Improved Runtime Bounds for the Univariate Marginal Distribution Algorithm via Anti-Concentration

Unlike traditional evolutionary algorithms which produce offspring via genetic operators, Estimation of Distribution Algorithms (EDAs) sample solutions from probabilistic models which are learned from selected individuals. It is hoped that EDAs may improve optimisation performance on epistatic fitness landscapes by learning variable interactions. However, hardly any rigorous results are available to support claims about the performance of EDAs, even for fitness functions without epistasis. The expected runtime of the Univariate Marginal Distribution Algorithm (UMDA) on OneMax was recently shown to be in $\mathcal{O}\left(n\lambda\log \lambda\right)$ by Dang and Lehre (GECCO 2015). Later, Krejca and Witt (FOGA 2017) proved the lower bound $\Omega\left(\lambda\sqrt{n}+n\log n\right)$ via an involved drift analysis. We prove a $\mathcal{O}\left(n\lambda\right)$ bound, given some restrictions on the population size. This implies the tight bound $\Theta\left(n\log n\right)$ when $\lambda=\mathcal{O}\left(\log n\right)$, matching the runtime of classical EAs. Our analysis uses the level-based theorem and anti-concentration properties of the Poisson-Binomial distribution. We expect that these generic methods will facilitate further analysis of EDAs.Comment: 19 pages, 1 figur

Upper Bounds on the Runtime of the Univariate Marginal Distribution Algorithm on OneMax

A runtime analysis of the Univariate Marginal Distribution Algorithm (UMDA) is presented on the OneMax function for wide ranges of its parameters $\mu$ and $\lambda$. If $\mu\ge c\log n$ for some constant $c>0$ and $\lambda=(1+\Theta(1))\mu$, a general bound $O(\mu n)$ on the expected runtime is obtained. This bound crucially assumes that all marginal probabilities of the algorithm are confined to the interval $[1/n,1-1/n]$. If $\mu\ge c' \sqrt{n}\log n$ for a constant $c'>0$ and $\lambda=(1+\Theta(1))\mu$, the behavior of the algorithm changes and the bound on the expected runtime becomes $O(\mu\sqrt{n})$, which typically even holds if the borders on the marginal probabilities are omitted. The results supplement the recently derived lower bound $\Omega(\mu\sqrt{n}+n\log n)$ by Krejca and Witt (FOGA 2017) and turn out as tight for the two very different values $\mu=c\log n$ and $\mu=c'\sqrt{n}\log n$. They also improve the previously best known upper bound $O(n\log n\log\log n)$ by Dang and Lehre (GECCO 2015).Comment: Version 4: added illustrations and experiments; improved presentation in Section 2.2; to appear in Algorithmica; the final publication is available at Springer via http://dx.doi.org/10.1007/s00453-018-0463-

From Understanding Genetic Drift to a Smart-Restart Parameter-less Compact Genetic Algorithm

One of the key difficulties in using estimation-of-distribution algorithms is choosing the population size(s) appropriately: Too small values lead to genetic drift, which can cause enormous difficulties. In the regime with no genetic drift, however, often the runtime is roughly proportional to the population size, which renders large population sizes inefficient. Based on a recent quantitative analysis which population sizes lead to genetic drift, we propose a parameter-less version of the compact genetic algorithm that automatically finds a suitable population size without spending too much time in situations unfavorable due to genetic drift. We prove a mathematical runtime guarantee for this algorithm and conduct an extensive experimental analysis on four classic benchmark problems both without and with additive centered Gaussian posterior noise. The former shows that under a natural assumption, our algorithm has a performance very similar to the one obtainable from the best problem-specific population size. The latter confirms that missing the right population size in the original cGA can be detrimental and that previous theory-based suggestions for the population size can be far away from the right values; it also shows that our algorithm as well as a previously proposed parameter-less variant of the cGA based on parallel runs avoid such pitfalls. Comparing the two parameter-less approaches, ours profits from its ability to abort runs which are likely to be stuck in a genetic drift situation.Comment: 4 figures. Extended version of a paper appearing at GECCO 202

Neural Architecture Search by Estimation of Network Structure Distributions

The influence of deep learning is continuously expanding across different domains, and its new applications are ubiquitous. The question of neural network design thus increases in importance, as traditional empirical approaches are reaching their limits. Manual design of network architectures from scratch relies heavily on trial and error, while using existing pretrained models can introduce redundancies or vulnerabilities. Automated neural architecture design is able to overcome these problems, but the most successful algorithms operate on significantly constrained design spaces, assuming the target network to consist of identical repeating blocks. While such approach allows for faster search, it does so at the cost of expressivity. We instead propose an alternative probabilistic representation of a whole neural network structure under the assumption of independence between layer types. Our matrix of probabilities is equivalent to the population of models, but allows for discovery of structural irregularities, while being simple to interpret and analyze. We construct an architecture search algorithm, inspired by the estimation of distribution algorithms, to take advantage of this representation. The probability matrix is tuned towards generating high-performance models by repeatedly sampling the architectures and evaluating the corresponding networks, while gradually increasing the model depth. Our algorithm is shown to discover non-regular models which cannot be expressed via blocks, but are competitive both in accuracy and computational cost, while not utilizing complex dataflows or advanced training techniques, as well as remaining conceptually simple and highly extensible.Comment: 16 pages, 4 figures, 3 table

