Extreme learning machine adapted to noise based on optimization algorithms

The extreme learning machine for neural networks of feedforward of a single hidden layer randomly assigns the weights of entry and analytically determines the weights the output by means the Moore-Penrose inverse, this algorithm tends to provide an extremely fast learning speed preserving the adjustment levels achieved by classifiers such as multilayer perception and support vector machine. However, the Moore-Penrose inverse loses precision when using data with additive noise in training. That is why in this paper a method to robustness of extreme learning machine to additive noise proposed. The method consists in computing the weights of the output layer using non-linear optimization algorithms without restrictions. Tests are performed with the gradient descent optimization algorithm and with the Levenberg-Marquardt algorithm. From the implementation it is observed that through the use of these algorithms, smaller errors are achieved than those obtained with the Moore-Penrose inverse

Analysis of Noisy Evolutionary Optimization When Sampling Fails

In noisy evolutionary optimization, sampling is a common strategy to deal with noise. By the sampling strategy, the fitness of a solution is evaluated multiple times (called \emph{sample size}) independently, and its true fitness is then approximated by the average of these evaluations. Previous studies on sampling are mainly empirical. In this paper, we first investigate the effect of sample size from a theoretical perspective. By analyzing the (1+1)-EA on the noisy LeadingOnes problem, we show that as the sample size increases, the running time can reduce from exponential to polynomial, but then return to exponential. This suggests that a proper sample size is crucial in practice. Then, we investigate what strategies can work when sampling with any fixed sample size fails. By two illustrative examples, we prove that using parent or offspring populations can be better. Finally, we construct an artificial noisy example to show that when using neither sampling nor populations is effective, adaptive sampling (i.e., sampling with an adaptive sample size) can work. This, for the first time, provides a theoretical support for the use of adaptive sampling

Reducing the Number of Training Cases in Genetic Programming

Zoppi, G., Vanneschi, L., & Giacobini, M. (2022). Reducing the Number of Training Cases in Genetic Programming. In 2022 IEEE Congress on Evolutionary Computation (CEC) (pp. 1-8). IEEE. https://doi.org/10.1109/CEC55065.2022.9870327In the field of Machine Learning, one of the most common and discussed questions is how to choose an adequate number of data observations, in order to train our models satisfactorily. In other words, find what is the right amount of data needed to create a model, that is neither underfitted nor overfitted, but instead is able to achieve a reasonable generalization ability. The problem grows in importance when we consider Genetic Programming, where fitness evaluation is often rather slow. Therefore, finding the minimum amount of data that enables us to discover the solution to a given problem could bring significant benefits. Using the notion of entropy in a dataset, we seek to understand the information gain obtainable from each additional data point. We then look for the smallest percentage of data that corresponds to enough information to yield satisfactory results. We present, as a first step, an example derived from the state of art. Then, we question a relevant part of our procedure and introduce two case studies to experimentally validate our theoretical hypothesis.authorsversionpublishe

An efficient evolutionary algorithm for solving incrementally structured problems

Many real world problems have a structure where small problem instances are embedded within large problem instances, or where solution quality for large problem instances is loosely correlated to that of small problem instances. This structure can be exploited because smaller problem instances typically have smaller search spaces and are cheaper to evaluate. We present an evolutionary algorithm, INCREA, which is designed to incrementally solve a large, noisy, computationally expensive problem by deriving its initial population through recursively running itself on problem instances of smaller sizes. The INCREA algorithm also expands and shrinks its population each generation and cuts off work that doesn't appear to promise a fruitful result. For further efficiency, it addresses noisy solution quality efficiently by focusing on resolving it for small, potentially reusable solutions which have a much lower cost of evaluation. We compare INCREA to a general purpose evolutionary algorithm and find that in most cases INCREA arrives at the same solution in significantly less time.United States. Dept. of Energy (award DESC0005288

