A statistical learning based approach for parameter fine-tuning of metaheuristics

Metaheuristics are approximation methods used to solve combinatorial optimization problems. Their performance usually depends on a set of parameters that need to be adjusted. The selection of appropriate parameter values causes a loss of efficiency, as it requires time, and advanced analytical and problem-specific skills. This paper provides an overview of the principal approaches to tackle the Parameter Setting Problem, focusing on the statistical procedures employed so far by the scientific community. In addition, a novel methodology is proposed, which is tested using an already existing algorithm for solving the Multi-Depot Vehicle Routing Problem.Peer ReviewedPostprint (published version

Chaotic multi-objective optimization based design of fractional order PI{\lambda}D{\mu} controller in AVR system

In this paper, a fractional order (FO) PI{\lambda}D\mu controller is designed to take care of various contradictory objective functions for an Automatic Voltage Regulator (AVR) system. An improved evolutionary Non-dominated Sorting Genetic Algorithm II (NSGA II), which is augmented with a chaotic map for greater effectiveness, is used for the multi-objective optimization problem. The Pareto fronts showing the trade-off between different design criteria are obtained for the PI{\lambda}D\mu and PID controller. A comparative analysis is done with respect to the standard PID controller to demonstrate the merits and demerits of the fractional order PI{\lambda}D\mu controller.Comment: 30 pages, 14 figure

Comparative Studies on Decentralized Multiloop PID Controller Design Using Evolutionary Algorithms

Decentralized PID controllers have been designed in this paper for simultaneous tracking of individual process variables in multivariable systems under step reference input. The controller design framework takes into account the minimization of a weighted sum of Integral of Time multiplied Squared Error (ITSE) and Integral of Squared Controller Output (ISCO) so as to balance the overall tracking errors for the process variables and required variation in the corresponding manipulated variables. Decentralized PID gains are tuned using three popular Evolutionary Algorithms (EAs) viz. Genetic Algorithm (GA), Evolutionary Strategy (ES) and Cultural Algorithm (CA). Credible simulation comparisons have been reported for four benchmark 2x2 multivariable processes.Comment: 6 pages, 9 figure

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

Parameter Sensitivity Analysis of Social Spider Algorithm

Social Spider Algorithm (SSA) is a recently proposed general-purpose real-parameter metaheuristic designed to solve global numerical optimization problems. This work systematically benchmarks SSA on a suite of 11 functions with different control parameters. We conduct parameter sensitivity analysis of SSA using advanced non-parametric statistical tests to generate statistically significant conclusion on the best performing parameter settings. The conclusion can be adopted in future work to reduce the effort in parameter tuning. In addition, we perform a success rate test to reveal the impact of the control parameters on the convergence speed of the algorithm

Quality Measures of Parameter Tuning for Aggregated Multi-Objective Temporal Planning

Parameter tuning is recognized today as a crucial ingredient when tackling an optimization problem. Several meta-optimization methods have been proposed to find the best parameter set for a given optimization algorithm and (set of) problem instances. When the objective of the optimization is some scalar quality of the solution given by the target algorithm, this quality is also used as the basis for the quality of parameter sets. But in the case of multi-objective optimization by aggregation, the set of solutions is given by several single-objective runs with different weights on the objectives, and it turns out that the hypervolume of the final population of each single-objective run might be a better indicator of the global performance of the aggregation method than the best fitness in its population. This paper discusses this issue on a case study in multi-objective temporal planning using the evolutionary planner DaE-YAHSP and the meta-optimizer ParamILS. The results clearly show how ParamILS makes a difference between both approaches, and demonstrate that indeed, in this context, using the hypervolume indicator as ParamILS target is the best choice. Other issues pertaining to parameter tuning in the proposed context are also discussed.Comment: arXiv admin note: substantial text overlap with arXiv:1305.116

Easy over Hard: A Case Study on Deep Learning

While deep learning is an exciting new technique, the benefits of this method need to be assessed with respect to its computational cost. This is particularly important for deep learning since these learners need hours (to weeks) to train the model. Such long training time limits the ability of (a)~a researcher to test the stability of their conclusion via repeated runs with different random seeds; and (b)~other researchers to repeat, improve, or even refute that original work. For example, recently, deep learning was used to find which questions in the Stack Overflow programmer discussion forum can be linked together. That deep learning system took 14 hours to execute. We show here that applying a very simple optimizer called DE to fine tune SVM, it can achieve similar (and sometimes better) results. The DE approach terminated in 10 minutes; i.e. 84 times faster hours than deep learning method. We offer these results as a cautionary tale to the software analytics community and suggest that not every new innovation should be applied without critical analysis. If researchers deploy some new and expensive process, that work should be baselined against some simpler and faster alternatives.Comment: 12 pages, 6 figures, accepted at FSE201

On-line multiobjective automatic control system generation by evolutionary algorithms

Evolutionary algorithms are applied to the on- line generation of servo-motor control systems. In this paper, the evolving population of controllers is evaluated at run-time via hardware in the loop, rather than on a simulated model. Disturbances are also introduced at run-time in order to pro- duce robust performance. Multiobjective optimisation of both PI and Fuzzy Logic controllers is considered. Finally an on-line implementation of Genetic Programming is presented based around the Simulink standard blockset. The on-line designed controllers are shown to be robust to both system noise and ex- ternal disturbances while still demonstrating excellent steady- state and dvnamic characteristics