Denoising Autoencoders for fast Combinatorial Black Box Optimization

Estimation of Distribution Algorithms (EDAs) require flexible probability models that can be efficiently learned and sampled. Autoencoders (AE) are generative stochastic networks with these desired properties. We integrate a special type of AE, the Denoising Autoencoder (DAE), into an EDA and evaluate the performance of DAE-EDA on several combinatorial optimization problems with a single objective. We asses the number of fitness evaluations as well as the required CPU times. We compare the results to the performance to the Bayesian Optimization Algorithm (BOA) and RBM-EDA, another EDA which is based on a generative neural network which has proven competitive with BOA. For the considered problem instances, DAE-EDA is considerably faster than BOA and RBM-EDA, sometimes by orders of magnitude. The number of fitness evaluations is higher than for BOA, but competitive with RBM-EDA. These results show that DAEs can be useful tools for problems with low but non-negligible fitness evaluation costs.Comment: corrected typos and small inconsistencie

Combinatorial optimization and metaheuristics

Today, combinatorial optimization is one of the youngest and most active areas of discrete mathematics. It is a branch of optimization in applied mathematics and computer science, related to operational research, algorithm theory and computational complexity theory. It sits at the intersection of several fields, including artificial intelligence, mathematics and software engineering. Its increasing interest arises for the fact that a large number of scientific and industrial problems can be formulated as abstract combinatorial optimization problems, through graphs and/or (integer) linear programs. Some of these problems have polynomial-time (“efficient”) algorithms, while most of them are NP-hard, i.e. it is not proved that they can be solved in polynomial-time. Mainly, it means that it is not possible to guarantee that an exact solution to the problem can be found and one has to settle for an approximate solution with known performance guarantees. Indeed, the goal of approximate methods is to find “quickly” (reasonable run-times), with “high” probability, provable “good” solutions (low error from the real optimal solution). In the last 20 years, a new kind of algorithm commonly called metaheuristics have emerged in this class, which basically try to combine heuristics in high level frameworks aimed at efficiently and effectively exploring the search space. This report briefly outlines the components, concepts, advantages and disadvantages of different metaheuristic approaches from a conceptual point of view, in order to analyze their similarities and differences. The two very significant forces of intensification and diversification, that mainly determine the behavior of a metaheuristic, will be pointed out. The report concludes by exploring the importance of hybridization and integration methods

Multi-layer local optima networks for the analysis of advanced local search-based algorithms

A Local Optima Network (LON) is a graph model that compresses the fitness landscape of a particular combinatorial optimization problem based on a specific neighborhood operator and a local search algorithm. Determining which and how landscape features affect the effectiveness of search algorithms is relevant for both predicting their performance and improving the design process. This paper proposes the concept of multi-layer LONs as well as a methodology to explore these models aiming at extracting metrics for fitness landscape analysis. Constructing such models, extracting and analyzing their metrics are the preliminary steps into the direction of extending the study on single neighborhood operator heuristics to more sophisticated ones that use multiple operators. Therefore, in the present paper we investigate a twolayer LON obtained from instances of a combinatorial problem using bitflip and swap operators. First, we enumerate instances of NK-landscape model and use the hill climbing heuristic to build the corresponding LONs. Then, using LON metrics, we analyze how efficiently the search might be when combining both strategies. The experiments show promising results and demonstrate the ability of multi-layer LONs to provide useful information that could be used for in metaheuristics based on multiple operators such as Variable Neighborhood Search.Comment: Accepted in GECCO202