randomness is better than that of 1-d CA PRNGs and can be comparable to that of two-dimensional CA PRNGs
An adaptation reference-point-based multiobjective evolutionary algorithm
The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.It is well known that maintaining a good balance between convergence and diversity is crucial to the performance of multiobjective optimization algorithms (MOEAs). However, the Pareto front (PF) of multiobjective optimization problems (MOPs) affects the performance of MOEAs, especially reference point-based ones. This paper proposes a reference-point-based adaptive method to study the PF of MOPs according to the candidate solutions of the population. In addition, the proportion and angle function presented selects elites during environmental selection. Compared with five state-of-the-art MOEAs, the proposed algorithm shows highly competitive effectiveness on MOPs with six complex characteristics
Empirical Evaluation of Contextual Policy Search with a Comparison-based Surrogate Model and Active Covariance Matrix Adaptation
Contextual policy search (CPS) is a class of multi-task reinforcement
learning algorithms that is particularly useful for robotic applications. A
recent state-of-the-art method is Contextual Covariance Matrix Adaptation
Evolution Strategies (C-CMA-ES). It is based on the standard black-box
optimization algorithm CMA-ES. There are two useful extensions of CMA-ES that
we will transfer to C-CMA-ES and evaluate empirically: ACM-ES, which uses a
comparison-based surrogate model, and aCMA-ES, which uses an active update of
the covariance matrix. We will show that improvements with these methods can be
impressive in terms of sample-efficiency, although this is not relevant any
more for the robotic domain.Comment: Supplementary material for poster paper accepted at GECCO 2019;
https://doi.org/10.1145/3319619.332193
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