Revisiting Implicit and Explicit Averaging for Noisy Optimization

Explicit and implicit averaging are two well-known strategies for noisy optimization. Both strategies can counteract the disruptive effect of noise; however, a critical question remains: which one is more efficient? This question has been raised in many studies, with conflicting preferences and, in some cases, findings. Nevertheless, theoretical findings on the noisy sphere problem with additive Gaussian noise supports the superiority of implicit averaging, which may have had a strong impact on the preference of implicit averaging in more recent evolutionary methods for noisy optimization. This study speculates that the analytically supported superiority of implicit averaging relies on specific features of the noisy sphere problem with additive noise, which cannot be generalized to other problems. It enumerates these features and designs controlled numerical experiments to investigate this potential reliance. Each experiment gradually suppresses one specific feature, and the progress rate is numerically calculated for different values of the sample size given a fixed evaluation budget. Our empirical results indicate that for a wide range of noise strength and evaluation budget per iteration, the more these specific features are suppressed, the more the optimal averaging strategy deviates from implicit toward explicit averaging, which confirms our speculations. Consequently, the optimal sample size, which is regarded as the tradeoff between implicit and explicit averaging, depends on the problem characteristics and should be learned during optimization for maximum efficiency

Uncertain Quality-Diversity: Evaluation methodology and new methods for Quality-Diversity in Uncertain Domains

Quality-Diversity optimisation (QD) has proven to yield promising results across a broad set of applications. However, QD approaches struggle in the presence of uncertainty in the environment, as it impacts their ability to quantify the true performance and novelty of solutions. This problem has been highlighted multiple times independently in previous literature. In this work, we propose to uniformise the view on this problem through four main contributions. First, we formalise a common framework for uncertain domains: the Uncertain QD setting, a special case of QD in which fitness and descriptors for each solution are no longer fixed values but distribution over possible values. Second, we propose a new methodology to evaluate Uncertain QD approaches, relying on a new per-generation sampling budget and a set of existing and new metrics specifically designed for Uncertain QD. Third, we propose three new Uncertain QD algorithms: Archive-sampling, Parallel-Adaptive-sampling and Deep-Grid-sampling. We propose these approaches taking into account recent advances in the QD community toward the use of hardware acceleration that enable large numbers of parallel evaluations and make sampling an affordable approach to uncertainty. Our final and fourth contribution is to use this new framework and the associated comparison methods to benchmark existing and novel approaches. We demonstrate once again the limitation of MAP-Elites in uncertain domains and highlight the performance of the existing Deep-Grid approach, and of our new algorithms. The goal of this framework and methods is to become an instrumental benchmark for future works considering Uncertain QD.Comment: Submitted to Transactions on Evolutionary Computatio

Quality-diversity optimization: a novel branch of stochastic optimization

Traditional optimization algorithms search for a single global optimum that maximizes (or minimizes) the objective function. Multimodal optimization algorithms search for the highest peaks in the search space that can be more than one. Quality-Diversity algorithms are a recent addition to the evolutionary computation toolbox that do not only search for a single set of local optima, but instead try to illuminate the search space. In effect, they provide a holistic view of how high-performing solutions are distributed throughout a search space. The main differences with multimodal optimization algorithms are that (1) Quality-Diversity typically works in the behavioral space (or feature space), and not in the genotypic (or parameter) space, and (2) Quality-Diversity attempts to fill the whole behavior space, even if the niche is not a peak in the fitness landscape. In this chapter, we provide a gentle introduction to Quality-Diversity optimization, discuss the main representative algorithms, and the main current topics under consideration in the community. Throughout the chapter, we also discuss several successful applications of Quality-Diversity algorithms, including deep learning, robotics, and reinforcement learning

Quality-diversity optimization: a novel branch of stochastic optimization

Traditional optimization algorithms search for a single global optimum that maximizes (or minimizes) the objective function. Multimodal optimization algorithms search for the highest peaks in the search space that can be more than one. Quality-Diversity algorithms are a recent addition to the evolutionary computation toolbox that do not only search for a single set of local optima, but instead try to illuminate the search space. In effect, they provide a holistic view of how high-performing solutions are distributed throughout a search space. The main differences with multimodal optimization algorithms are that (1) Quality-Diversity typically works in the behavioral space (or feature space), and not in the genotypic (or parameter) space, and (2) Quality-Diversity attempts to fill the whole behavior space, even if the niche is not a peak in the fitness landscape. In this chapter, we provide a gentle introduction to Quality-Diversity optimization, discuss the main representative algorithms, and the main current topics under consideration in the community. Throughout the chapter, we also discuss several successful applications of Quality-Diversity algorithms, including deep learning, robotics, and reinforcement learning