ES Is More Than Just a Traditional Finite-Difference Approximator

An evolution strategy (ES) variant based on a simplification of a natural evolution strategy recently attracted attention because it performs surprisingly well in challenging deep reinforcement learning domains. It searches for neural network parameters by generating perturbations to the current set of parameters, checking their performance, and moving in the aggregate direction of higher reward. Because it resembles a traditional finite-difference approximation of the reward gradient, it can naturally be confused with one. However, this ES optimizes for a different gradient than just reward: It optimizes for the average reward of the entire population, thereby seeking parameters that are robust to perturbation. This difference can channel ES into distinct areas of the search space relative to gradient descent, and also consequently to networks with distinct properties. This unique robustness-seeking property, and its consequences for optimization, are demonstrated in several domains. They include humanoid locomotion, where networks from policy gradient-based reinforcement learning are significantly less robust to parameter perturbation than ES-based policies solving the same task. While the implications of such robustness and robustness-seeking remain open to further study, this work's main contribution is to highlight such differences and their potential importance

Multi-objective worst case optimization by means of evolutionary algorithms

Many real-world optimization problems are subject to uncertainty. A possible goal is then to find a solution which is robust in the sense that it has the best worst-case performance over all possible scenarios. However, if the problem also involves mul- tiple objectives, which scenario is “best” or “worst” depends on the user’s weighting of the different criteria, which is generally difficult to specify before alternatives are known. Evolutionary multi-objective optimization avoids this problem by searching for the whole front of Pareto optimal solutions. This paper extends the concept of Pareto dominance to worst case optimization problems and demonstrates how evolu- tionary algorithms can be used for worst case optimization in a multi-objective setting

Evolutionary algorithm-based analysis of gravitational microlensing lightcurves

A new algorithm developed to perform autonomous fitting of gravitational microlensing lightcurves is presented. The new algorithm is conceptually simple, versatile and robust, and parallelises trivially; it combines features of extant evolutionary algorithms with some novel ones, and fares well on the problem of fitting binary-lens microlensing lightcurves, as well as on a number of other difficult optimisation problems. Success rates in excess of 90% are achieved when fitting synthetic though noisy binary-lens lightcurves, allowing no more than 20 minutes per fit on a desktop computer; this success rate is shown to compare very favourably with that of both a conventional (iterated simplex) algorithm, and a more state-of-the-art, artificial neural network-based approach. As such, this work provides proof of concept for the use of an evolutionary algorithm as the basis for real-time, autonomous modelling of microlensing events. Further work is required to investigate how the algorithm will fare when faced with more complex and realistic microlensing modelling problems; it is, however, argued here that the use of parallel computing platforms, such as inexpensive graphics processing units, should allow fitting times to be constrained to under an hour, even when dealing with complicated microlensing models. In any event, it is hoped that this work might stimulate some interest in evolutionary algorithms, and that the algorithm described here might prove useful for solving microlensing and/or more general model-fitting problems.Comment: 14 pages, 3 figures; accepted for publication in MNRA

A hybrid swarm-based algorithm for single-objective optimization problems involving high-cost analyses

In many technical fields, single-objective optimization procedures in continuous domains involve expensive numerical simulations. In this context, an improvement of the Artificial Bee Colony (ABC) algorithm, called the Artificial super-Bee enhanced Colony (AsBeC), is presented. AsBeC is designed to provide fast convergence speed, high solution accuracy and robust performance over a wide range of problems. It implements enhancements of the ABC structure and hybridizations with interpolation strategies. The latter are inspired by the quadratic trust region approach for local investigation and by an efficient global optimizer for separable problems. Each modification and their combined effects are studied with appropriate metrics on a numerical benchmark, which is also used for comparing AsBeC with some effective ABC variants and other derivative-free algorithms. In addition, the presented algorithm is validated on two recent benchmarks adopted for competitions in international conferences. Results show remarkable competitiveness and robustness for AsBeC.Comment: 19 pages, 4 figures, Springer Swarm Intelligenc

Meta-heuristic algorithms in car engine design: a literature survey

Meta-heuristic algorithms are often inspired by natural phenomena, including the evolution of species in Darwinian natural selection theory, ant behaviors in biology, flock behaviors of some birds, and annealing in metallurgy. Due to their great potential in solving difficult optimization problems, meta-heuristic algorithms have found their way into automobile engine design. There are different optimization problems arising in different areas of car engine management including calibration, control system, fault diagnosis, and modeling. In this paper we review the state-of-the-art applications of different meta-heuristic algorithms in engine management systems. The review covers a wide range of research, including the application of meta-heuristic algorithms in engine calibration, optimizing engine control systems, engine fault diagnosis, and optimizing different parts of engines and modeling. The meta-heuristic algorithms reviewed in this paper include evolutionary algorithms, evolution strategy, evolutionary programming, genetic programming, differential evolution, estimation of distribution algorithm, ant colony optimization, particle swarm optimization, memetic algorithms, and artificial immune system