Learning and exploiting mixed variable dependencies with a model-based EA

Mixed-integer optimization considers problems with both discrete and continuous variables. The ability to learn and process problem structure can be of paramount importance for optimization, particularly when faced with black-box optimization (BBO) problems, where no structural knowledge is known a priori. For such cases, model-based Evolutionary Algorithms (EAs) have been very successful in the fields of discrete and continuous optimization. In this paper, we present a model-based EA which integrates techniques from the discrete and continuous domains in order to tackle mixed-integer problems. We furthermore introduce the novel mechanisms to learn and exploit mixed-variable dependencies. Previous approaches only learned dependencies explicitly in either the discrete or the continuous domain. The potential usefulness of addressing mixed dependencies directly is assessed by empirically analyzing algorithm performance on a selection of mixed-integer problems with different types of variable interactions. We find substantially improved, scalable performance on problems that exhibit mixed dependencies

Learning and exploiting mixed variable dependencies with a model-based EA

Mixed-integer optimization considers problems with both discrete and continuous variables. The ability to learn and process problem structure can be of paramount importance for optimization, particularly when faced with black-box optimization (BBO) problems, where no structural knowledge is known a priori. For such cases, model-based Evolutionary Algorithms (EAs) have been very successful in the fields of discrete and continuous optimization. In this paper, we present a model-based EA which integrates techniques from the discrete and continuous domains in order to tackle mixed-integer problems. We furthermore introduce the novel mechanisms to learn and exploit mixed-variable dependencies. Previous approaches only learned dependencies explicitly in either the discrete or the continuous domain. The potential usefulness of addressing mixed dependencies directly is assessed by empirically analyzing algorithm performance on a selection of mixed-integer problems with different types of variable interactions. We find substantially improved, scalable performance on problems that exhibit mixed dependencies

GAMBIT: A parameterless model-based evolutionary algorithm for mixed-integer problems

Learning and exploiting problem structure is one of the key challenges in optimization. This is especially important for black-box optimization (BBO) where prior structural knowledge of a problem is not available. Existing model-based Evolutionary Algorithms (EAs) are very efficient at learning structure in both the discrete, and in the continuous domain. In this article, discrete and continuous model-building mechanisms are integrated for the Mixed-Integer (MI) domain, comprising discrete and continuous variables. We revisit a recently introduced model-based evolutionary algorithm for the MI domain, the Genetic Algorithm for Model-Based mixed-Integer opTimization (GAMBIT). We extend GAMBIT with a parameterless scheme that allows for practical use of the algorithm without the need to explicitly specify any parameters. We furthermore contrast GAMBIT with other model-based alternatives. The ultimate goal of processing mixed dependences explicitly in GAMBIT is also addressed by introducing a new mechanism for the explicit exploitation of mixed dependences. We find that processing mixed dependences with this novel mechanism allows for more efficient optimization. We further contrast the parameterless GAMBIT with Mixed-Integer Evolution Strategies (MIES) and other state-of-the-art MI optimization algorithms from the General Algebraic Modeling System (GAMS) commercial algorithm suite on problems with and without constraints, and show that GAMBIT is capable of solving problems where variable dependences prevent many algorithms from successfully optimizing them

Exploiting linkage information in real-valued optimization with the real-valued gene-pool optimal mixing evolutionary algorithm

The recently introduced Gene-pool Optimal Mixing Evolutionary Algorithm (GOMEA) has been shown to be among the state-of-the-art for solving discrete optimization problems. Key to the success of GOMEA is its ability to efficiently exploit the linkage structure of a problem. Here, we introduce the Real-Valued GOMEA (RV-GOMEA), which incorporates several aspects of the real-valued EDA known as AMaLGaM into GOMEA in order to make GOMEA well-suited for real-valued optimization. The key strength of GOMEA to competently exploit linkage structure is effectively preserved in RV-GOMEA, enabling excellent performance on problems that exhibit a linkage structure that is to some degree decomposable. Moreover, the main variation operator of GOMEA enables substantial improvements in performance if the problem allows for partial evaluations, which may be very well possible in many real-world applications. Comparisons of performance with state-of-the-art algorithms such as CMA-ES and AMaLGaM on a set of well-known benchmark problems show that RV-GOMEA achieves comparable, excellent scalability in case of black-box optimization. Moreover, RV-GOMEA achieves unprecedented scalability on problems that allow for partial evaluations, reaching near-optimal solutions for problems with up to millions of real-valued variables within one hour on a normal desktop computer

Learning Markov networks with context-specific independences

Learning the Markov network structure from data is a problem that has received considerable attention in machine learning, and in many other application fields. This work focuses on a particular approach for this purpose called independence-based learning. Such approach guarantees the learning of the correct structure efficiently, whenever data is sufficient for representing the underlying distribution. However, an important issue of such approach is that the learned structures are encoded in an undirected graph. The problem with graphs is that they cannot encode some types of independence relations, such as the context-specific independences. They are a particular case of conditional independences that is true only for a certain assignment of its conditioning set, in contrast to conditional independences that must hold for all its assignments. In this work we present CSPC, an independence-based algorithm for learning structures that encode context-specific independences, and encoding them in a log-linear model, instead of a graph. The central idea of CSPC is combining the theoretical guarantees provided by the independence-based approach with the benefits of representing complex structures by using features in a log-linear model. We present experiments in a synthetic case, showing that CSPC is more accurate than the state-of-the-art IB algorithms when the underlying distribution contains CSIs.Comment: 8 pages, 6 figure

Enhanced independent vector analysis for audio separation in a room environment

Independent vector analysis (IVA) is studied as a frequency domain blind source separation method, which can theoretically avoid the permutation problem by retaining the dependency between different frequency bins of the same source vector while removing the dependency between different source vectors. This thesis focuses upon improving the performance of independent vector analysis when it is used to solve the audio separation problem in a room environment. A specific stability problem of IVA, i.e. the block permutation problem, is identified and analyzed. Then a robust IVA method is proposed to solve this problem by exploiting the phase continuity of the unmixing matrix. Moreover, an auxiliary function based IVA algorithm with an overlapped chain type source prior is proposed as well to mitigate this problem. Then an informed IVA scheme is proposed which combines the geometric information of the sources from video to solve the problem by providing an intelligent initialization for optimal convergence. The proposed informed IVA algorithm can also achieve a faster convergence in terms of iteration numbers and better separation performance. A pitch based evaluation method is defined to judge the separation performance objectively when the information describing the mixing matrix and sources is missing. In order to improve the separation performance of IVA, an appropriate multivariate source prior is needed to better preserve the dependency structure within the source vectors. A particular multivariate generalized Gaussian distribution is adopted as the source prior. The nonlinear score function derived from this proposed source prior contains the fourth order relationships between different frequency bins, which provides a more informative and stronger dependency structure compared with the original IVA algorithm and thereby improves the separation performance. Copula theory is a central tool to model the nonlinear dependency structure. The t copula is proposed to describe the dependency structure within the frequency domain speech signals due to its tail dependency property, which means if one variable has an extreme value, other variables are expected to have extreme values. A multivariate student's t distribution constructed by using a t copula with the univariate student's t marginal distribution is proposed as the source prior. Then the IVA algorithm with the proposed source prior is derived. The proposed algorithms are tested with real speech signals in different reverberant room environments both using modelled room impulse response and real room recordings. State-of-the-art criteria are used to evaluate the separation performance, and the experimental results confirm the advantage of the proposed algorithms