Runtime analysis of the univariate marginal distribution algorithm under low selective pressure and prior noise

We perform a rigorous runtime analysis for the Univariate Marginal Distribution Algorithm on the LeadingOnes function, a well-known benchmark function in the theory community of evolutionary computation with a high correlation between decision variables. For a problem instance of size $n$, the currently best known upper bound on the expected runtime is $\mathcal{O}(n\lambda\log\lambda+n^2)$ (Dang and Lehre, GECCO 2015), while a lower bound necessary to understand how the algorithm copes with variable dependencies is still missing. Motivated by this, we show that the algorithm requires a $e^{\Omega(\mu)}$ runtime with high probability and in expectation if the selective pressure is low; otherwise, we obtain a lower bound of $\Omega(\frac{n\lambda}{\log(\lambda-\mu)})$ on the expected runtime. Furthermore, we for the first time consider the algorithm on the function under a prior noise model and obtain an $\mathcal{O}(n^2)$ expected runtime for the optimal parameter settings. In the end, our theoretical results are accompanied by empirical findings, not only matching with rigorous analyses but also providing new insights into the behaviour of the algorithm.Comment: To appear at GECCO 2019, Prague, Czech Republi

On the limitations of the univariate marginal distribution algorithm to deception and where bivariate EDAs might help

We introduce a new benchmark problem called Deceptive Leading Blocks (DLB) to rigorously study the runtime of the Univariate Marginal Distribution Algorithm (UMDA) in the presence of epistasis and deception. We show that simple Evolutionary Algorithms (EAs) outperform the UMDA unless the selective pressure $\mu/\lambda$ is extremely high, where $\mu$ and $\lambda$ are the parent and offspring population sizes, respectively. More precisely, we show that the UMDA with a parent population size of $\mu=\Omega(\log n)$ has an expected runtime of $e^{\Omega(\mu)}$ on the DLB problem assuming any selective pressure $\frac{\mu}{\lambda} \geq \frac{14}{1000}$, as opposed to the expected runtime of $\mathcal{O}(n\lambda\log \lambda+n^3)$ for the non-elitist $(\mu,\lambda)~\text{EA}$ with $\mu/\lambda\leq 1/e$. These results illustrate inherent limitations of univariate EDAs against deception and epistasis, which are common characteristics of real-world problems. In contrast, empirical evidence reveals the efficiency of the bi-variate MIMIC algorithm on the DLB problem. Our results suggest that one should consider EDAs with more complex probabilistic models when optimising problems with some degree of epistasis and deception.Comment: To appear in the 15th ACM/SIGEVO Workshop on Foundations of Genetic Algorithms (FOGA XV), Potsdam, German

Level-Based Analysis of the Univariate Marginal Distribution Algorithm

Estimation of Distribution Algorithms (EDAs) are stochastic heuristics that search for optimal solutions by learning and sampling from probabilistic models. Despite their popularity in real-world applications, there is little rigorous understanding of their performance. Even for the Univariate Marginal Distribution Algorithm (UMDA) -- a simple population-based EDA assuming independence between decision variables -- the optimisation time on the linear problem OneMax was until recently undetermined. The incomplete theoretical understanding of EDAs is mainly due to lack of appropriate analytical tools. We show that the recently developed level-based theorem for non-elitist populations combined with anti-concentration results yield upper bounds on the expected optimisation time of the UMDA. This approach results in the bound $\mathcal{O}(n\lambda\log \lambda+n^2)$ on two problems, LeadingOnes and BinVal, for population sizes $\lambda>\mu=\Omega(\log n)$, where $\mu$ and $\lambda$ are parameters of the algorithm. We also prove that the UMDA with population sizes $\mu\in \mathcal{O}(\sqrt{n}) \cap \Omega(\log n)$ optimises OneMax in expected time $\mathcal{O}(\lambda n)$, and for larger population sizes $\mu=\Omega(\sqrt{n}\log n)$, in expected time $\mathcal{O}(\lambda\sqrt{n})$. The facility and generality of our arguments suggest that this is a promising approach to derive bounds on the expected optimisation time of EDAs.Comment: To appear in Algorithmica Journa