5,019 research outputs found
On the Robustness of Median Sampling in Noisy Evolutionary Optimization
In real-world optimization tasks, the objective (i.e., fitness) function
evaluation is often disturbed by noise due to a wide range of uncertainties.
Evolutionary algorithms (EAs) have been widely applied to tackle noisy
optimization, where reducing the negative effect of noise is a crucial issue.
One popular strategy to cope with noise is sampling, which evaluates the
fitness multiple times and uses the sample average to approximate the true
fitness. In this paper, we introduce median sampling as a noise handling
strategy into EAs, which uses the median of the multiple evaluations to
approximate the true fitness instead of the mean. We theoretically show that
median sampling can reduce the expected running time of EAs from exponential to
polynomial by considering the (1+1)-EA on OneMax under the commonly used
one-bit noise. We also compare mean sampling with median sampling by
considering two specific noise models, suggesting that when the 2-quantile of
the noisy fitness increases with the true fitness, median sampling can be a
better choice. The results provide us with some guidance to employ median
sampling efficiently in practice.Comment: 19 pages. arXiv admin note: text overlap with arXiv:1810.05045,
arXiv:1711.0095
Racing Multi-Objective Selection Probabilities
In the context of Noisy Multi-Objective Optimization, dealing with
uncertainties requires the decision maker to define some preferences about how
to handle them, through some statistics (e.g., mean, median) to be used to
evaluate the qualities of the solutions, and define the corresponding Pareto
set. Approximating these statistics requires repeated samplings of the
population, drastically increasing the overall computational cost. To tackle
this issue, this paper proposes to directly estimate the probability of each
individual to be selected, using some Hoeffding races to dynamically assign the
estimation budget during the selection step. The proposed racing approach is
validated against static budget approaches with NSGA-II on noisy versions of
the ZDT benchmark functions
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
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
Developmental Bayesian Optimization of Black-Box with Visual Similarity-Based Transfer Learning
We present a developmental framework based on a long-term memory and
reasoning mechanisms (Vision Similarity and Bayesian Optimisation). This
architecture allows a robot to optimize autonomously hyper-parameters that need
to be tuned from any action and/or vision module, treated as a black-box. The
learning can take advantage of past experiences (stored in the episodic and
procedural memories) in order to warm-start the exploration using a set of
hyper-parameters previously optimized from objects similar to the new unknown
one (stored in a semantic memory). As example, the system has been used to
optimized 9 continuous hyper-parameters of a professional software (Kamido)
both in simulation and with a real robot (industrial robotic arm Fanuc) with a
total of 13 different objects. The robot is able to find a good object-specific
optimization in 68 (simulation) or 40 (real) trials. In simulation, we
demonstrate the benefit of the transfer learning based on visual similarity, as
opposed to an amnesic learning (i.e. learning from scratch all the time).
Moreover, with the real robot, we show that the method consistently outperforms
the manual optimization from an expert with less than 2 hours of training time
to achieve more than 88% of success
Analysis-of-marginal-Tail-Means (ATM): a robust method for discrete black-box optimization
We present a new method, called Analysis-of-marginal-Tail-Means (ATM), for
effective robust optimization of discrete black-box problems. ATM has important
applications to many real-world engineering problems (e.g., manufacturing
optimization, product design, molecular engineering), where the objective to
optimize is black-box and expensive, and the design space is inherently
discrete. One weakness of existing methods is that they are not robust: these
methods perform well under certain assumptions, but yield poor results when
such assumptions (which are difficult to verify in black-box problems) are
violated. ATM addresses this via the use of marginal tail means for
optimization, which combines both rank-based and model-based methods. The
trade-off between rank- and model-based optimization is tuned by first
identifying important main effects and interactions, then finding a good
compromise which best exploits additive structure. By adaptively tuning this
trade-off from data, ATM provides improved robust optimization over existing
methods, particularly in problems with (i) a large number of factors, (ii)
unordered factors, or (iii) experimental noise. We demonstrate the
effectiveness of ATM in simulations and in two real-world engineering problems:
the first on robust parameter design of a circular piston, and the second on
product family design of a thermistor network
PID control system analysis and design
With its three-term functionality offering treatment of both transient and steady-state responses,
proportional-integral-derivative (PID) control provides a generic and efficient solution to realworld
control problems. The wide application of PID control has stimulated and sustained
research and development to "get the best out of PID", and "the search is on to find
the next key technology or methodology for PID tuning".
This article presents remedies for problems involving the integral and derivative terms. PID design objectives,
methods, and future directions are discussed. Subsequently, a computerized, simulation-based approach
is presented, together with illustrative design results for first-order, higher order, and nonlinear plants. Finally,
we discuss differences between academic research and industrial practice, so as to motivate new research
directions in PID control
Efficient dynamic resampling for dominance-based multiobjective evolutionary optimization
Multi-objective optimization problems are often subject to the presence of objectives that require expensive resampling for their computation. This is the case for many robustness metrics, which are frequently used as an additional objective that accounts for the reliability of specific sections of the solution space. Typical robustness measurements use resampling, but the number of samples that constitute a precise dispersion measure has a potentially large impact on the computational cost of an algorithm. This article proposes the integration of dominance based statistical testing methods as part of the selection mechanism of evolutionary multi-objective genetic algorithms with the aim of reducing the number of fitness evaluations. The performance of the approach is tested on five classical benchmark functions integrating it into two well-known algorithms, NSGA-II and SPEA2. The experimental results show a significant reduction in the number of fitness evaluations while, at the same time, maintaining the quality of the solutions.The authors acknowledge financial support granted by the Spanish Ministry of Economy and Competitivity under grant ENE2014-56126-C2-2-R
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